# EDGAR Filing Document

**Accession Number:** 0001087961
**File Stem:** 0001752724-23-015202
**Filing Date:** 2023-1
**Character Count:** 771090
**Document Hash:** 89d0cd77e6d2e372def56e101b100cfc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015202.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING MASTER TRUST
- **CENTRAL INDEX KEY:** 0001087961
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09689
- **FILM NUMBER:** 23558254

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4225

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO MASTER TRUST
- **DATE OF NAME CHANGE:** 20021209

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO CORE TRUST
- **DATE OF NAME CHANGE:** 19990604

## Series and Classes Contracts Data

### Allspring Factor Enhanced U.S. Small Cap Equity Portfolio (Series ID: S000057916)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000188026 | Factor Enhanced U.S. Small Cap Equity Portfolio |  |

## Nport-Ex

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Common stocks: 94.59%** |  |  |
| &nbsp;&nbsp;**Communication services: 2.71%** |  |  |
| &nbsp;&nbsp;**Diversified telecommunication services: 0.76%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ATN International Incorporated | &nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;$12732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charge Enterprises Incorporated † | &nbsp;&nbsp;&nbsp; 38368 | &nbsp;&nbsp;&nbsp;&nbsp; 81340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cogent Communications Group Incorporated | &nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp;&nbsp;&nbsp; 141062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consolidated Communications Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 3395 | &nbsp;&nbsp;&nbsp;&nbsp; 15685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Echostar Corporation Class A † | &nbsp;&nbsp;&nbsp; 8337 | &nbsp;&nbsp;&nbsp;&nbsp; 145064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Globalstar Incorporated † | &nbsp;&nbsp;&nbsp; 16342 | &nbsp;&nbsp;&nbsp;&nbsp; 31050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDT Corporation Class B † | &nbsp;&nbsp;&nbsp; 2631 | &nbsp;&nbsp;&nbsp;&nbsp; 73536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iridium Communications Incorporated † | &nbsp;&nbsp;&nbsp; 5528 | &nbsp;&nbsp;&nbsp;&nbsp; 293537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America Class A † | &nbsp;&nbsp;&nbsp; 14525 | &nbsp;&nbsp;&nbsp;&nbsp; 112424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America Class C † | &nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ooma Incorporated † | &nbsp;&nbsp;&nbsp; 3892 | &nbsp;&nbsp;&nbsp;&nbsp; 61299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radius Global Infrastructure Incorporated Class A † | &nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp;&nbsp; 4330 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **975619** |
| &nbsp;&nbsp;**Entertainment: 0.23%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akazoo SA ♦† | &nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chicken Soup for the Soul Entertainment Incorporated † | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 5937 | &nbsp;&nbsp;&nbsp;&nbsp; 80803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IMAX Corporation † | &nbsp;&nbsp;&nbsp; 4520 | &nbsp;&nbsp;&nbsp;&nbsp; 76343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lions Gate Entertainment Class A † | &nbsp;&nbsp;&nbsp; 2845 | &nbsp;&nbsp;&nbsp;&nbsp; 21736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lions Gate Entertainment Class B † | &nbsp;&nbsp;&nbsp; 2893 | &nbsp;&nbsp;&nbsp;&nbsp; 20598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marcus Corporation | &nbsp;&nbsp;&nbsp; 5554 | &nbsp;&nbsp;&nbsp;&nbsp; 90197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Madison Square Garden Entertainment Corporation † | &nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**299430** |
| &nbsp;&nbsp;**Interactive media & services: 0.94%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arena Group Holdings Incorporated † | &nbsp;&nbsp;&nbsp;6988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bumble Incorporated Class A † | &nbsp;&nbsp;&nbsp;3648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarGurus Incorporated † | &nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cars.com Incorporated † | &nbsp;&nbsp;&nbsp;12541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DHI Group Incorporated † | &nbsp;&nbsp;&nbsp;20677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eventbrite Incorporated Class A † | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EverQuote Incorporated Class A † | &nbsp;&nbsp;&nbsp;6747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FuboTV Incorporated † | &nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Leafly Holdings Incorporated † | &nbsp;&nbsp;&nbsp;29986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outbrain Incorporated † | &nbsp;&nbsp;&nbsp;6134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QuinStreet Incorporated † | &nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TrueCar Incorporated † | &nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yelp Incorporated † | &nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ziff Davis Incorporated † | &nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ziprecruiter Incorporated Class A † | &nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1200674** |
| &nbsp;&nbsp;**Media: 0.72%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AdTheorent Holding Company Incorporated † | &nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AMC Networks Incorporated Class A † | &nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Audacy Incorporated † | &nbsp;&nbsp;&nbsp;111512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings † | &nbsp;&nbsp;&nbsp;10913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entravision Communications Corporation Class A | &nbsp;&nbsp;&nbsp;22646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gannett Company Incorporated † | &nbsp;&nbsp;&nbsp;26962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gray Television Incorporated | &nbsp;&nbsp;&nbsp;1237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iHeartMedia Incorporated Class A † | &nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43231 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 1

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons Incorporated Class A | &nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp;$38260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Loyalty Ventures Incorporated † | &nbsp;&nbsp;&nbsp; 55646 | &nbsp;&nbsp;&nbsp;&nbsp; 134107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PubMatic Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1905 | &nbsp;&nbsp;&nbsp;&nbsp; 29851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scholastic Corporation | &nbsp;&nbsp;&nbsp; 1131 | &nbsp;&nbsp;&nbsp;&nbsp; 46507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Incorporated Class A | &nbsp;&nbsp;&nbsp; 7938 | &nbsp;&nbsp;&nbsp;&nbsp; 147329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stagwell Incorporated † | &nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp;&nbsp;&nbsp; 3126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TechTarget Incorporated † | &nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp; 8036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thryv Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 3733 | &nbsp;&nbsp;&nbsp;&nbsp; 71599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Urban One Incorporated Class A † | &nbsp;&nbsp;&nbsp; 10675 | &nbsp;&nbsp;&nbsp;&nbsp; 53268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Urban One Incorporated Class D † | &nbsp;&nbsp;&nbsp; 7604 | &nbsp;&nbsp;&nbsp;&nbsp; 33458 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **918326** |
| &nbsp;&nbsp;**Wireless telecommunication services: 0.06%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gogo Incorporated † | &nbsp;&nbsp;&nbsp; 3257 | &nbsp;&nbsp;&nbsp;&nbsp; 51102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NII Holdings Incorporated ‡ | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data Systems Incorporated | &nbsp;&nbsp;&nbsp; 2101 | &nbsp;&nbsp;&nbsp;&nbsp; 22145 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **73247** |
| &nbsp;&nbsp;**Consumer discretionary: 9.99%** |  |  |
| &nbsp;&nbsp;**Auto components: 1.20%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adient plc † | &nbsp;&nbsp;&nbsp; 6641 | &nbsp;&nbsp;&nbsp;&nbsp; 258601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 15539 | &nbsp;&nbsp;&nbsp;&nbsp; 161761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dana Incorporated | &nbsp;&nbsp;&nbsp; 5615 | &nbsp;&nbsp;&nbsp;&nbsp; 98880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dorman Products Incorporated † | &nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp; 64899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding Corporation † | &nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp; 73846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gentherm Incorporated † | &nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LCI Industries | &nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing Company † | &nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries Incorporated | &nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Motor Products Incorporated | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Goodyear Tire & Rubber Company † | &nbsp;&nbsp;&nbsp;14754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Visteon Corporation † | &nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XPEL Incorporated † | &nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1535061** |
| &nbsp;&nbsp;**Automobiles: 0.33%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canoo Incorporated † | &nbsp;&nbsp;&nbsp;14376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cenntro Electric Group Limited † | &nbsp;&nbsp;&nbsp;29299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fisker Incorporated † | &nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lordstown Motors Corporation Class A † | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mullen Automotive Incorporated † | &nbsp;&nbsp;&nbsp;153305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries Incorporated | &nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Workhorse Group Incorporated † | &nbsp;&nbsp;&nbsp;25592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58862 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**426609** |
| &nbsp;&nbsp;**Distributors: 0.04%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Funko Incorporated Class A † | &nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**49923** |
| &nbsp;&nbsp;**Diversified consumer services: 0.89%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global Education Incorporated † | &nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Public Education Incorporated † | &nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beachbody Company Incorporated † | &nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carriage Services Incorporated | &nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;European Wax Center Incorporated | &nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontdoor Incorporated † | &nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109161 |

---

See accompanying notes to portfolio of investments

------

2 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Diversified consumer services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Company Class B | &nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;$135816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Laureate Education Incorporated Class A | &nbsp;&nbsp;&nbsp; 12555 | &nbsp;&nbsp;&nbsp;&nbsp; 131576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education Corporation † | &nbsp;&nbsp;&nbsp; 10172 | &nbsp;&nbsp;&nbsp;&nbsp; 145968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Powerschool Holdings Incorporated Class A † | &nbsp;&nbsp;&nbsp; 2331 | &nbsp;&nbsp;&nbsp;&nbsp; 47576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strategic Education Incorporated | &nbsp;&nbsp;&nbsp; 1111 | &nbsp;&nbsp;&nbsp;&nbsp; 90880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stride Incorporated † | &nbsp;&nbsp;&nbsp; 4542 | &nbsp;&nbsp;&nbsp;&nbsp; 160832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Technical Institute Incorporated † | &nbsp;&nbsp;&nbsp; 15374 | &nbsp;&nbsp;&nbsp;&nbsp; 111308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vivint Smart Home Incorporated † | &nbsp;&nbsp;&nbsp; 5883 | &nbsp;&nbsp;&nbsp;&nbsp; 54594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WW International Incorporated † | &nbsp;&nbsp;&nbsp; 3181 | &nbsp;&nbsp;&nbsp;&nbsp; 13138 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1138297** |
| &nbsp;&nbsp;**Hotels, restaurants & leisure: 2.83%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accel Entertainment Incorporated † | &nbsp;&nbsp;&nbsp; 4833 | &nbsp;&nbsp;&nbsp;&nbsp; 41322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings Incorporated Class B † | &nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp;&nbsp; 108758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BJ's Restaurants Incorporated † | &nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp; 29995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bloomin' Brands Incorporated | &nbsp;&nbsp;&nbsp; 8737 | &nbsp;&nbsp;&nbsp;&nbsp; 196757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding | &nbsp;&nbsp;&nbsp; 8066 | &nbsp;&nbsp;&nbsp;&nbsp; 173822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bowlero Corporation † | &nbsp;&nbsp;&nbsp; 3269 | &nbsp;&nbsp;&nbsp;&nbsp; 45635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brinker International Incorporated † | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp; 133800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chuy's Holding Incorporated † | &nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp; 4056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Incorporated | &nbsp;&nbsp;&nbsp; 1047 | &nbsp;&nbsp;&nbsp;&nbsp; 120196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Incorporated † | &nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp; 82691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denny's Corporation † | &nbsp;&nbsp;&nbsp; 2707 | &nbsp;&nbsp;&nbsp;&nbsp; 33946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global Incorporated | &nbsp;&nbsp;&nbsp; 1861 | &nbsp;&nbsp;&nbsp;&nbsp; 138812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco Holdings Incorporated | &nbsp;&nbsp;&nbsp;7894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Everi Holdings Incorporated † | &nbsp;&nbsp;&nbsp;7744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Full House Resorts Incorporated † | &nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment Incorporated † | &nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand Vacations Incorporated † | &nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inspirato Incorporated † | &nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inspired Entertainment Incorporated † | &nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Game Technology plc | &nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jack In The Box Incorporated | &nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Krispy Kreme Incorporated | &nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & Resort Incorporated † | &nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Noodles & Company † | &nbsp;&nbsp;&nbsp;4197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Papa John's International Incorporated | &nbsp;&nbsp;&nbsp;2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portillo's Incorporated Class A † | &nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality Holdings Incorporated | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts Incorporated Class A | &nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Incorporated | &nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scientific Games Corporation † | &nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SeaWorld Entertainment Incorporated † | &nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality Corporation † | &nbsp;&nbsp;&nbsp;4043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse Incorporated | &nbsp;&nbsp;&nbsp;2403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Cheesecake Factory Incorporated | &nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The ONE Group Hospitality Incorporated † | &nbsp;&nbsp;&nbsp;14258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wingstop Incorporated | &nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xponential Fitness Incorporated Class A † | &nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28538 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3627698** |
| &nbsp;&nbsp;**Household durables: 1.13%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes Incorporated † | &nbsp;&nbsp;&nbsp;6791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cavco Industries Incorporated † | &nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Century Communities Incorporated | &nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92564 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 3

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Household durables (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dream Finders Homes Incorporated † | &nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;$9299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors Incorporated | &nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp;&nbsp;&nbsp; 57469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GoPro Incorporated Class A † | &nbsp;&nbsp;&nbsp; 6512 | &nbsp;&nbsp;&nbsp;&nbsp; 35686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners Incorporated † | &nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp;&nbsp;&nbsp; 43766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Helen of Troy Limited † | &nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp; 47299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hovnanian Enterprises Incorporated Class A † | &nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp; 11858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Installed Building Products Incorporated | &nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp; 7049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KB Home Incorporated | &nbsp;&nbsp;&nbsp; 3326 | &nbsp;&nbsp;&nbsp;&nbsp; 104403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;La-Z-Boy Incorporated | &nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp; 24915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing Corporation † | &nbsp;&nbsp;&nbsp; 2949 | &nbsp;&nbsp;&nbsp;&nbsp; 51666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LGI Homes Incorporated † | &nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp;&nbsp;&nbsp; 51955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lifetime Brands Incorporated | &nbsp;&nbsp;&nbsp; 3026 | &nbsp;&nbsp;&nbsp;&nbsp; 25449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;M/I Homes Incorporated † | &nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp; 37725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MDC Holdings Incorporated | &nbsp;&nbsp;&nbsp; 1579 | &nbsp;&nbsp;&nbsp;&nbsp; 51207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meritage Corporation † | &nbsp;&nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp;&nbsp; 118209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Innovation Incorporated † | &nbsp;&nbsp;&nbsp; 2107 | &nbsp;&nbsp;&nbsp;&nbsp; 10640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skyline Champion Corporation † | &nbsp;&nbsp;&nbsp; 2248 | &nbsp;&nbsp;&nbsp;&nbsp; 116874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Snap One Holdings Corporation † | &nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp;&nbsp;&nbsp; 4144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sonos Incorporated † | &nbsp;&nbsp;&nbsp; 2746 | &nbsp;&nbsp;&nbsp;&nbsp; 48137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home Corporation † | &nbsp;&nbsp;&nbsp; 6031 | &nbsp;&nbsp;&nbsp;&nbsp; 183282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Lovesac Company † | &nbsp;&nbsp;&nbsp; 1407 | &nbsp;&nbsp;&nbsp;&nbsp; 36652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRI Pointe Homes Incorporated † | &nbsp;&nbsp;&nbsp; 4672 | &nbsp;&nbsp;&nbsp;&nbsp; 86152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tupperware Brands Corporation † | &nbsp;&nbsp;&nbsp; 7294 | &nbsp;&nbsp;&nbsp;&nbsp; 33771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vizio Holding Corporation Class A † | &nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1457502** |
| &nbsp;&nbsp;**Internet & direct marketing retail: 0.77%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com Incorporated Class A † | &nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A.K.A. Brands Holding Corporation † | &nbsp;&nbsp;&nbsp;10886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BARK Incorporated † | &nbsp;&nbsp;&nbsp;29686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarParts.com Incorporated † | &nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ContextLogic Incorporated Class A † | &nbsp;&nbsp;&nbsp;34857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings Incorporated Class B † | &nbsp;&nbsp;&nbsp;12370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Groupon Incorporated † | &nbsp;&nbsp;&nbsp;12215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lands End Incorporated † | &nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services Incorporated † | &nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LuLu's Fashion Lounge Holdings Incorporated † | &nbsp;&nbsp;&nbsp;7073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Overstock.com Incorporated † | &nbsp;&nbsp;&nbsp;3743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PetMed Express Incorporated | &nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Porch Group Incorporated † | &nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quotient Technology Incorporated † | &nbsp;&nbsp;&nbsp;19051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Revolve Group Incorporated † | &nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RumbleOn Incorporated Class B † | &nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shutterstock Incorporated | &nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix Incorporated Class A † | &nbsp;&nbsp;&nbsp;8466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The RealReal Incorporated † | &nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ThredUp Incorporated Class A † | &nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**990638** |
| &nbsp;&nbsp;**Leisure products: 0.44%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings Corporation | &nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latham Group Incorporated † | &nbsp;&nbsp;&nbsp;9289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats Incorporated Class A † | &nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mastercraft Boat Holdings Incorporated † | &nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson Brands Incorporated | &nbsp;&nbsp;&nbsp;9063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solo Brands Incorporated Class A † | &nbsp;&nbsp;&nbsp;16274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70792 |

---

See accompanying notes to portfolio of investments

------

4 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Leisure products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sturm, Ruger & Company Incorporated | &nbsp;&nbsp;&nbsp; 974 | &nbsp;&nbsp;$53502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vista Outdoor Incorporated † | &nbsp;&nbsp;&nbsp; 2463 | &nbsp;&nbsp;&nbsp;&nbsp; 68890 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **562611** |
| &nbsp;&nbsp;**Multiline retail: 0.10%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dillard's Incorporated Class A | &nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp; 109709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franchise Group Incorporated | &nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp;&nbsp;&nbsp; 17375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **127084** |
| &nbsp;&nbsp;**Specialty retail: 1.70%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch Company Class A † | &nbsp;&nbsp;&nbsp; 2937 | &nbsp;&nbsp;&nbsp;&nbsp; 70429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Corporation | &nbsp;&nbsp;&nbsp; 4350 | &nbsp;&nbsp;&nbsp;&nbsp; 219588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARKO Corporation | &nbsp;&nbsp;&nbsp; 1157 | &nbsp;&nbsp;&nbsp;&nbsp; 10911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive Group Incorporated † | &nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp;&nbsp;&nbsp; 115199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Big 5 Sporting Goods Corporation | &nbsp;&nbsp;&nbsp; 851 | &nbsp;&nbsp;&nbsp;&nbsp; 10561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp; 49368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Incorporated | &nbsp;&nbsp;&nbsp; 4920 | &nbsp;&nbsp;&nbsp;&nbsp; 116850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caleres Incorporated | &nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp;&nbsp;&nbsp; 69339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chico's FAS Incorporated † | &nbsp;&nbsp;&nbsp; 6010 | &nbsp;&nbsp;&nbsp;&nbsp; 35279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Children's Place Retail Stores Incorporated † | &nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp;&nbsp;&nbsp; 8201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citi Trends Incorporated † | &nbsp;&nbsp;&nbsp; 3289 | &nbsp;&nbsp;&nbsp;&nbsp; 99394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conn's Incorporated † | &nbsp;&nbsp;&nbsp; 3436 | &nbsp;&nbsp;&nbsp;&nbsp; 34223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Designer Brands Incorporated Class A | &nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp; 42075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group Incorporated † | &nbsp;&nbsp;&nbsp; 15684 | &nbsp;&nbsp;&nbsp;&nbsp; 104455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Express Incorporated † | &nbsp;&nbsp;&nbsp; 56803 | &nbsp;&nbsp;&nbsp;&nbsp; 80660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foot Locker Incorporated | &nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesco Incorporated † | &nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive Incorporated | &nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hibbett Incorporated | &nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Murphy USA Incorporated | &nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ODP Corporation † | &nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Onewater Marine Incorporated Class A † | &nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Party City Holdco Incorporated † | &nbsp;&nbsp;&nbsp;82206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rent-A-Center Incorporated | &nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings Incorporated † | &nbsp;&nbsp;&nbsp;4672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signet Jewelers Limited | &nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive Incorporated Class A | &nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Buckle Incorporated | &nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tilly's Incorporated Class A | &nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TravelCenters of America Incorporated † | &nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zumiez Incorporated † | &nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7370 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2175379** |
| &nbsp;&nbsp;**Textiles, apparel & luxury goods: 0.56%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crocs Incorporated † | &nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fossil Group Incorporated † | &nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kontoor Brands Incorporated | &nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Movado Group Incorporated | &nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Industries Incorporated | &nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rocky Brands Incorporated | &nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Steven Madden Limited | &nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Superior Uniform Group Incorporated | &nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unifi Incorporated † | &nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wolverine World Wide Incorporated | &nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**714781** |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 5

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Consumer staples: 3.50%** |  |  |
| &nbsp;&nbsp;**Beverages: 0.62%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celsius Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1878 | &nbsp;&nbsp;$209097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coca Cola Bottling Corporation | &nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp; 129343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duckhorn Portfolio Incorporated † | &nbsp;&nbsp;&nbsp; 1181 | &nbsp;&nbsp;&nbsp;&nbsp; 18967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MGP Ingredients Incorporated | &nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp; 160702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Beverage Corporation | &nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp;&nbsp;&nbsp; 124445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Primo Water Corporation | &nbsp;&nbsp;&nbsp; 5607 | &nbsp;&nbsp;&nbsp;&nbsp; 87750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vita Coco Company Incorporated † | &nbsp;&nbsp;&nbsp; 5025 | &nbsp;&nbsp;&nbsp;&nbsp; 59496 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **789800** |
| &nbsp;&nbsp;**Food & staples retailing: 0.43%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets Incorporated Class A | &nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp; 45394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SpartanNash Company | &nbsp;&nbsp;&nbsp; 3638 | &nbsp;&nbsp;&nbsp;&nbsp; 119508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers Market Incorporated † | &nbsp;&nbsp;&nbsp; 5660 | &nbsp;&nbsp;&nbsp;&nbsp; 194308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Andersons Incorporated | &nbsp;&nbsp;&nbsp; 923 | &nbsp;&nbsp;&nbsp;&nbsp; 35536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Chef's Warehouse Incorporated † | &nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp;&nbsp; 4584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods Incorporated † | &nbsp;&nbsp;&nbsp; 3104 | &nbsp;&nbsp;&nbsp;&nbsp; 147999 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **547329** |
| &nbsp;&nbsp;**Food products: 1.36%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alico Incorporated | &nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp;&nbsp;&nbsp; 76397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B&G Foods Incorporated | &nbsp;&nbsp;&nbsp; 3010 | &nbsp;&nbsp;&nbsp;&nbsp; 39973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRC Incorporated † | &nbsp;&nbsp;&nbsp; 1133 | &nbsp;&nbsp;&nbsp;&nbsp; 6923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calavo Growers Incorporated | &nbsp;&nbsp;&nbsp; 1077 | &nbsp;&nbsp;&nbsp;&nbsp; 37652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cal-Maine Foods Incorporated | &nbsp;&nbsp;&nbsp; 3687 | &nbsp;&nbsp;&nbsp;&nbsp; 214878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Incorporated | &nbsp;&nbsp;&nbsp;4271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hain Celestial Group Incorporated † | &nbsp;&nbsp;&nbsp;3373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hostess Brands Incorporated † | &nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;J & J Snack Foods Corporation | &nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;John B. Sanfilippo & Son Incorporated | &nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lancaster Colony Corporation | &nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Landec Corporation † | &nbsp;&nbsp;&nbsp;7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corporation Class A † | &nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sovos Brands Incorporated † | &nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SunOpta Incorporated † | &nbsp;&nbsp;&nbsp;11912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tattooed Chef Incorporated † | &nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Simply Good Foods Company † | &nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries Incorporated | &nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods Incorporated † | &nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139640 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1736061** |
| &nbsp;&nbsp;**Household products: 0.18%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet Company † | &nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet Company Class A † | &nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Incorporated | &nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WD-40 Company | &nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61473 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**236620** |
| &nbsp;&nbsp;**Personal products: 0.72%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beauty Health Company † | &nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellring Brands Incorporated † | &nbsp;&nbsp;&nbsp;5537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;e.l.f. Beauty Incorporated † | &nbsp;&nbsp;&nbsp;2911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal Care Company | &nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbalife Nutrition Limited † | &nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123936 |

---

See accompanying notes to portfolio of investments

------

6 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Personal products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inter Parfums Incorporated | &nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp;$48693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Medifast Incorporated | &nbsp;&nbsp;&nbsp; 664 | &nbsp;&nbsp;&nbsp;&nbsp; 83697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Natures Sunshine Products Incorporated † | &nbsp;&nbsp;&nbsp; 6922 | &nbsp;&nbsp;&nbsp;&nbsp; 61606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NU Skin Enterprises Incorporated Class A | &nbsp;&nbsp;&nbsp; 2258 | &nbsp;&nbsp;&nbsp;&nbsp; 94181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thorne Healthtech Incorporated † | &nbsp;&nbsp;&nbsp; 5947 | &nbsp;&nbsp;&nbsp;&nbsp; 28546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USANA Health Sciences Incorporated † | &nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp;&nbsp;&nbsp; 18328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **926496** |
| &nbsp;&nbsp;**Tobacco: 0.19%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Corporation | &nbsp;&nbsp;&nbsp; 1207 | &nbsp;&nbsp;&nbsp;&nbsp; 68690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vector Group Limited | &nbsp;&nbsp;&nbsp; 15703 | &nbsp;&nbsp;&nbsp;&nbsp; 174303 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **242993** |
| &nbsp;&nbsp;**Energy: 5.09%** |  |  |
| &nbsp;&nbsp;**Energy equipment & services: 1.42%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Archrock Incorporated | &nbsp;&nbsp;&nbsp; 3171 | &nbsp;&nbsp;&nbsp;&nbsp; 27619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Borr Drilling Limited † | &nbsp;&nbsp;&nbsp; 6376 | &nbsp;&nbsp;&nbsp;&nbsp; 29776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bristow Group Incorporated † | &nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp;&nbsp;&nbsp; 28834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cactus Incorporated Class A | &nbsp;&nbsp;&nbsp; 3258 | &nbsp;&nbsp;&nbsp;&nbsp; 177203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ChampionX Corporation | &nbsp;&nbsp;&nbsp; 6969 | &nbsp;&nbsp;&nbsp;&nbsp; 214924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne Incorporated | &nbsp;&nbsp;&nbsp; 3231 | &nbsp;&nbsp;&nbsp;&nbsp; 165039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Oilfield Services Class A | &nbsp;&nbsp;&nbsp; 4135 | &nbsp;&nbsp;&nbsp;&nbsp; 68352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nabors Industries Limited † | &nbsp;&nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; 57315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nextier Oilfield Solutions Incorporated † | &nbsp;&nbsp;&nbsp; 8259 | &nbsp;&nbsp;&nbsp;&nbsp; 84159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Noble Corporation plc † | &nbsp;&nbsp;&nbsp; 3644 | &nbsp;&nbsp;&nbsp;&nbsp; 135302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oceaneering International Incorporated † | &nbsp;&nbsp;&nbsp;1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oil States International Incorporated † | &nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy Incorporated | &nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding Corporation † | &nbsp;&nbsp;&nbsp;8186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RPC Incorporated | &nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Select Energy Services Incorporated Class A | &nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Incorporated Class A | &nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tetra Technologies Incorporated † | &nbsp;&nbsp;&nbsp;24757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tidewater Incorporated † | &nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Silica Holdings Incorporated † | &nbsp;&nbsp;&nbsp;2821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valaris Limited † | &nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Weatherford International plc † | &nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1816211** |
| &nbsp;&nbsp;**Oil, gas & consumable fuels: 3.67%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aemetis Incorporated † | &nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alto Ingredients Incorporated † | &nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arch Resources Incorporated | &nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping Corporation † | &nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berry Corporation | &nbsp;&nbsp;&nbsp;7577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;California Resources Corporation | &nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Callon Petroleum Company † | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corporation Class A † | &nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corporation | &nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Civitas Resources Incorporated | &nbsp;&nbsp;&nbsp;1551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNX Resources Corporation † | &nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources Incorporated | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consol Energy Incorporated | &nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVR Energy Incorporated | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delek US Holdings Incorporated | &nbsp;&nbsp;&nbsp;2399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74321 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 7

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Oil, gas & consumable fuels (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denbury Incorporated † | &nbsp;&nbsp;&nbsp; 2269 | &nbsp;&nbsp;$203665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DHT Holdings Incorporated | &nbsp;&nbsp;&nbsp; 3477 | &nbsp;&nbsp;&nbsp;&nbsp; 35222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dorian LPG Limited | &nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp; 77491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Earthstone Energy Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1402 | &nbsp;&nbsp;&nbsp;&nbsp; 22208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equitrans Midstream Corporation | &nbsp;&nbsp;&nbsp; 7130 | &nbsp;&nbsp;&nbsp;&nbsp; 59821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flex LNG Limited | &nbsp;&nbsp;&nbsp; 1316 | &nbsp;&nbsp;&nbsp;&nbsp; 49508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golar LNG Limited † | &nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp;&nbsp;&nbsp; 7696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gulfport Energy Corporation † | &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Seaways Incorporated | &nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp; 4093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kosmos Energy Limited † | &nbsp;&nbsp;&nbsp; 25143 | &nbsp;&nbsp;&nbsp;&nbsp; 167201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Laredo Petroleum Incorporated † | &nbsp;&nbsp;&nbsp; 1555 | &nbsp;&nbsp;&nbsp;&nbsp; 99256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corporation Class A | &nbsp;&nbsp;&nbsp; 9118 | &nbsp;&nbsp;&nbsp;&nbsp; 237797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matador Resources Company | &nbsp;&nbsp;&nbsp; 4801 | &nbsp;&nbsp;&nbsp;&nbsp; 318594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Murphy Oil Corporation | &nbsp;&nbsp;&nbsp; 7906 | &nbsp;&nbsp;&nbsp;&nbsp; 373163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northern Oil and Gas Incorporated | &nbsp;&nbsp;&nbsp; 3322 | &nbsp;&nbsp;&nbsp;&nbsp; 120888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1215 | &nbsp;&nbsp;&nbsp;&nbsp; 28467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PBF Energy Incorporated Class A | &nbsp;&nbsp;&nbsp; 4391 | &nbsp;&nbsp;&nbsp;&nbsp; 174630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy Corporation † | &nbsp;&nbsp;&nbsp; 7027 | &nbsp;&nbsp;&nbsp;&nbsp; 224442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Permian Resources Corporation | &nbsp;&nbsp;&nbsp; 17974 | &nbsp;&nbsp;&nbsp;&nbsp; 182616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ranger Oil Corporation Class A | &nbsp;&nbsp;&nbsp; 1017 | &nbsp;&nbsp;&nbsp;&nbsp; 44311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rex American Resources Corporation † | &nbsp;&nbsp;&nbsp; 772 | &nbsp;&nbsp;&nbsp;&nbsp; 22782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration Permian Incorporated | &nbsp;&nbsp;&nbsp; 956 | &nbsp;&nbsp;&nbsp;&nbsp; 31080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ring Energy Incorporated † | &nbsp;&nbsp;&nbsp; 3890 | &nbsp;&nbsp;&nbsp;&nbsp; 10503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sandridge Energy Incorporated † | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scorpio Tankers Incorporated | &nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SFL Corporation Limited | &nbsp;&nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitio Royalties Corporation | &nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SM Energy Company | &nbsp;&nbsp;&nbsp;5519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Talos Energy Incorporated † | &nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Limited Class A † | &nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vaalco Energy Incorporated | &nbsp;&nbsp;&nbsp;2704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;World Fuel Services Corporation | &nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26174 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4710132** |
| &nbsp;&nbsp;**Financials: 15.32%** |  |  |
| &nbsp;&nbsp;**Banks: 8.73%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1st Source Corporation | &nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amalgamated Financial Corporation | &nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp Incorporated Class A | &nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American National Bankshares Incorporated | &nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ameris Bancorp | &nbsp;&nbsp;&nbsp;2618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Associated Banc Corporation | &nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union Bankshares Corporation | &nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banc of California Incorporated | &nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BancFirst Corporation | &nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank First Corporation | &nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of N.T. Butterfield & Son Limited | &nbsp;&nbsp;&nbsp;2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BankUnited Incorporated | &nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial Group Incorporated | &nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banner Corporation | &nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor Bankshares | &nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baycom Corporation | &nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BCB Bancorp Incorporated | &nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hills Bancorp Incorporated | &nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookline Bancorp Incorporated | &nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92003 |

---

See accompanying notes to portfolio of investments

------

8 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Business First Bancshares Incorporated | &nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp;$9549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Byline Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 1614 | &nbsp;&nbsp;&nbsp;&nbsp; 36783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cadence Bank | &nbsp;&nbsp;&nbsp; 5247 | &nbsp;&nbsp;&nbsp;&nbsp; 151323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cambridge Bancorp | &nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp;&nbsp;&nbsp; 13603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Camden National Corporation | &nbsp;&nbsp;&nbsp; 611 | &nbsp;&nbsp;&nbsp;&nbsp; 26750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 851 | &nbsp;&nbsp;&nbsp;&nbsp; 21122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank Group Incorporated | &nbsp;&nbsp;&nbsp; 1546 | &nbsp;&nbsp;&nbsp;&nbsp; 54419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares Incorporated † | &nbsp;&nbsp;&nbsp; 7087 | &nbsp;&nbsp;&nbsp;&nbsp; 131393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cathay General Bancorp | &nbsp;&nbsp;&nbsp; 3872 | &nbsp;&nbsp;&nbsp;&nbsp; 179932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central Pacific Financial Company | &nbsp;&nbsp;&nbsp; 812 | &nbsp;&nbsp;&nbsp;&nbsp; 17206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;City Holding Company | &nbsp;&nbsp;&nbsp; 1081 | &nbsp;&nbsp;&nbsp;&nbsp; 110176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares Incorporated | &nbsp;&nbsp;&nbsp; 657 | &nbsp;&nbsp;&nbsp;&nbsp; 15019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNB Financial Corporation | &nbsp;&nbsp;&nbsp; 2653 | &nbsp;&nbsp;&nbsp;&nbsp; 67784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial Corporation † | &nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp; 28704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking System Incorporated | &nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp;&nbsp; 47275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Bank System Incorporated | &nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp;&nbsp;&nbsp; 72240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Trust Bancorp | &nbsp;&nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp;&nbsp; 73590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp;&nbsp;&nbsp; 74836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CrossFirst Bankshares Incorporated † | &nbsp;&nbsp;&nbsp; 3509 | &nbsp;&nbsp;&nbsp;&nbsp; 48670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp Incorporated † | &nbsp;&nbsp;&nbsp; 2834 | &nbsp;&nbsp;&nbsp;&nbsp; 91453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVB Financial Corporation | &nbsp;&nbsp;&nbsp; 6244 | &nbsp;&nbsp;&nbsp;&nbsp; 179078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dime Community Bank | &nbsp;&nbsp;&nbsp; 903 | &nbsp;&nbsp;&nbsp;&nbsp; 32210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp; 25466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares Incorporated | &nbsp;&nbsp;&nbsp;3589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial Service Corporation | &nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares Incorporated Class A | &nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial Holdings Class I | &nbsp;&nbsp;&nbsp;1628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants Banco | &nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Farmers National Banc Corporation | &nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FB Financial Corporation | &nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions Incorporated | &nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Bancorp Incorporated | &nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Bancorp of North Carolina | &nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Bancorp of Puerto Rico | &nbsp;&nbsp;&nbsp;10811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Bank | &nbsp;&nbsp;&nbsp;5552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Busey Corporation | &nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Business Financial Services Incorporated | &nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth Financial Corporation | &nbsp;&nbsp;&nbsp;6663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Financial Bancorp | &nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Financial Bankshares Incorporated | &nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Financial Corporation | &nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Foundation Incorporated | &nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Guaranty Bancshares Incorporated | &nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Internet Bancorp | &nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Interstate BancSystem Class A | &nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Merchants Corporation | &nbsp;&nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First of Long Island Corporation | &nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Western Financial Incorporated † | &nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Five Star Bancorp | &nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial Corporation | &nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fulton Financial Corporation | &nbsp;&nbsp;&nbsp;7456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Glacier Bancorp Incorporated | &nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Great Southern Bancorp Incorporated | &nbsp;&nbsp;&nbsp;1801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guaranty Bancshares Incorporated | &nbsp;&nbsp;&nbsp;1146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney Corporation | &nbsp;&nbsp;&nbsp;3814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial Corporation | &nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130219 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 9

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HarborOne Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 3014 | &nbsp;&nbsp;$44095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HBT Financial Incorporated | &nbsp;&nbsp;&nbsp; 2068 | &nbsp;&nbsp;&nbsp;&nbsp; 40636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heartland Financial USA Incorporated | &nbsp;&nbsp;&nbsp; 1177 | &nbsp;&nbsp;&nbsp;&nbsp; 57426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce Corporation | &nbsp;&nbsp;&nbsp; 1129 | &nbsp;&nbsp;&nbsp;&nbsp; 16043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial Corporation | &nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp;&nbsp;&nbsp; 63168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilltop Holdings Incorporated | &nbsp;&nbsp;&nbsp; 1932 | &nbsp;&nbsp;&nbsp;&nbsp; 57574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home BancShares Incorporated | &nbsp;&nbsp;&nbsp; 6992 | &nbsp;&nbsp;&nbsp;&nbsp; 177946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Homestreet Incorporated | &nbsp;&nbsp;&nbsp; 1427 | &nbsp;&nbsp;&nbsp;&nbsp; 38957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hometrust Bancshares Incorporated | &nbsp;&nbsp;&nbsp; 1896 | &nbsp;&nbsp;&nbsp;&nbsp; 48538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hope Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 8228 | &nbsp;&nbsp;&nbsp;&nbsp; 112065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Horizon Bancorp Indiana | &nbsp;&nbsp;&nbsp; 2626 | &nbsp;&nbsp;&nbsp;&nbsp; 42699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Independent Bank Corporation | &nbsp;&nbsp;&nbsp; 1608 | &nbsp;&nbsp;&nbsp;&nbsp; 39460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Independent Bank Corporation | &nbsp;&nbsp;&nbsp; 1296 | &nbsp;&nbsp;&nbsp;&nbsp; 117314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Independent Bank Group Incorporated | &nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp; 82755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bancshares Corporation | &nbsp;&nbsp;&nbsp; 1208 | &nbsp;&nbsp;&nbsp;&nbsp; 63637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lakeland Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 347 | &nbsp;&nbsp;&nbsp;&nbsp; 6482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial Corporation | &nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp;&nbsp;&nbsp; 66563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares Incorporated | &nbsp;&nbsp;&nbsp; 1497 | &nbsp;&nbsp;&nbsp;&nbsp; 49925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macatawa Bank Corporation | &nbsp;&nbsp;&nbsp; 3227 | &nbsp;&nbsp;&nbsp;&nbsp; 35852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank Corporation | &nbsp;&nbsp;&nbsp; 1003 | &nbsp;&nbsp;&nbsp;&nbsp; 34914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meta Financial Group Incorporated | &nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp;&nbsp;&nbsp; 89454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares Incorporated | &nbsp;&nbsp;&nbsp; 836 | &nbsp;&nbsp;&nbsp;&nbsp; 18810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corporation † | &nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp;&nbsp;&nbsp; 35709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp Incorporated | &nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midland States Bancorp Incorporated | &nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial Group Incorporated | &nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Bank Holdings Corporation Class A | &nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBT Bancorp Incorporated | &nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares Incorporated † | &nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northeast Bank | &nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwest Bancshares Incorporated | &nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial Corporation | &nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OFG Bancorp | &nbsp;&nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Old National Bancorp | &nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp Incorporated | &nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Origin Bancorp Incorporated | &nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial Services Incorporated | &nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Incorporated | &nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park National Corporation | &nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parke Bancorp Incorporated | &nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PCB Bancorp | &nbsp;&nbsp;&nbsp;4161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corporation | &nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial Services | &nbsp;&nbsp;&nbsp;1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred Bank | &nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Premier Financial Corporation | &nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QCR Holdings Incorporated | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RBB Bancorp | &nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Renasant Corporation | &nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp Incorporated Class A | &nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic First Bancorp Incorporated † | &nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;S&T Bancorp Incorporated | &nbsp;&nbsp;&nbsp;1902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sandy Spring Bancorp Incorporated | &nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking Corporation | &nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ServisFirst Bancshares Incorporated | &nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sierra Bancorp | &nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silvergate Capital Corporation Class A † | &nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30365 |

---

See accompanying notes to portfolio of investments

------

10 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simmons First National Corporation Class A | &nbsp;&nbsp;&nbsp; 3326 | &nbsp;&nbsp;$77196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Plains Financial Incorporated | &nbsp;&nbsp;&nbsp; 2051 | &nbsp;&nbsp;&nbsp;&nbsp; 63499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South State Corporation | &nbsp;&nbsp;&nbsp; 3074 | &nbsp;&nbsp;&nbsp;&nbsp; 270051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern First Bancshares † | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southside Bancshares Incorporated | &nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp; 85399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stellar Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp; 9670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 631 | &nbsp;&nbsp;&nbsp;&nbsp; 46707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Financial Group Incorporated | &nbsp;&nbsp;&nbsp; 2853 | &nbsp;&nbsp;&nbsp;&nbsp; 80911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Capital Bancshares Incorporated † | &nbsp;&nbsp;&nbsp; 2001 | &nbsp;&nbsp;&nbsp;&nbsp; 120040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Bancorp Incorporated † | &nbsp;&nbsp;&nbsp; 4650 | &nbsp;&nbsp;&nbsp;&nbsp; 139361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tompkins Trust Company Incorporated | &nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp; 35421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towne Bank | &nbsp;&nbsp;&nbsp; 2143 | &nbsp;&nbsp;&nbsp;&nbsp; 69219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TriCo Bancshares | &nbsp;&nbsp;&nbsp; 1237 | &nbsp;&nbsp;&nbsp;&nbsp; 67417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triumph Bancorp Incorporated † | &nbsp;&nbsp;&nbsp; 1079 | &nbsp;&nbsp;&nbsp;&nbsp; 64481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trustmark Corporation | &nbsp;&nbsp;&nbsp; 1911 | &nbsp;&nbsp;&nbsp;&nbsp; 69904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UMB Financial Corporation | &nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp;&nbsp;&nbsp; 95355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Bankshares Incorporated | &nbsp;&nbsp;&nbsp; 4705 | &nbsp;&nbsp;&nbsp;&nbsp; 201797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Community Bank | &nbsp;&nbsp;&nbsp; 3678 | &nbsp;&nbsp;&nbsp;&nbsp; 143332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unity Bancorp Incorporated | &nbsp;&nbsp;&nbsp; 4029 | &nbsp;&nbsp;&nbsp;&nbsp; 114867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Univest Financial Corporation | &nbsp;&nbsp;&nbsp; 879 | &nbsp;&nbsp;&nbsp;&nbsp; 24797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USCB Financial Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 3479 | &nbsp;&nbsp;&nbsp;&nbsp; 46201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valley National Bancorp | &nbsp;&nbsp;&nbsp; 14286 | &nbsp;&nbsp;&nbsp;&nbsp; 180861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veritex Holdings Incorporated | &nbsp;&nbsp;&nbsp; 2444 | &nbsp;&nbsp;&nbsp;&nbsp; 79821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Washington Trust Bancorp | &nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WesBanco Incorporated | &nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westamerica Bancorporation | &nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40755 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11189777** |
| &nbsp;&nbsp;**Capital markets: 1.29%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Incorporated Class A | &nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Associated Capital Group Incorporated Class A | &nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BGC Partners Incorporated Class A | &nbsp;&nbsp;&nbsp;9222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blucora Incorporated † | &nbsp;&nbsp;&nbsp;2837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BrightSphere Investment Group Incorporated | &nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cohen & Steers Incorporated | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill Investment Group | &nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial Solutions † | &nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes Incorporated | &nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Focus Financial Partners Class A † | &nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor Incorporated Class A | &nbsp;&nbsp;&nbsp;9769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane Incorporated Class A | &nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Houlihan Lokey Incorporated | &nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Moelis Company Class A | &nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Open Lending Corporation Class A † | &nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Piper Sandler Companies | &nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PJT Partners Incorporated Class A | &nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sculptor Capital Management Incorporated | &nbsp;&nbsp;&nbsp;5594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset Management Group Incorporated Class A | &nbsp;&nbsp;&nbsp;3111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stepstone Group Incorporated Class A | &nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stonex Group Incorporated † | &nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Value Line Incorporated | &nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment Partners Incorporated | &nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64582 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1648036** |
| &nbsp;&nbsp;**Consumer finance: 0.65%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings Corporation † | &nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32746 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 11

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Consumer finance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio Services † | &nbsp;&nbsp;&nbsp; 6481 | &nbsp;&nbsp;$55866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group Incorporated † | &nbsp;&nbsp;&nbsp; 2883 | &nbsp;&nbsp;&nbsp;&nbsp; 145303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enova International Incorporated † | &nbsp;&nbsp;&nbsp; 1442 | &nbsp;&nbsp;&nbsp;&nbsp; 58170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ezcorp Incorporated † | &nbsp;&nbsp;&nbsp; 6745 | &nbsp;&nbsp;&nbsp;&nbsp; 67585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings Incorporated | &nbsp;&nbsp;&nbsp; 456 | &nbsp;&nbsp;&nbsp;&nbsp; 42800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LendingClub Corporation † | &nbsp;&nbsp;&nbsp; 2109 | &nbsp;&nbsp;&nbsp;&nbsp; 21744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Corporation | &nbsp;&nbsp;&nbsp; 4987 | &nbsp;&nbsp;&nbsp;&nbsp; 82635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Incorporated Class A | &nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp; 82774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial Corporation † | &nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OppFi Incorporated † | &nbsp;&nbsp;&nbsp; 13016 | &nbsp;&nbsp;&nbsp;&nbsp; 32410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRA Group Incorporated † | &nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp;&nbsp; 38609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PROG Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 8849 | &nbsp;&nbsp;&nbsp;&nbsp; 174237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regional Management Corporation | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **835340** |
| &nbsp;&nbsp;**Diversified financial services: 0.27%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A-Mark Precious Metals Incorporated | &nbsp;&nbsp;&nbsp; 4536 | &nbsp;&nbsp;&nbsp;&nbsp; 156492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial Incorporation Class A | &nbsp;&nbsp;&nbsp; 5007 | &nbsp;&nbsp;&nbsp;&nbsp; 187011 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **343503** |
| &nbsp;&nbsp;**Insurance: 2.19%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Company | &nbsp;&nbsp;&nbsp; 4311 | &nbsp;&nbsp;&nbsp;&nbsp; 174639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amerisafe Incorporated | &nbsp;&nbsp;&nbsp; 2531 | &nbsp;&nbsp;&nbsp;&nbsp; 150265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argo Group International Holdings Limited | &nbsp;&nbsp;&nbsp; 1569 | &nbsp;&nbsp;&nbsp;&nbsp; 42645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRP Group Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1976 | &nbsp;&nbsp;&nbsp;&nbsp; 59359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group Incorporated | &nbsp;&nbsp;&nbsp;7442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crawford & Company Class A | &nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Donegal Group Incorporated Class A | &nbsp;&nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;eHealth Incorporated † | &nbsp;&nbsp;&nbsp;3284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings Incorporated | &nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enstar Group Limited † | &nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial Incorporated Class A † | &nbsp;&nbsp;&nbsp;56981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance Incorporated Class A † | &nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Limited † | &nbsp;&nbsp;&nbsp;11429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Horace Mann Educators Corporation | &nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investors Title Company | &nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;James River Group Holdings Limited | &nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group Incorporated | &nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MBIA Incorporated † | &nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Western Life Group Class A | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings Incorporated † | &nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ProAssurance Corporation | &nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RLI Corporation | &nbsp;&nbsp;&nbsp;1523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance Group Incorporated | &nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance Group Incorporated | &nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SelectQuote Incorporated † | &nbsp;&nbsp;&nbsp;11803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SiriusPoint Limited † | &nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stewart Information Services Corporation | &nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tiptree Incorporated | &nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trean Insurance Group Incorporated † | &nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trupanion Incorporated † | &nbsp;&nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Fire Group Incorporated | &nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance Holdings Company | &nbsp;&nbsp;&nbsp;3858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42399 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2808127** |

---

See accompanying notes to portfolio of investments

------

12 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Mortgage REITs: 1.23%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Incorporated | &nbsp;&nbsp;&nbsp; 5579 | &nbsp;&nbsp;$68956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Trust Incorporated | &nbsp;&nbsp;&nbsp; 5838 | &nbsp;&nbsp;&nbsp;&nbsp; 86869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares Commercial Real Estate | &nbsp;&nbsp;&nbsp; 2766 | &nbsp;&nbsp;&nbsp;&nbsp; 34464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust Incorporated Class A | &nbsp;&nbsp;&nbsp; 6054 | &nbsp;&nbsp;&nbsp;&nbsp; 152985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BrightSpire Capital Incorporated REIT | &nbsp;&nbsp;&nbsp; 1487 | &nbsp;&nbsp;&nbsp;&nbsp; 10617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadmark Realty Capital Incorporated | &nbsp;&nbsp;&nbsp; 5794 | &nbsp;&nbsp;&nbsp;&nbsp; 23582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chicago Atlantic Real Estate Incorporated | &nbsp;&nbsp;&nbsp; 6160 | &nbsp;&nbsp;&nbsp;&nbsp; 99792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chimera Investment Corporation | &nbsp;&nbsp;&nbsp; 25266 | &nbsp;&nbsp;&nbsp;&nbsp; 173072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Claros Mortgage Trust Incorporated | &nbsp;&nbsp;&nbsp; 2506 | &nbsp;&nbsp;&nbsp;&nbsp; 43304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dynex Capital Incorporated | &nbsp;&nbsp;&nbsp; 5437 | &nbsp;&nbsp;&nbsp;&nbsp; 71225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington Financial Incorporated | &nbsp;&nbsp;&nbsp; 7595 | &nbsp;&nbsp;&nbsp;&nbsp; 103596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust Incorporated | &nbsp;&nbsp;&nbsp; 4986 | &nbsp;&nbsp;&nbsp;&nbsp; 31960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital Incorporated | &nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp; 50931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Invesco Mortgage Capital REIT | &nbsp;&nbsp;&nbsp; 4591 | &nbsp;&nbsp;&nbsp;&nbsp; 60280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust | &nbsp;&nbsp;&nbsp; 2707 | &nbsp;&nbsp;&nbsp;&nbsp; 44801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ladder Capital Corporation | &nbsp;&nbsp;&nbsp; 9929 | &nbsp;&nbsp;&nbsp;&nbsp; 110212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFA Financial Incorporated | &nbsp;&nbsp;&nbsp; 5114 | &nbsp;&nbsp;&nbsp;&nbsp; 57175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NexPoint Real Estate Finance REIT | &nbsp;&nbsp;&nbsp; 3136 | &nbsp;&nbsp;&nbsp;&nbsp; 59176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust | &nbsp;&nbsp;&nbsp; 854 | &nbsp;&nbsp;&nbsp;&nbsp; 13041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Corporation | &nbsp;&nbsp;&nbsp; 4863 | &nbsp;&nbsp;&nbsp;&nbsp; 65164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Redwood Trust Incorporated | &nbsp;&nbsp;&nbsp; 5490 | &nbsp;&nbsp;&nbsp;&nbsp; 43371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TPG Real Estate Finance Trust Incorporated | &nbsp;&nbsp;&nbsp; 2801 | &nbsp;&nbsp;&nbsp;&nbsp; 20755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TWO HARBORS INVESTMENT Corporation REIT CNY1.0 | &nbsp;&nbsp;&nbsp; 8942 | &nbsp;&nbsp;&nbsp;&nbsp; 146649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1571977** |
| &nbsp;&nbsp;**Thrifts & mortgage finance: 0.96%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axos Financial Incorporated † | &nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enact Holdings Incorporated | &nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Essent Group Limited | &nbsp;&nbsp;&nbsp;3708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corporation Class C | &nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merchants Bancorp Incorporated | &nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mr. Cooper Group Incorporated † | &nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMI Holdings Incorporated Class A † | &nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial Services Incorporated | &nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Financial Services Incorporated | &nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radian Group Incorporated | &nbsp;&nbsp;&nbsp;7634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sterling Bancorp Incorporated † | &nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial Incorporated † | &nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Walker & Dunlop Incorporated | &nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Washington Federal Incorporated | &nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial Corporation | &nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53312 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1231568** |
| &nbsp;&nbsp;**Health care: 17.68%** |  |  |
| &nbsp;&nbsp;**Biotechnology: 7.74%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acadia Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;7689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adicet Bio Incorporated † | &nbsp;&nbsp;&nbsp;3856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADMA Biologics Incorporated † | &nbsp;&nbsp;&nbsp;34412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aduro Biotech Incorporated | &nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agenus Incorporated † | &nbsp;&nbsp;&nbsp;16441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albireo Pharma Incorporated † | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alector Incorporated † | &nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alkermes plc † | &nbsp;&nbsp;&nbsp;9199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allogene Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31138 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 13

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alpine Immune Sciences Incorporated † | &nbsp;&nbsp;&nbsp; 4453 | &nbsp;&nbsp;$27965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amicus Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 12913 | &nbsp;&nbsp;&nbsp;&nbsp; 156247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Anaptysbio Incorporated † | &nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp; 24314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp;&nbsp;&nbsp; 64215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 3724 | &nbsp;&nbsp;&nbsp;&nbsp; 185939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbutus Biopharma Corporation † | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1127 | &nbsp;&nbsp;&nbsp;&nbsp; 20782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences Incorporated † | &nbsp;&nbsp;&nbsp; 4257 | &nbsp;&nbsp;&nbsp;&nbsp; 149719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp;&nbsp;&nbsp; 107902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atara Biotherapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 9496 | &nbsp;&nbsp;&nbsp;&nbsp; 43017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aurinia Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 7448 | &nbsp;&nbsp;&nbsp;&nbsp; 38208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avid Bioservices Incorporated † | &nbsp;&nbsp;&nbsp; 7616 | &nbsp;&nbsp;&nbsp;&nbsp; 119267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avidity Biosciences Incorporated † | &nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp;&nbsp;&nbsp; 12117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 2111 | &nbsp;&nbsp;&nbsp;&nbsp; 97507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Biocryst Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 11569 | &nbsp;&nbsp;&nbsp;&nbsp; 154562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;bluebird bio Incorporated † | &nbsp;&nbsp;&nbsp; 23574 | &nbsp;&nbsp;&nbsp;&nbsp; 183641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blueprint Medicines Corporation † | &nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp;&nbsp;&nbsp; 127121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bridgebio Pharma Incorporated † | &nbsp;&nbsp;&nbsp; 5729 | &nbsp;&nbsp;&nbsp;&nbsp; 53681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;C4 Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp; 6213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CareDx Incorporated † | &nbsp;&nbsp;&nbsp; 2468 | &nbsp;&nbsp;&nbsp;&nbsp; 31961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caribou Biosciences Incorporated † | &nbsp;&nbsp;&nbsp; 661 | &nbsp;&nbsp;&nbsp;&nbsp; 6154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cassava Sciences Incorporated † | &nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp;&nbsp;&nbsp; 20933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 19879 | &nbsp;&nbsp;&nbsp;&nbsp; 333371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celularity Incorporated † | &nbsp;&nbsp;&nbsp;14443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chimerix Incorporated † | &nbsp;&nbsp;&nbsp;12182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;3239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cogent Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coherus Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cytokinetics Incorporated † | &nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deciphera Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;15103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies Corporation † | &nbsp;&nbsp;&nbsp;13506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Editas Medicine Incorporated † | &nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eiger BioPharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emergent BioSolutions Incorporated † | &nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;2602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enochian Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;36268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;1872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fibrogen Incorporated † | &nbsp;&nbsp;&nbsp;8651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gelesis Holdings Incorporated † | &nbsp;&nbsp;&nbsp;25401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Geron Corporation † | &nbsp;&nbsp;&nbsp;37333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gossamer Bio Incorporated † | &nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GreenLight Biosciences Holdings † | &nbsp;&nbsp;&nbsp;23755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Halozyme Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;8294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heron Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;4739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IGM Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Immunogen Incorporated † | &nbsp;&nbsp;&nbsp;11070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inhibrx Incorporated † | &nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insmed Incorporated † | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intellia Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;2446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;9213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;29544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357778 |

---

See accompanying notes to portfolio of investments

------

14 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iteos Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 5514 | &nbsp;&nbsp;$111107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iveric Bio Incorporated † | &nbsp;&nbsp;&nbsp; 5277 | &nbsp;&nbsp;&nbsp;&nbsp; 124643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jounce Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 753 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Karuna Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 1236 | &nbsp;&nbsp;&nbsp;&nbsp; 290843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 14981 | &nbsp;&nbsp;&nbsp;&nbsp; 79249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 2103 | &nbsp;&nbsp;&nbsp;&nbsp; 104814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kezar Life Sciences Incorporated † | &nbsp;&nbsp;&nbsp; 2244 | &nbsp;&nbsp;&nbsp;&nbsp; 17526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Limited Class A † | &nbsp;&nbsp;&nbsp; 4002 | &nbsp;&nbsp;&nbsp;&nbsp; 67354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Krystal Biotech Incorporated † | &nbsp;&nbsp;&nbsp; 961 | &nbsp;&nbsp;&nbsp;&nbsp; 74708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kura Oncology Incorporated † | &nbsp;&nbsp;&nbsp; 841 | &nbsp;&nbsp;&nbsp;&nbsp; 13263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kymera Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp; 53613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lexicon Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 8160 | &nbsp;&nbsp;&nbsp;&nbsp; 17462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Incorporated | &nbsp;&nbsp;&nbsp; 1588 | &nbsp;&nbsp;&nbsp;&nbsp; 115765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lyell Immunopharma Incorporated † | &nbsp;&nbsp;&nbsp; 1578 | &nbsp;&nbsp;&nbsp;&nbsp; 6643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macrogenics Incorporated † | &nbsp;&nbsp;&nbsp; 2769 | &nbsp;&nbsp;&nbsp;&nbsp; 17805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 66605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mannkind Corporation † | &nbsp;&nbsp;&nbsp; 19795 | &nbsp;&nbsp;&nbsp;&nbsp; 92641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MeiraGTx Holdings plc † | &nbsp;&nbsp;&nbsp; 6967 | &nbsp;&nbsp;&nbsp;&nbsp; 42917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MiMedx Group Incorporated † | &nbsp;&nbsp;&nbsp; 38195 | &nbsp;&nbsp;&nbsp;&nbsp; 124134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 1082 | &nbsp;&nbsp;&nbsp;&nbsp; 20179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morphic Holding Incorporated † | &nbsp;&nbsp;&nbsp; 1271 | &nbsp;&nbsp;&nbsp;&nbsp; 34978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Myriad Genetics Incorporated † | &nbsp;&nbsp;&nbsp; 6960 | &nbsp;&nbsp;&nbsp;&nbsp; 141010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nkarta Incorporated † | &nbsp;&nbsp;&nbsp; 578 | &nbsp;&nbsp;&nbsp;&nbsp; 4901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nurix Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OPKO Health Incorporated † | &nbsp;&nbsp;&nbsp;18257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Organogenesis Holdings Incorporated Class A † | &nbsp;&nbsp;&nbsp;12166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pardes Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;73903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PepGen Incorporated † | &nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Precigen Incorporated † | &nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prometheus Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Protagonist Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;5903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prothena Corporation plc † | &nbsp;&nbsp;&nbsp;3907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PTC Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rallybio Corporation † | &nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals Class A † | &nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regenxbio Incorporated † | &nbsp;&nbsp;&nbsp;4638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Revolution Medicines Incorporated † | &nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;28099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sana Biotechnology Incorporated † | &nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sangamo Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;5877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seres Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sorrento Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;45632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Springworks Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutro Biopharma Incorporated † | &nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;4441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tango Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;28730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TG Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Travere Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Twist Bioscience Corporation † | &nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vaxcyte Incorporated † | &nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veracyte Incorporated † | &nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vericel Corporation † | &nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70316 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 15

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;$2904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VIR Biotechnology Incorporated † | &nbsp;&nbsp;&nbsp; 7005 | &nbsp;&nbsp;&nbsp;&nbsp; 197681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xencor Incorporated † | &nbsp;&nbsp;&nbsp; 5341 | &nbsp;&nbsp;&nbsp;&nbsp; 158735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Y-mAbs Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp; 1699 | &nbsp;&nbsp;&nbsp;&nbsp; 7595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zentalis Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp; 1801 | &nbsp;&nbsp;&nbsp;&nbsp; 39838 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9923346** |
| &nbsp;&nbsp;**Health care equipment & supplies: 3.94%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AngioDynamics Incorporated † | &nbsp;&nbsp;&nbsp; 3033 | &nbsp;&nbsp;&nbsp;&nbsp; 39277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Artivion Incorporated † | &nbsp;&nbsp;&nbsp; 1216 | &nbsp;&nbsp;&nbsp;&nbsp; 15553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atricure Incorporated † | &nbsp;&nbsp;&nbsp; 3263 | &nbsp;&nbsp;&nbsp;&nbsp; 148662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atrion Corporation | &nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp; 107050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avanos Medical Incorporated † | &nbsp;&nbsp;&nbsp; 4260 | &nbsp;&nbsp;&nbsp;&nbsp; 114594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axonics Incorporated † | &nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp;&nbsp;&nbsp; 97584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BioLife Solutions Incorporated † | &nbsp;&nbsp;&nbsp; 1191 | &nbsp;&nbsp;&nbsp;&nbsp; 25213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bioventus Incorporated Class A † | &nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp; 1931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cardiovascular Systems Incorporated † | &nbsp;&nbsp;&nbsp; 3179 | &nbsp;&nbsp;&nbsp;&nbsp; 44538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cerus Corporation † | &nbsp;&nbsp;&nbsp; 6587 | &nbsp;&nbsp;&nbsp;&nbsp; 26348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conmed Corporation | &nbsp;&nbsp;&nbsp; 1569 | &nbsp;&nbsp;&nbsp;&nbsp; 129992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cryoport Incorporated † | &nbsp;&nbsp;&nbsp; 1606 | &nbsp;&nbsp;&nbsp;&nbsp; 31719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cue Health Incorporated † | &nbsp;&nbsp;&nbsp; 13176 | &nbsp;&nbsp;&nbsp;&nbsp; 42163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cutera Incorporated † | &nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp;&nbsp;&nbsp; 88308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EMBECTA Corporation | &nbsp;&nbsp;&nbsp; 6651 | &nbsp;&nbsp;&nbsp;&nbsp; 218951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Figs Incorporated Class A † | &nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp;&nbsp;&nbsp; 2513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Glaukos Corporation † | &nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Haemonetics Corporation † | &nbsp;&nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inari Medical Incorporated † | &nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inogen Incorporated † | &nbsp;&nbsp;&nbsp;3614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inspire Medical Systems Incorporated † | &nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings Corporation † | &nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRadimed Corporation | &nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iRhythm Technologies Incorporated † | &nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings Incorporated † | &nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular Incorporated | &nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LivaNova plc † | &nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merit Medical Systems Incorporated † | &nbsp;&nbsp;&nbsp;3119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories Incorporated | &nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neogen Corporation † | &nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nevro Corporation † | &nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NuVasive Incorporated † | &nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Omnicell Incorporated † | &nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OraSure Technologies Incorporated † | &nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orthofix Medical Incorporated † | &nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orthopediatrics Corporation † | &nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outset Medical Incorporated † | &nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owlet Incorporated † | &nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Senseonics Holdings Incorporated † | &nbsp;&nbsp;&nbsp;28934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shockwave Medical Incorporated † | &nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SI-BONE Incorporated † | &nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silk Road Medical Incorporated † | &nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STAAR Surgical Company † | &nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems Technology Class I † | &nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group Incorporated † | &nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies Incorporated † | &nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utah Medical Products Incorporated | &nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varex Imaging Corporation † | &nbsp;&nbsp;&nbsp;5277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112083 |

---

See accompanying notes to portfolio of investments

------

16 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Health care equipment & supplies (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vicarious Surgical Incorporated † | &nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;$5611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ViewRay Incorporated † | &nbsp;&nbsp;&nbsp; 3438 | &nbsp;&nbsp;&nbsp;&nbsp; 16571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZIMVIE Incorporated † | &nbsp;&nbsp;&nbsp; 7126 | &nbsp;&nbsp;&nbsp;&nbsp; 63706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zynex Incorporated | &nbsp;&nbsp;&nbsp; 10002 | &nbsp;&nbsp;&nbsp;&nbsp; 137227 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5041114** |
| &nbsp;&nbsp;**Health care providers & services: 2.43%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23andMe Holding Company † | &nbsp;&nbsp;&nbsp; 2056 | &nbsp;&nbsp;&nbsp;&nbsp; 6271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AdaptHealth Corporation † | &nbsp;&nbsp;&nbsp; 4182 | &nbsp;&nbsp;&nbsp;&nbsp; 93300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Addus Homecare Corporation † | &nbsp;&nbsp;&nbsp; 1122 | &nbsp;&nbsp;&nbsp;&nbsp; 123734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agiliti Incorporated † | &nbsp;&nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 12828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airsculpt Technologies Incorporated | &nbsp;&nbsp;&nbsp; 9027 | &nbsp;&nbsp;&nbsp;&nbsp; 32317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare Services Incorporated † | &nbsp;&nbsp;&nbsp; 3014 | &nbsp;&nbsp;&nbsp;&nbsp; 372832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Medical Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2622 | &nbsp;&nbsp;&nbsp;&nbsp; 74622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ATI Physical Therapy Incorporated † | &nbsp;&nbsp;&nbsp; 2810 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings † | &nbsp;&nbsp;&nbsp; 2168 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior Living Incorporated † | &nbsp;&nbsp;&nbsp; 12860 | &nbsp;&nbsp;&nbsp;&nbsp; 40509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cano Health Incorporated † | &nbsp;&nbsp;&nbsp; 11928 | &nbsp;&nbsp;&nbsp;&nbsp; 22663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CareMax Incorporated † | &nbsp;&nbsp;&nbsp; 2814 | &nbsp;&nbsp;&nbsp;&nbsp; 11143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clover Health Investments Corporation † | &nbsp;&nbsp;&nbsp; 8285 | &nbsp;&nbsp;&nbsp;&nbsp; 10853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Community Health Systems Incorporated † | &nbsp;&nbsp;&nbsp; 27133 | &nbsp;&nbsp;&nbsp;&nbsp; 93066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CorVel Corporation † | &nbsp;&nbsp;&nbsp; 832 | &nbsp;&nbsp;&nbsp;&nbsp; 127271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cross Country Healthcare Incorporated † | &nbsp;&nbsp;&nbsp; 8497 | &nbsp;&nbsp;&nbsp;&nbsp; 304023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fulgent Genetics Incorporated † | &nbsp;&nbsp;&nbsp; 1608 | &nbsp;&nbsp;&nbsp;&nbsp; 58322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HealthEquity Incorporated † | &nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding Corporation † | &nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mednax Incorporated † | &nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Modivcare Incorporated † | &nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Healthcare Corporation | &nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oncology Institute Incorporated † | &nbsp;&nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Option Care Health Incorporated † | &nbsp;&nbsp;&nbsp;7776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owens & Minor Incorporated | &nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;P3 Health Partners Incorporated † | &nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Patterson Companies Incorporated | &nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PetIQ Incorporated † | &nbsp;&nbsp;&nbsp;5888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Progyny Incorporated † | &nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;R1 RCM Incorporated † | &nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RadNet Incorporated † | &nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Select Medical Holdings Corporation | &nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Surgery Partners Incorporated † | &nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Ensign Group Incorporated | &nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Joint Corporation † | &nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Pennant Group Incorporated † | &nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical Therapy Incorporated | &nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60573 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3114720** |
| &nbsp;&nbsp;**Health care technology: 0.65%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Incorporated † | &nbsp;&nbsp;&nbsp;10581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Computer Programs & Systems Incorporated † | &nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evolent Health Incorporated Class A † | &nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HealthStream Incorporated † | &nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MultiPlan Corporation † | &nbsp;&nbsp;&nbsp;22782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextGen Healthcare Incorporated † | &nbsp;&nbsp;&nbsp;9242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OptimizeRx Corporation † | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16872 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 17

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Health care technology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phreesia Incorporated † | &nbsp;&nbsp;&nbsp; 818 | &nbsp;&nbsp;$22757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simulations Plus Incorporated | &nbsp;&nbsp;&nbsp; 1478 | &nbsp;&nbsp;&nbsp;&nbsp; 59992 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **834805** |
| &nbsp;&nbsp;**Life sciences tools & services: 0.94%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abcellera Biologics Incorporated † | &nbsp;&nbsp;&nbsp; 15920 | &nbsp;&nbsp;&nbsp;&nbsp; 204890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corporation † | &nbsp;&nbsp;&nbsp; 8417 | &nbsp;&nbsp;&nbsp;&nbsp; 73901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akoya Biosciences Incorporated † | &nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; 1687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alpha Teknova Incorporated † | &nbsp;&nbsp;&nbsp; 6830 | &nbsp;&nbsp;&nbsp;&nbsp; 32238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berkeley Lights Incorporated † | &nbsp;&nbsp;&nbsp; 4599 | &nbsp;&nbsp;&nbsp;&nbsp; 13521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cerevel Therapeutics Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp;&nbsp;&nbsp; 13235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Codexis Incorporated † | &nbsp;&nbsp;&nbsp; 9246 | &nbsp;&nbsp;&nbsp;&nbsp; 50576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences Incorporated † | &nbsp;&nbsp;&nbsp; 4843 | &nbsp;&nbsp;&nbsp;&nbsp; 62426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inotiv Incorporated † | &nbsp;&nbsp;&nbsp; 4260 | &nbsp;&nbsp;&nbsp;&nbsp; 25730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp;&nbsp;&nbsp; 411384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nanostring Technologies Incorporated † | &nbsp;&nbsp;&nbsp; 2236 | &nbsp;&nbsp;&nbsp;&nbsp; 15630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neogenomics Incorporated † | &nbsp;&nbsp;&nbsp; 5964 | &nbsp;&nbsp;&nbsp;&nbsp; 66856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OmniAb Incorporated † | &nbsp;&nbsp;&nbsp; 7781 | &nbsp;&nbsp;&nbsp;&nbsp; 27545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pacific Biosciences of California † | &nbsp;&nbsp;&nbsp; 7825 | &nbsp;&nbsp;&nbsp;&nbsp; 84119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quanterix Corporation † | &nbsp;&nbsp;&nbsp; 2536 | &nbsp;&nbsp;&nbsp;&nbsp; 33729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quantum-Si Incorporated † | &nbsp;&nbsp;&nbsp; 6864 | &nbsp;&nbsp;&nbsp;&nbsp; 16336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Science 37 Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 25089 | &nbsp;&nbsp;&nbsp;&nbsp; 14958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seer Incorporated † | &nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp;&nbsp;&nbsp; 10149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Somalogic Incorporated † | &nbsp;&nbsp;&nbsp; 17467 | &nbsp;&nbsp;&nbsp;&nbsp; 48908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1207818** |
| &nbsp;&nbsp;**Pharmaceuticals: 1.98%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;69470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;6664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axsome Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Incorporated † | &nbsp;&nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corcept Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;8238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dova Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evolus Incorporated † | &nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings † | &nbsp;&nbsp;&nbsp;2567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innoviva Incorporated † | &nbsp;&nbsp;&nbsp;15754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Incorporated † | &nbsp;&nbsp;&nbsp;4104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liquidia Technologies Incorporated † | &nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pacira Biosciences Incorporated † | &nbsp;&nbsp;&nbsp;2363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health Corporation Class A | &nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Incorporated † | &nbsp;&nbsp;&nbsp;5822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Revance Therapeutics Incorporated † | &nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Siga Technologies Incorporated | &nbsp;&nbsp;&nbsp;24830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Incorporated † | &nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Theravance Biopharma Incorporated † | &nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricida Incorporated † | &nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2536434** |
| &nbsp;&nbsp;**Industrials: 14.23%** |  |  |
| &nbsp;&nbsp;**Aerospace & defense: 1.15%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AAR Corporation † | &nbsp;&nbsp;&nbsp;5033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aerojet Rocketdyne Holdings † | &nbsp;&nbsp;&nbsp;5226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aerovironment Incorporated † | &nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55746 |

---

See accompanying notes to portfolio of investments

------

18 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Aerospace & defense (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aersale Corporation † | &nbsp;&nbsp;&nbsp; 5864 | &nbsp;&nbsp;$92944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Astronics Corporation † | &nbsp;&nbsp;&nbsp; 3520 | &nbsp;&nbsp;&nbsp;&nbsp; 29568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cadre Holdings Incorporated | &nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp;&nbsp;&nbsp; 17302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ducommun Incorporated † | &nbsp;&nbsp;&nbsp; 1433 | &nbsp;&nbsp;&nbsp;&nbsp; 72094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaman Corporation | &nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp; 35953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions Incorporated † | &nbsp;&nbsp;&nbsp; 1088 | &nbsp;&nbsp;&nbsp;&nbsp; 10358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maxar Technologies Incorporated | &nbsp;&nbsp;&nbsp; 5364 | &nbsp;&nbsp;&nbsp;&nbsp; 129809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Momentus Incorporated † | &nbsp;&nbsp;&nbsp; 14712 | &nbsp;&nbsp;&nbsp;&nbsp; 15889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Moog Incorporated Class A | &nbsp;&nbsp;&nbsp; 2112 | &nbsp;&nbsp;&nbsp;&nbsp; 183807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park Aerospace Corporation | &nbsp;&nbsp;&nbsp; 3299 | &nbsp;&nbsp;&nbsp;&nbsp; 43646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parsons Corporation † | &nbsp;&nbsp;&nbsp; 2268 | &nbsp;&nbsp;&nbsp;&nbsp; 112266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Redwire Corporation † | &nbsp;&nbsp;&nbsp; 928 | &nbsp;&nbsp;&nbsp;&nbsp; 1967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rocket Lab USA Incorporated † | &nbsp;&nbsp;&nbsp; 2836 | &nbsp;&nbsp;&nbsp;&nbsp; 11883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triumph Group Incorporated † | &nbsp;&nbsp;&nbsp; 6868 | &nbsp;&nbsp;&nbsp;&nbsp; 78639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vectrus Incorporated † | &nbsp;&nbsp;&nbsp; 1922 | &nbsp;&nbsp;&nbsp;&nbsp; 77668 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1475627** |
| &nbsp;&nbsp;**Air freight & logistics: 0.16%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Transport Services Group † | &nbsp;&nbsp;&nbsp; 1157 | &nbsp;&nbsp;&nbsp;&nbsp; 32442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward Air Corporation | &nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp; 60680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hub Group Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1274 | &nbsp;&nbsp;&nbsp;&nbsp; 107207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radiant Logistics Incorporated † | &nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp; 8945 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **209274** |
| &nbsp;&nbsp;**Airlines: 0.26%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allegiant Travel Company † | &nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blade Air Mobility Incorporated † | &nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontier Group Holdings Incorporated † | &nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Holdings Incorporated † | &nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Joby Aviation Incorporated † | &nbsp;&nbsp;&nbsp;6553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SkyWest Incorporated † | &nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines Holding † | &nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheels Up Experience Incorporated † | &nbsp;&nbsp;&nbsp;5016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**331503** |
| &nbsp;&nbsp;**Building products: 0.84%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AAON Incorporated | &nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Woodmark Corporation † | &nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises Incorporated | &nbsp;&nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Griffon Corporation | &nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insteel Industries Incorporated | &nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Janus International Group Incorporated † | &nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding Incorporated † | &nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Masonite International Corporation † | &nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quanex Building Products Corporation | &nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies Incorporated † | &nbsp;&nbsp;&nbsp;6474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simpson Manufacturing Company Incorporated | &nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UFP Industries Incorporated | &nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zurn Water Solutions Corporation | &nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136956 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1074668** |
| &nbsp;&nbsp;**Commercial services & supplies: 1.31%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABM Industries Incorporated | &nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACCO Brands Corporation | &nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brady Corporation Class A | &nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63563 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 19

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Commercial services & supplies (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Casella Waste Systems Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp;$130426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CompX International Incorporated | &nbsp;&nbsp;&nbsp; 1266 | &nbsp;&nbsp;&nbsp;&nbsp; 25029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CoreCivic Incorporated † | &nbsp;&nbsp;&nbsp; 12820 | &nbsp;&nbsp;&nbsp;&nbsp; 170250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ennis Incorporated | &nbsp;&nbsp;&nbsp; 3944 | &nbsp;&nbsp;&nbsp;&nbsp; 91619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harsco Corporation † | &nbsp;&nbsp;&nbsp; 3006 | &nbsp;&nbsp;&nbsp;&nbsp; 22485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services Group Incorporated | &nbsp;&nbsp;&nbsp; 3352 | &nbsp;&nbsp;&nbsp;&nbsp; 46760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heritage Crystal Clean Incorporated † | &nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp;&nbsp;&nbsp; 32896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HNI Corporation | &nbsp;&nbsp;&nbsp; 1921 | &nbsp;&nbsp;&nbsp;&nbsp; 55709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interface Incorporated | &nbsp;&nbsp;&nbsp; 4904 | &nbsp;&nbsp;&nbsp;&nbsp; 53110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KAR Auction Services Incorporated † | &nbsp;&nbsp;&nbsp; 2496 | &nbsp;&nbsp;&nbsp;&nbsp; 34295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matthews International Corporation Class A | &nbsp;&nbsp;&nbsp; 1389 | &nbsp;&nbsp;&nbsp;&nbsp; 43976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montrose Environmental Group † | &nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp;&nbsp;&nbsp; 7570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NL Industries | &nbsp;&nbsp;&nbsp; 10572 | &nbsp;&nbsp;&nbsp;&nbsp; 71890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pitney Bowes Incorporated | &nbsp;&nbsp;&nbsp; 7864 | &nbsp;&nbsp;&nbsp;&nbsp; 30040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quad Graphics Incorporated † | &nbsp;&nbsp;&nbsp; 33833 | &nbsp;&nbsp;&nbsp;&nbsp; 125182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SP Plus Corporation † | &nbsp;&nbsp;&nbsp; 3077 | &nbsp;&nbsp;&nbsp;&nbsp; 107357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Steelcase Incorporated Class A | &nbsp;&nbsp;&nbsp; 5045 | &nbsp;&nbsp;&nbsp;&nbsp; 40007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Brink's Company | &nbsp;&nbsp;&nbsp; 1556 | &nbsp;&nbsp;&nbsp;&nbsp; 92971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Geo Group Incorporated † | &nbsp;&nbsp;&nbsp; 15057 | &nbsp;&nbsp;&nbsp;&nbsp; 177974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniFirst Corporation | &nbsp;&nbsp;&nbsp; 297 | &nbsp;&nbsp;&nbsp;&nbsp; 57547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viad Corporation † | &nbsp;&nbsp;&nbsp; 731 | &nbsp;&nbsp;&nbsp;&nbsp; 21645 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1675376** |
| &nbsp;&nbsp;**Construction & engineering: 1.24%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ameresco Incorporated Class A † | &nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;APi Group Corporation † | &nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcosa Incorporated | &nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argan Incorporated | &nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems Incorporated | &nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries Incorporated † | &nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EMCOR Group Incorporated | &nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fluor Corporation † | &nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Granite Construction Incorporated | &nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & Dock Company † | &nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IES Holdings Incorporated † | &nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR Group Incorporated † | &nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwest Pipe Company † | &nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NV5 Global Incorporated † | &nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Primoris Services Corporation | &nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sterling Construction Company Incorporated † | &nbsp;&nbsp;&nbsp;3967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tutor Perini Corporation † | &nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corporation † | &nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71978 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1584435** |
| &nbsp;&nbsp;**Electrical equipment: 1.76%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Motion Technologies | &nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Array Technologies Incorporated † | &nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atkore Incorporated † | &nbsp;&nbsp;&nbsp;3433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AZZ Incorporated | &nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Babcock & Wilcox Enterprises Incorporated † | &nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bloom Energy Corporation Class A † | &nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encore Wire Corporation | &nbsp;&nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Vault Holdings Incorporated † | &nbsp;&nbsp;&nbsp;9456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EnerSys | &nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enovix Corporation † | &nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fluence Energy Incorporated † | &nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26990 |

---

See accompanying notes to portfolio of investments

------

20 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Electrical equipment (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FTC Solar Incorporated † | &nbsp;&nbsp;&nbsp; 4517 | &nbsp;&nbsp;$9576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fuelcell Energy Incorporated † | &nbsp;&nbsp;&nbsp; 9277 | &nbsp;&nbsp;&nbsp;&nbsp; 32098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GrafTech International Limited | &nbsp;&nbsp;&nbsp; 24145 | &nbsp;&nbsp;&nbsp;&nbsp; 130383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nuscale Power Corporation † | &nbsp;&nbsp;&nbsp; 7643 | &nbsp;&nbsp;&nbsp;&nbsp; 83309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Powell Industries Incorporated | &nbsp;&nbsp;&nbsp; 4399 | &nbsp;&nbsp;&nbsp;&nbsp; 115782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preformed Line Products Company | &nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp; 60378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies Group Class A † | &nbsp;&nbsp;&nbsp; 4607 | &nbsp;&nbsp;&nbsp;&nbsp; 133465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stem Incorporated † | &nbsp;&nbsp;&nbsp; 6939 | &nbsp;&nbsp;&nbsp;&nbsp; 90693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thermon Group Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2622 | &nbsp;&nbsp;&nbsp;&nbsp; 53253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TPI Composites Incorporated † | &nbsp;&nbsp;&nbsp; 2183 | &nbsp;&nbsp;&nbsp;&nbsp; 26371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vicor Corporation † | &nbsp;&nbsp;&nbsp; 1342 | &nbsp;&nbsp;&nbsp;&nbsp; 72455 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2255950** |
| &nbsp;&nbsp;**Industrial conglomerates: 0.04%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Business Corporation Class A | &nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp;&nbsp;&nbsp; **53565** |
| &nbsp;&nbsp;**Machinery: 3.97%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Group Incorporated | &nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp; 96320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albany International Corporation Class A | &nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp;&nbsp;&nbsp; 196658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Astec Industries Incorporated | &nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp; 63706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barnes Group Incorporated | &nbsp;&nbsp;&nbsp; 2344 | &nbsp;&nbsp;&nbsp;&nbsp; 99831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Bird Corporation † | &nbsp;&nbsp;&nbsp; 4262 | &nbsp;&nbsp;&nbsp;&nbsp; 50334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Briggs & Stratton Corporation ♦ | &nbsp;&nbsp;&nbsp; 1723 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chart Industries Incorporated † | &nbsp;&nbsp;&nbsp; 1379 | &nbsp;&nbsp;&nbsp;&nbsp; 197183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Circor International Incorporated † | &nbsp;&nbsp;&nbsp; 2628 | &nbsp;&nbsp;&nbsp;&nbsp; 72401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon Corporation | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics Incorporated | &nbsp;&nbsp;&nbsp;2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Recovery Incorporated † | &nbsp;&nbsp;&nbsp;3318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group Corporation | &nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EnPro Industries Incorporated | &nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies Incorporated | &nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evoqua Water Technologies Company † | &nbsp;&nbsp;&nbsp;5863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fathom Digital Manufacturing † | &nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Signal Corporation | &nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Company Incorporated | &nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gorman Rupp Company | &nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies Incorporated | &nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hillenbrand Incorporated | &nbsp;&nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions Corporation † | &nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hydrofarm Holdings Group Incorporated † | &nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyster Yale Materials Handeling Incorporated | &nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;John Bean Technologies Corporation | &nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kadant Incorporated | &nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kennametal Incorporated | &nbsp;&nbsp;&nbsp;4523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lightning Emotors Incorporated † | &nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lindsay Manufacturing Company | &nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxfer Holdings plc | &nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Manitowoc Company Incorporated † | &nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings Incorporated † | &nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries Incorporated | &nbsp;&nbsp;&nbsp;4786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mueller Water Products Incorporated Class A | &nbsp;&nbsp;&nbsp;7101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proterra Incorporated † | &nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proto Labs Incorporated † | &nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RBC Bearings Incorporated † | &nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;REV Group Incorporated | &nbsp;&nbsp;&nbsp;7773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies Incorporated † | &nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98343 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 21

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standex International Corporation | &nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;$102424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tennant Company | &nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp; 88624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Terex Corporation | &nbsp;&nbsp;&nbsp; 5128 | &nbsp;&nbsp;&nbsp;&nbsp; 235426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Greenbrier Companies Incorporated | &nbsp;&nbsp;&nbsp; 1799 | &nbsp;&nbsp;&nbsp;&nbsp; 69064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Shyft Group Incorporated | &nbsp;&nbsp;&nbsp; 4877 | &nbsp;&nbsp;&nbsp;&nbsp; 119633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Titan International Incorporated † | &nbsp;&nbsp;&nbsp; 10711 | &nbsp;&nbsp;&nbsp;&nbsp; 153489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinity Industries Incorporated | &nbsp;&nbsp;&nbsp; 6350 | &nbsp;&nbsp;&nbsp;&nbsp; 194501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wabash National Corporation | &nbsp;&nbsp;&nbsp; 9176 | &nbsp;&nbsp;&nbsp;&nbsp; 230042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Watts Water Technologies Incorporated | &nbsp;&nbsp;&nbsp; 1848 | &nbsp;&nbsp;&nbsp;&nbsp; 292816 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **5091434** |
| &nbsp;&nbsp;**Marine: 0.03%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matson Incorporated | &nbsp;&nbsp;&nbsp; 571 | &nbsp;&nbsp;&nbsp;&nbsp; **36407** |
| &nbsp;&nbsp;**Professional services: 1.73%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ASGN Incorporated † | &nbsp;&nbsp;&nbsp; 2106 | &nbsp;&nbsp;&nbsp;&nbsp; 190804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlas Technical Consultants Incorporated † | &nbsp;&nbsp;&nbsp; 3493 | &nbsp;&nbsp;&nbsp;&nbsp; 18897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barrett Business Services Incorporated | &nbsp;&nbsp;&nbsp; 1096 | &nbsp;&nbsp;&nbsp;&nbsp; 107770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBIZ Incorporated † | &nbsp;&nbsp;&nbsp; 3215 | &nbsp;&nbsp;&nbsp;&nbsp; 159625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CRA International Incorporated | &nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp; 170469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exponent Incorporated | &nbsp;&nbsp;&nbsp; 1419 | &nbsp;&nbsp;&nbsp;&nbsp; 146739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Advantage Corporation † | &nbsp;&nbsp;&nbsp; 1559 | &nbsp;&nbsp;&nbsp;&nbsp; 20735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forrester Research Incorporated † | &nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp; 18294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin Covey Company † | &nbsp;&nbsp;&nbsp; 728 | &nbsp;&nbsp;&nbsp;&nbsp; 37827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Heidrick & Struggles International Incorporated | &nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp;&nbsp;&nbsp; 28750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HireRight Holdings Corporation † | &nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting Group Incorporated † | &nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICF International Incorporated | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insperity Incorporated | &nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kelly Services Incorporated Class A | &nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kforce Incorporated | &nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korn Ferry International | &nbsp;&nbsp;&nbsp;2098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resources Connection Incorporated | &nbsp;&nbsp;&nbsp;9614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sterling Check Corporation † | &nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TriNet Group Incorporated † | &nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TrueBlue Incorporated † | &nbsp;&nbsp;&nbsp;3297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71149 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2215627** |
| &nbsp;&nbsp;**Road & rail: 0.69%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcbest Corporation | &nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics Group Incorporated | &nbsp;&nbsp;&nbsp;3873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Daseke Incorporated † | &nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marten Transport Limited | &nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;P.A.M. Transportation Services Incorporated † | &nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saia Incorporated † | &nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics Holdings Incorporated | &nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises Incorporated | &nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29159 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**890781** |
| &nbsp;&nbsp;**Trading companies & distributors: 1.05%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial Technologies Incorporated | &nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beacon Roofing Supply Incorporated † | &nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bluelinx Holdings Incorporated † | &nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boise Cascade Company | &nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GATX Corporation | &nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51865 |

---

See accompanying notes to portfolio of investments

------

22 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Trading companies & distributors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GMS Incorporated † | &nbsp;&nbsp;&nbsp; 1396 | &nbsp;&nbsp;$68544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herc Holdings Incorporated | &nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp;&nbsp;&nbsp; 32299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MRC Global Incorporated † | &nbsp;&nbsp;&nbsp; 2705 | &nbsp;&nbsp;&nbsp;&nbsp; 31811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOW Incorporated † | &nbsp;&nbsp;&nbsp; 2026 | &nbsp;&nbsp;&nbsp;&nbsp; 25284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises Incorporated Class A | &nbsp;&nbsp;&nbsp; 2366 | &nbsp;&nbsp;&nbsp;&nbsp; 121920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises Incorporated Class B | &nbsp;&nbsp;&nbsp; 1189 | &nbsp;&nbsp;&nbsp;&nbsp; 63005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Textainer Group Holdings Limited | &nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp; 10851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Titan Machinery Incorporated † | &nbsp;&nbsp;&nbsp; 1404 | &nbsp;&nbsp;&nbsp;&nbsp; 61818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triton International Limited | &nbsp;&nbsp;&nbsp; 1665 | &nbsp;&nbsp;&nbsp;&nbsp; 112338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veritiv Corporation | &nbsp;&nbsp;&nbsp; 1281 | &nbsp;&nbsp;&nbsp;&nbsp; 172346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1342753** |
| &nbsp;&nbsp;**Information technology: 13.76%** |  |  |
| &nbsp;&nbsp;**Communications equipment: 0.76%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings Incorporated | &nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp; 15811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calix Incorporated † | &nbsp;&nbsp;&nbsp; 2498 | &nbsp;&nbsp;&nbsp;&nbsp; 178107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cambium Networks Corporation † | &nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp; 1639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clearfield Incorporated † | &nbsp;&nbsp;&nbsp; 1142 | &nbsp;&nbsp;&nbsp;&nbsp; 150310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 11886 | &nbsp;&nbsp;&nbsp;&nbsp; 105548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digi International Incorporated † | &nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp; 9343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DZS Incorporated † | &nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp; 26831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Extreme Networks Incorporated † | &nbsp;&nbsp;&nbsp; 8188 | &nbsp;&nbsp;&nbsp;&nbsp; 171702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harmonic Incorporated † | &nbsp;&nbsp;&nbsp; 4197 | &nbsp;&nbsp;&nbsp;&nbsp; 64382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Infinera Corporation † | &nbsp;&nbsp;&nbsp; 6630 | &nbsp;&nbsp;&nbsp;&nbsp; 44753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inseego Corporation † | &nbsp;&nbsp;&nbsp;13506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems Incorporated † | &nbsp;&nbsp;&nbsp;3407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ribbon Communications Incorporated † | &nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viavi Solutions Incorporated † | &nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60785 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**979110** |
| &nbsp;&nbsp;**Electronic equipment, instruments & components: 2.74%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy Industries Incorporated | &nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Badger Meter Incorporated | &nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belden Incorporated | &nbsp;&nbsp;&nbsp;3548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Electronics Incorporated | &nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cepton Incorporated † | &nbsp;&nbsp;&nbsp;17948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CTS Corporation | &nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ePlus Incorporated † | &nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fabrinet † | &nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Identiv Incorporated † | &nbsp;&nbsp;&nbsp;5387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises Incorporated † | &nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Itron Incorporated † | &nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics Incorporated † | &nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Knowles Corporation † | &nbsp;&nbsp;&nbsp;8093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics Incorporated | &nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies Incorporated † | &nbsp;&nbsp;&nbsp;9334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Napco Security Technologies Incorporated † | &nbsp;&nbsp;&nbsp;3711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novanta Incorporated † | &nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OSI Systems Incorporated † | &nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PC Connection Incorporated | &nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Plexus Corporation † | &nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanmina Corporation † | &nbsp;&nbsp;&nbsp;5033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ScanSource Incorporated † | &nbsp;&nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies Incorporated † | &nbsp;&nbsp;&nbsp;7951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127773 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 23

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Electronic equipment, instruments & components (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vishay Intertechnology Incorporated | &nbsp;&nbsp;&nbsp; 8849 | &nbsp;&nbsp;$203881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision Group † | &nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp;&nbsp;&nbsp; 22273 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3508003** |
| &nbsp;&nbsp;**IT services: 2.46%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alliance Data Systems Corporation | &nbsp;&nbsp;&nbsp; 5380 | &nbsp;&nbsp;&nbsp;&nbsp; 220741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BM Technologies Incorporated † | &nbsp;&nbsp;&nbsp; 1787 | &nbsp;&nbsp;&nbsp;&nbsp; 9507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightcove Incorporated † | &nbsp;&nbsp;&nbsp; 5511 | &nbsp;&nbsp;&nbsp;&nbsp; 30476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cantaloupe Incorporated † | &nbsp;&nbsp;&nbsp; 3527 | &nbsp;&nbsp;&nbsp;&nbsp; 12803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conduent Incorporated † | &nbsp;&nbsp;&nbsp; 37138 | &nbsp;&nbsp;&nbsp;&nbsp; 150038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Core Scientific Incorporated † | &nbsp;&nbsp;&nbsp; 31144 | &nbsp;&nbsp;&nbsp;&nbsp; 4152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSG Systems International Incorporated | &nbsp;&nbsp;&nbsp; 4083 | &nbsp;&nbsp;&nbsp;&nbsp; 252493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cyxtera Technologies Incorporated † | &nbsp;&nbsp;&nbsp; 3306 | &nbsp;&nbsp;&nbsp;&nbsp; 6480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp;&nbsp;&nbsp; 96351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ESC Incorporated | &nbsp;&nbsp;&nbsp; 6981 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evertec Incorporated | &nbsp;&nbsp;&nbsp; 4229 | &nbsp;&nbsp;&nbsp;&nbsp; 142813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2072 | &nbsp;&nbsp;&nbsp;&nbsp; 387878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flywire Corporation † | &nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp;&nbsp;&nbsp; 32210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2888 | &nbsp;&nbsp;&nbsp;&nbsp; 36793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hackett Group Incorporated | &nbsp;&nbsp;&nbsp; 8667 | &nbsp;&nbsp;&nbsp;&nbsp; 200208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals Incorporated Class A † | &nbsp;&nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp; 43720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IBEX Holdings Limited † | &nbsp;&nbsp;&nbsp; 3798 | &nbsp;&nbsp;&nbsp;&nbsp; 98026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information Services Group Incorporated | &nbsp;&nbsp;&nbsp; 24989 | &nbsp;&nbsp;&nbsp;&nbsp; 133941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Money Express Incorporated † | &nbsp;&nbsp;&nbsp; 8303 | &nbsp;&nbsp;&nbsp;&nbsp; 180341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limelight Networks Incorporated † | &nbsp;&nbsp;&nbsp;6236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marqeta Incorporated Class A † | &nbsp;&nbsp;&nbsp;13553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maximus Incorporated | &nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paya Holdings Incorporated Class A † | &nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Payoneer Global Incorporated † | &nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paysafe Limited † | &nbsp;&nbsp;&nbsp;14501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perficient Incorporated † | &nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PFSweb Incorporated † | &nbsp;&nbsp;&nbsp;2991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Priority Technology Holdings † | &nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rackspace Technology Incorporated † | &nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repay Holdings Corporation † | &nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sabre Corporation † | &nbsp;&nbsp;&nbsp;22732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;StoneCo Limited Class A † | &nbsp;&nbsp;&nbsp;10782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TTEC Holdings Incorporated | &nbsp;&nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unisys Corporation † | &nbsp;&nbsp;&nbsp;12703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verra Mobility Corporation † | &nbsp;&nbsp;&nbsp;11298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3149970** |
| &nbsp;&nbsp;**Semiconductors & semiconductor equipment: 2.53%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acm Research Incorporated Class A † | &nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor † | &nbsp;&nbsp;&nbsp;5357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ambarella Incorporated † | &nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology Incorporated | &nbsp;&nbsp;&nbsp;5508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies Incorporated † | &nbsp;&nbsp;&nbsp;3072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cohu Incorporated † | &nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diodes Incorporated † | &nbsp;&nbsp;&nbsp;3069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FormFactor Incorporated † | &nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ichor Holdings Limited † | &nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Impinj Incorporated † | &nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kulicke and Soffa Industries Incorporated | &nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macom Technology Solutions Holdings Incorporated † | &nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maxlinear Incorporated † | &nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120304 |

---

See accompanying notes to portfolio of investments

------

24 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Semiconductors & semiconductor equipment (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Onto Innovation Incorporated † | &nbsp;&nbsp;&nbsp; 2531 | &nbsp;&nbsp;$202353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PDF Solutions Incorporated † | &nbsp;&nbsp;&nbsp; 1128 | &nbsp;&nbsp;&nbsp;&nbsp; 35385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Photronics Incorporated † | &nbsp;&nbsp;&nbsp; 8114 | &nbsp;&nbsp;&nbsp;&nbsp; 152543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Power Integrations Incorporated | &nbsp;&nbsp;&nbsp; 2446 | &nbsp;&nbsp;&nbsp;&nbsp; 196854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rambus Incorporated † | &nbsp;&nbsp;&nbsp; 4899 | &nbsp;&nbsp;&nbsp;&nbsp; 188024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Semtech Corporation † | &nbsp;&nbsp;&nbsp; 2894 | &nbsp;&nbsp;&nbsp;&nbsp; 88962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories Incorporated † | &nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp;&nbsp;&nbsp; 99772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitime Corporation † | &nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp;&nbsp; 79728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skywater Technology Incorporated † | &nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp;&nbsp;&nbsp; 16917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Smart Global Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 5823 | &nbsp;&nbsp;&nbsp;&nbsp; 98467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SunPower Corporation † | &nbsp;&nbsp;&nbsp; 5182 | &nbsp;&nbsp;&nbsp;&nbsp; 125664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synaptics Incorporated † | &nbsp;&nbsp;&nbsp; 1882 | &nbsp;&nbsp;&nbsp;&nbsp; 199436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2153 | &nbsp;&nbsp;&nbsp;&nbsp; 76711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments Incorporated † | &nbsp;&nbsp;&nbsp; 3143 | &nbsp;&nbsp;&nbsp;&nbsp; 62483 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3248184** |
| &nbsp;&nbsp;**Software: 4.86%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8x8 Incorporated † | &nbsp;&nbsp;&nbsp; 13919 | &nbsp;&nbsp;&nbsp;&nbsp; 59573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A10 Networks Incorporated | &nbsp;&nbsp;&nbsp; 11943 | &nbsp;&nbsp;&nbsp;&nbsp; 223454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACI Worldwide Incorporated † | &nbsp;&nbsp;&nbsp; 8420 | &nbsp;&nbsp;&nbsp;&nbsp; 175978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adeia Incorporated | &nbsp;&nbsp;&nbsp; 8640 | &nbsp;&nbsp;&nbsp;&nbsp; 95472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agilysys Incorporated † | &nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp; 48140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp;&nbsp;&nbsp; 83333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altair Engineering Incorporated Class A † | &nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp; 118995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Software Incorporated Class A | &nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AppFolio Incorporated Class A † | &nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Appian Corporation † | &nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Applied Blockchain Incorporated † | &nbsp;&nbsp;&nbsp;9283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arlo Technologies Incorporated † | &nbsp;&nbsp;&nbsp;15124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arteris Incorporated † | &nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asana Incorporated Class A † | &nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avaya Holdings Corporation † | &nbsp;&nbsp;&nbsp;87025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefitfocus Incorporated † | &nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackbaud Incorporated † | &nbsp;&nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackLine Incorporated † | &nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Box Incorporated Class A † | &nbsp;&nbsp;&nbsp;6543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;C3.ai Incorporated † | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cerence Incorporated † | &nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CleanSpark Incorporated † | &nbsp;&nbsp;&nbsp;28409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clear Secure Incorporated Class A | &nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommVault Systems Incorporated † | &nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Concensus Cloud Solution † | &nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Couchbase Incorporated † | &nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CS Disco Incorporated † | &nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cvent Holding Corporation † | &nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digital Turbine Incorporated † | &nbsp;&nbsp;&nbsp;8223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Domo Incorporated Class B † | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duck Creek Technologies Incorporated † | &nbsp;&nbsp;&nbsp;3229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;E2open Parent Holding Incorporated † | &nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ebix Incorporated | &nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;eGain Corporation † | &nbsp;&nbsp;&nbsp;7698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enfusion Incorporated Class A † | &nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EngageSmart Incorporated † | &nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envestnet Incorporated † | &nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EverCommerce Incorporated † | &nbsp;&nbsp;&nbsp;1846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greenidge Generation Holdings † | &nbsp;&nbsp;&nbsp;29901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19128 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 25

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Instructure Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2283 | &nbsp;&nbsp;$57326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intapp Incorporated † | &nbsp;&nbsp;&nbsp; 983 | &nbsp;&nbsp;&nbsp;&nbsp; 22717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;InterDigital Incorporated | &nbsp;&nbsp;&nbsp; 1479 | &nbsp;&nbsp;&nbsp;&nbsp; 74201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IronNet Incorporated † | &nbsp;&nbsp;&nbsp; 14353 | &nbsp;&nbsp;&nbsp;&nbsp; 6272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaleyra Incorporated † | &nbsp;&nbsp;&nbsp; 21862 | &nbsp;&nbsp;&nbsp;&nbsp; 25579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KnowBe4 Incorporated Class A † | &nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp; 4568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LivePerson Incorporated † | &nbsp;&nbsp;&nbsp; 3804 | &nbsp;&nbsp;&nbsp;&nbsp; 44659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 1721 | &nbsp;&nbsp;&nbsp;&nbsp; 37793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LiveVox Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 15730 | &nbsp;&nbsp;&nbsp;&nbsp; 35550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marathon Digital Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 4720 | &nbsp;&nbsp;&nbsp;&nbsp; 29830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterport Incorporated † | &nbsp;&nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 33075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MeridianLink Incorporated † | &nbsp;&nbsp;&nbsp; 932 | &nbsp;&nbsp;&nbsp;&nbsp; 13682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MicroStrategy Incorporated Class A † | &nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp; 85575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mitek Systems Incorporated † | &nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp; 11918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Model N Incorporated † | &nbsp;&nbsp;&nbsp; 2368 | &nbsp;&nbsp;&nbsp;&nbsp; 92068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N-able Incorporated † | &nbsp;&nbsp;&nbsp; 7905 | &nbsp;&nbsp;&nbsp;&nbsp; 88773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneSpan Incorporated † | &nbsp;&nbsp;&nbsp; 1687 | &nbsp;&nbsp;&nbsp;&nbsp; 21206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pagerduty Incorporated † | &nbsp;&nbsp;&nbsp; 3308 | &nbsp;&nbsp;&nbsp;&nbsp; 73570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Progress Software Corporation | &nbsp;&nbsp;&nbsp; 3946 | &nbsp;&nbsp;&nbsp;&nbsp; 210401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PROS Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 2443 | &nbsp;&nbsp;&nbsp;&nbsp; 58192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Q2 Holdings Incorporated † | &nbsp;&nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp; 21134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Qualys Incorporated † | &nbsp;&nbsp;&nbsp; 2715 | &nbsp;&nbsp;&nbsp;&nbsp; 334814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rapid7 Incorporated † | &nbsp;&nbsp;&nbsp; 2618 | &nbsp;&nbsp;&nbsp;&nbsp; 76969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rimini Street Incorporated † | &nbsp;&nbsp;&nbsp;13227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Riot Blockchain Incorporated † | &nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sapiens International Corporation | &nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Secureworks Corporation Class A † | &nbsp;&nbsp;&nbsp;10394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sprout Social Incorporated Class A † | &nbsp;&nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPS Commerce Incorporated † | &nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telos Corporation † | &nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tenable Holdings Incorporated † | &nbsp;&nbsp;&nbsp;4718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TeraWulf Incorporated † | &nbsp;&nbsp;&nbsp;39069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upland Software Incorporated † | &nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Varonis Systems Incorporated † | &nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verint Systems Incorporated † | &nbsp;&nbsp;&nbsp;6302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veritone Incorporated † | &nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viant Technology † | &nbsp;&nbsp;&nbsp;6771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Weave Communications Incorporated † | &nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WM Technology Incorporated † | &nbsp;&nbsp;&nbsp;18177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Workiva Incorporated † | &nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XPERI Incorporated † | &nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yext Incorporated † | &nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings Corporation Class A † | &nbsp;&nbsp;&nbsp;3501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zuora Incorporated † | &nbsp;&nbsp;&nbsp;6347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48745 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6226401** |
| &nbsp;&nbsp;**Technology hardware, storage & peripherals: 0.41%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3D Systems Corporation † | &nbsp;&nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avid Technology Incorporated † | &nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CompoSecure Incorporated † | &nbsp;&nbsp;&nbsp;12781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diebold Nixdorf Incorporated † | &nbsp;&nbsp;&nbsp;19531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Super Micro Computer Incorporated † | &nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turtle Beach Corporation † | &nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xerox Holdings Corporation | &nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60119 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**521274** |

---

See accompanying notes to portfolio of investments

------

26 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Materials: 3.97%** |  |  |
| &nbsp;&nbsp;**Chemicals: 2.01%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advansix Incorporated | &nbsp;&nbsp;&nbsp; 4452 | &nbsp;&nbsp;$183244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Vanguard Corporation | &nbsp;&nbsp;&nbsp; 2813 | &nbsp;&nbsp;&nbsp;&nbsp; 64699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avient Corporation | &nbsp;&nbsp;&nbsp; 4133 | &nbsp;&nbsp;&nbsp;&nbsp; 143043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balchem Corporation | &nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp; 152768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabot Corporation | &nbsp;&nbsp;&nbsp; 2764 | &nbsp;&nbsp;&nbsp;&nbsp; 203486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecovyst Incorporated † | &nbsp;&nbsp;&nbsp; 6635 | &nbsp;&nbsp;&nbsp;&nbsp; 61639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futurefuel Corporation | &nbsp;&nbsp;&nbsp; 13242 | &nbsp;&nbsp;&nbsp;&nbsp; 117059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hawkins Incorporated | &nbsp;&nbsp;&nbsp; 1606 | &nbsp;&nbsp;&nbsp;&nbsp; 66810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HB Fuller Company | &nbsp;&nbsp;&nbsp; 2228 | &nbsp;&nbsp;&nbsp;&nbsp; 178931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies Incorporated † | &nbsp;&nbsp;&nbsp; 3198 | &nbsp;&nbsp;&nbsp;&nbsp; 36105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ingevity Corporation † | &nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp; 98620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innospec Incorporated | &nbsp;&nbsp;&nbsp; 1242 | &nbsp;&nbsp;&nbsp;&nbsp; 137725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intrepid Potash Incorporated † | &nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp;&nbsp;&nbsp; 44522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kooper Holdings Incorporated | &nbsp;&nbsp;&nbsp; 3252 | &nbsp;&nbsp;&nbsp;&nbsp; 96877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide Incorporated | &nbsp;&nbsp;&nbsp; 7697 | &nbsp;&nbsp;&nbsp;&nbsp; 70889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Livent Corporation † | &nbsp;&nbsp;&nbsp; 6286 | &nbsp;&nbsp;&nbsp;&nbsp; 175945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSB Industries Incorporated † | &nbsp;&nbsp;&nbsp; 3633 | &nbsp;&nbsp;&nbsp;&nbsp; 56057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Minerals Technologies Incorporated | &nbsp;&nbsp;&nbsp; 737 | &nbsp;&nbsp;&nbsp;&nbsp; 44434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orion Engineered Carbons SA | &nbsp;&nbsp;&nbsp; 6193 | &nbsp;&nbsp;&nbsp;&nbsp; 116305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical Corporation | &nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp; 10036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced Materials † | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies Corporation | &nbsp;&nbsp;&nbsp; 1594 | &nbsp;&nbsp;&nbsp;&nbsp; 119088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stepan Company | &nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tredegar Corporation | &nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinseo plc | &nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tronox Holdings plc Class A | &nbsp;&nbsp;&nbsp;10598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valhi Incorporated | &nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102262 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2571202** |
| &nbsp;&nbsp;**Construction materials: 0.11%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Materials Incorporated Class A † | &nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**146634** |
| &nbsp;&nbsp;**Containers & packaging: 0.22%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greif Incorporated Class A | &nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;O-I Glass Incorporated † | &nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pactiv Evergreen Incorporated | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28134 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**279833** |
| &nbsp;&nbsp;**Metals & mining: 1.52%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allegheny Technologies Incorporated † | &nbsp;&nbsp;&nbsp;4207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical Resource Incorporated | &nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arconic Corporation † | &nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum Company † | &nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals Company | &nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals International Incorporated | &nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Constellium SE † | &nbsp;&nbsp;&nbsp;4939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hecla Mining Company | &nbsp;&nbsp;&nbsp;12031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materion Corporation | &nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MP Materials Corporation † | &nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Olympic Steel Incorporated | &nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources Incorporated | &nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding Corporation | &nbsp;&nbsp;&nbsp;5422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Schnitzer Steel Industries Incorporated Class A | &nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40235 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 27

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Metals & mining (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Suncoke Energy Incorporated | &nbsp;&nbsp;&nbsp; 8095 | &nbsp;&nbsp;$68484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TimkenSteel Corporation † | &nbsp;&nbsp;&nbsp; 5022 | &nbsp;&nbsp;&nbsp;&nbsp; 93911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warrior Met Coal Incorporated | &nbsp;&nbsp;&nbsp; 4968 | &nbsp;&nbsp;&nbsp;&nbsp; 182922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Worthington Industries Incorporated | &nbsp;&nbsp;&nbsp; 551 | &nbsp;&nbsp;&nbsp;&nbsp; 31264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1950928** |
| &nbsp;&nbsp;**Paper & forest products: 0.11%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper Corporation † | &nbsp;&nbsp;&nbsp; 1018 | &nbsp;&nbsp;&nbsp;&nbsp; 39733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sylvamo Corporation | &nbsp;&nbsp;&nbsp; 1743 | &nbsp;&nbsp;&nbsp;&nbsp; 94279 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **134012** |
| &nbsp;&nbsp;**Real estate: 5.55%** |  |  |
| &nbsp;&nbsp;**Equity REITs: 5.06%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acadia Realty Trust | &nbsp;&nbsp;&nbsp; 2692 | &nbsp;&nbsp;&nbsp;&nbsp; 41403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agree Realty Corporation | &nbsp;&nbsp;&nbsp; 2485 | &nbsp;&nbsp;&nbsp;&nbsp; 173826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alexander & Baldwin Incorporated | &nbsp;&nbsp;&nbsp; 6241 | &nbsp;&nbsp;&nbsp;&nbsp; 123260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alexander's Incorporated | &nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp; 25889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Assets Trust Incorporated | &nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp;&nbsp;&nbsp; 23051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apartment Investment & Management Company Class A | &nbsp;&nbsp;&nbsp; 15606 | &nbsp;&nbsp;&nbsp;&nbsp; 130778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apple Hospitality REIT Incorporated | &nbsp;&nbsp;&nbsp; 12080 | &nbsp;&nbsp;&nbsp;&nbsp; 206085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Armada Hoffler Properties Incorporated | &nbsp;&nbsp;&nbsp; 5289 | &nbsp;&nbsp;&nbsp;&nbsp; 64261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Incorporated † | &nbsp;&nbsp;&nbsp; 1555 | &nbsp;&nbsp;&nbsp;&nbsp; 10123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Braemar Hotels & Resorts Incorporated | &nbsp;&nbsp;&nbsp; 2759 | &nbsp;&nbsp;&nbsp;&nbsp; 10181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadstone Net Lease Incorporated | &nbsp;&nbsp;&nbsp; 9484 | &nbsp;&nbsp;&nbsp;&nbsp; 160943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRT Apartments Corporation REIT | &nbsp;&nbsp;&nbsp; 1794 | &nbsp;&nbsp;&nbsp;&nbsp; 37010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CareTrust REIT Incorporated | &nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBL & Associates Properties Incorporated | &nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centerspace REIT | &nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chatham Lodging Trust † | &nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;City Office REIT Incorporated | &nbsp;&nbsp;&nbsp;10758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clipper Realty Incorporated | &nbsp;&nbsp;&nbsp;9406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties Trust | &nbsp;&nbsp;&nbsp;4968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CTO Realty Growth Incorporated REIT | &nbsp;&nbsp;&nbsp;4163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DiamondRock Hospitality | &nbsp;&nbsp;&nbsp;13926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;14554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Easterly Government Properties Incorporated | &nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Commonwealth | &nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Essential Properties Realty | &nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Farmland Partners REIT Incorporated | &nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Corners Property Trust Incorporated | &nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin Street Properties Corporation | &nbsp;&nbsp;&nbsp;27043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Getty Realty Corporation | &nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gladstone Commercial Corporation | &nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gladstone Land REIT Corporation | &nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Medical REIT Incorporated | &nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hersha Hospitality Trust | &nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Independence Realty Trust Incorporated | &nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Innovative Industrial Properties Incorporated | &nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inventrust Properties Corporation REIT | &nbsp;&nbsp;&nbsp;4761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iStar Financial Incorporated | &nbsp;&nbsp;&nbsp;9222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;2407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LTC Properties Incorporated | &nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;&nbsp;13882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Health Investors Incorporated | &nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NexPoint Residential Trust Incorporated | &nbsp;&nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60161 |

---

See accompanying notes to portfolio of investments

------

28 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Equity REITs (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Liberty Properties Incorporated | &nbsp;&nbsp;&nbsp; 4748 | &nbsp;&nbsp;$113192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outfront Media Incorporated | &nbsp;&nbsp;&nbsp; 8129 | &nbsp;&nbsp;&nbsp;&nbsp; 148679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paramount Group Incorporated | &nbsp;&nbsp;&nbsp; 7572 | &nbsp;&nbsp;&nbsp;&nbsp; 49369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust | &nbsp;&nbsp;&nbsp; 5094 | &nbsp;&nbsp;&nbsp;&nbsp; 84815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philips Edison & Company Incorporated | &nbsp;&nbsp;&nbsp; 7590 | &nbsp;&nbsp;&nbsp;&nbsp; 244626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Physicians Realty Trust | &nbsp;&nbsp;&nbsp; 8649 | &nbsp;&nbsp;&nbsp;&nbsp; 129130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Plymouth Industrial Incorporated | &nbsp;&nbsp;&nbsp; 1593 | &nbsp;&nbsp;&nbsp;&nbsp; 32975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PotlatchDeltic Corporation | &nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp; 205497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Retail Opportunity Investment Corporation | &nbsp;&nbsp;&nbsp; 5920 | &nbsp;&nbsp;&nbsp;&nbsp; 90280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RLJ Lodging Trust | &nbsp;&nbsp;&nbsp; 6965 | &nbsp;&nbsp;&nbsp;&nbsp; 84416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RPT Realty | &nbsp;&nbsp;&nbsp; 12632 | &nbsp;&nbsp;&nbsp;&nbsp; 141478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Incorporated | &nbsp;&nbsp;&nbsp; 2369 | &nbsp;&nbsp;&nbsp;&nbsp; 216835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sabra Health Care REIT Incorporated | &nbsp;&nbsp;&nbsp; 6104 | &nbsp;&nbsp;&nbsp;&nbsp; 78803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Safehold Incorporated REIT | &nbsp;&nbsp;&nbsp; 1411 | &nbsp;&nbsp;&nbsp;&nbsp; 41651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saul Centers Incorporated | &nbsp;&nbsp;&nbsp; 446 | &nbsp;&nbsp;&nbsp;&nbsp; 19223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seritage Growth Property Class A † | &nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp; 13406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SITE Centers Corporation | &nbsp;&nbsp;&nbsp; 8925 | &nbsp;&nbsp;&nbsp;&nbsp; 121291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STAG Industrial Incorporated | &nbsp;&nbsp;&nbsp; 5216 | &nbsp;&nbsp;&nbsp;&nbsp; 171659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Incorporated | &nbsp;&nbsp;&nbsp; 12211 | &nbsp;&nbsp;&nbsp;&nbsp; 134199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Incorporated | &nbsp;&nbsp;&nbsp; 6495 | &nbsp;&nbsp;&nbsp;&nbsp; 126328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Terreno Realty Corporation | &nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp; 142202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The Macerich Company | &nbsp;&nbsp;&nbsp; 7744 | &nbsp;&nbsp;&nbsp;&nbsp; 98349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UMH Properties Incorporated | &nbsp;&nbsp;&nbsp; 1159 | &nbsp;&nbsp;&nbsp;&nbsp; 20410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uniti Group Incorporated | &nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Urban Edge Properties | &nbsp;&nbsp;&nbsp;8662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Incorporated | &nbsp;&nbsp;&nbsp;4754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veris Residential Incorporated † | &nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Washington REIT | &nbsp;&nbsp;&nbsp;3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Whitestone REIT | &nbsp;&nbsp;&nbsp;9207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Incorporated | &nbsp;&nbsp;&nbsp;7152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110284 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6486263** |
| &nbsp;&nbsp;**Real estate management & development: 0.49%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Compass Incorporated Class A † | &nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield plc † | &nbsp;&nbsp;&nbsp;6892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group Incorporated | &nbsp;&nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Douglas Elliman Incorporated | &nbsp;&nbsp;&nbsp;3386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;eXp World Holdings Incorporated | &nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forestar Group Incorporated † | &nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kennedy Wilson Holdings Incorporated | &nbsp;&nbsp;&nbsp;5532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap Incorporated | &nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newmark Group Incorporated Class A | &nbsp;&nbsp;&nbsp;9118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Realogy Holdings Corporation † | &nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The RMR Group Incorporated Class A | &nbsp;&nbsp;&nbsp;3623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The St. Joe Company | &nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**624297** |
| &nbsp;&nbsp;**Utilities: 2.79%** |  |  |
| &nbsp;&nbsp;**Electric utilities: 0.43%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allete Incorporated | &nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MGE Energy Incorporated | &nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Otter Tail Corporation | &nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140131 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 29

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Electric utilities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portland General Electric Company | &nbsp;&nbsp;&nbsp; 3055 | &nbsp;&nbsp;$150398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Via Renewables Incorporated | &nbsp;&nbsp;&nbsp; 12190 | &nbsp;&nbsp;&nbsp;&nbsp; 78747 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **557259** |
| &nbsp;&nbsp;**Gas utilities: 1.01%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corporation Class A | &nbsp;&nbsp;&nbsp; 4067 | &nbsp;&nbsp;&nbsp;&nbsp; 190661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities Corporation | &nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp; 135894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Jersey Resources Corporation | &nbsp;&nbsp;&nbsp; 5713 | &nbsp;&nbsp;&nbsp;&nbsp; 284222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural Holding Company | &nbsp;&nbsp;&nbsp; 1814 | &nbsp;&nbsp;&nbsp;&nbsp; 90900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ONE Gas Incorporated | &nbsp;&nbsp;&nbsp; 2254 | &nbsp;&nbsp;&nbsp;&nbsp; 195985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas Holdings Incorporated | &nbsp;&nbsp;&nbsp; 2798 | &nbsp;&nbsp;&nbsp;&nbsp; 191551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spire Incorporated | &nbsp;&nbsp;&nbsp; 2824 | &nbsp;&nbsp;&nbsp;&nbsp; 209258 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1298471** |
| &nbsp;&nbsp;**Independent power & renewable electricity producers: 0.55%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altus Power Incorporated † | &nbsp;&nbsp;&nbsp; 2704 | &nbsp;&nbsp;&nbsp;&nbsp; 19334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy Incorporated Class A | &nbsp;&nbsp;&nbsp; 4265 | &nbsp;&nbsp;&nbsp;&nbsp; 140404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy Incorporated Class C | &nbsp;&nbsp;&nbsp; 4982 | &nbsp;&nbsp;&nbsp;&nbsp; 176562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables Incorporated † | &nbsp;&nbsp;&nbsp; 8195 | &nbsp;&nbsp;&nbsp;&nbsp; 98914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies Incorporated | &nbsp;&nbsp;&nbsp; 2173 | &nbsp;&nbsp;&nbsp;&nbsp; 196504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunnova Energy International Incorporated † | &nbsp;&nbsp;&nbsp; 3022 | &nbsp;&nbsp;&nbsp;&nbsp; 68992 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **700710** |
| &nbsp;&nbsp;**Multi-utilities: 0.42%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avista Corporation | &nbsp;&nbsp;&nbsp; 3270 | &nbsp;&nbsp;&nbsp;&nbsp; 134986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Hills Corporation | &nbsp;&nbsp;&nbsp; 3169 | &nbsp;&nbsp;&nbsp;&nbsp; 226995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwestern Corporation | &nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unitil Corporation | &nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60192 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**536598** |
| &nbsp;&nbsp;**Water utilities: 0.38%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American States Water Company | &nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources Corporation Class A | &nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;California Water Service Group | &nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Middlesex Water Company | &nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SJW Corporation | &nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62366 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**486205** |
| &nbsp;&nbsp;**Total Common stocks (Cost $114,131,927)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**121207840** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Yield** |  |  |
| &nbsp;&nbsp;**Short-term investments: 4.83%** |  |  |  |  |
| &nbsp;&nbsp;**Investment companies: 4.83%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allspring Government Money Market Fund Select Class ♠∞ |  | 3.60% | &nbsp;&nbsp;&nbsp;6194494 | &nbsp;&nbsp;&nbsp;&nbsp; **6194494** |
| &nbsp;&nbsp;**Total Short-term investments (Cost $6,194,494)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6194494** |
| &nbsp;&nbsp;**Total investments in securities (Cost $120,326,421)** | &nbsp;&nbsp;99.42% |  |  | &nbsp;&nbsp;&nbsp;&nbsp;127402334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other assets and liabilities, net | &nbsp;&nbsp;&nbsp;&nbsp;0.58 |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 743829 |
| &nbsp;&nbsp;**Total net assets** | **100.00%** |  |  | &nbsp;&nbsp;**$128146163** |

---

See accompanying notes to portfolio of investments

------

30 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| |
|:---|
| Non-income-earning security |
| The security is fair valued in accordance with Allspring Funds Management's valuation procedures, as the Board-designated valuation designee. |
| Security is valued using significant unobservable inputs. |
| The issuer of the security is an affiliated person of the Portfolio as defined in the Investment Company Act of 1940. |
| The rate represents the 7-day annualized yield at period end. |

---

Abbreviations: <br> REIT Real estate investment trust

#### Investments in affiliates
An affiliated investment is an investment in which the Portfolio owns at least 5% of the outstanding voting shares of the issuer or as a result of other relationships, such as the Portfolio and the issuer having the same adviser or investment manager. Transactions with issuers that were affiliates of the Portfolio at the end of the period were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value,<br> beginning of<br> period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gains<br> (losses)** | **Net<br> change in<br> unrealized<br> gains<br> (losses)** | **Value,<br> end of<br> period** | **Shares,<br> end<br> of period** | **Income<br> from<br> affiliated<br> securities** |
| &nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;**Short-term investments** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allspring Government Money Market Fund Select Class | $4940136 | $88529186 | $(87274828) | $0 | $0 | $6194494 | 6194494 | $46335 |

---

#### Futures contracts

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Description** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> cost** | &nbsp;&nbsp;**Notional<br> value** | &nbsp;&nbsp;**Unrealized<br> gains** | &nbsp;&nbsp;**Unrealized<br> losses** |
| &nbsp;&nbsp;**Long** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;E-Mini Russell 2000 Index | &nbsp;&nbsp;68 | &nbsp;&nbsp;12-16-2022 | &nbsp;&nbsp;$6311908 | &nbsp;&nbsp;$6417500 | &nbsp;&nbsp;$105592 | &nbsp;&nbsp;$0 |

---

See accompanying notes to portfolio of investments

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 31

------

Notes to portfolio of investments—November 30, 2022 (unaudited)

------

Securities valuation

All investments are valued each business day as of the close of regular trading on the New York Stock Exchange (generally 4 p.m. Eastern Time), although the Portfolio may deviate from this calculation time under unusual or unexpected circumstances.

Equity securities and futures contracts that are listed on a foreign or domestic exchange or market are valued at the official closing price or, if none, the last sales price.

Investments in registered open-end investment companies (other than those listed on a foreign or domestic exchange or market) are valued at net asset value.

Investments which are not valued using the methods discussed above are valued at their fair value, as determined in good faith by Allspring Funds Management, LLC ("Allspring Funds Management"), which was named the valuation designee by the Board of Trustees. As the valuation designee, Allspring Funds Management is responsible for day-to-day valuation activities for the Allspring Funds. In connection with these responsibilities, Allspring Funds Management has established a Valuation Committee and has delegated to it the authority to take any actions regarding the valuation of portfolio securities that the Valuation Committee deems necessary or appropriate, including determining the fair value of portfolio securities. On a quarterly basis, the Board of Trustees receives reports of valuation actions taken by the Valuation Committee. On at least an annual basis, the Board of Trustees receives an assessment of the adequacy and effectiveness of Allspring Funds Management's process for determining the fair value of the portfolio of investments.

Futures contracts

Futures contracts are agreements between the Portfolio and a counterparty to buy or sell a specific amount of a commodity, financial instrument or currency at a specified price and on a specified date. The Portfolio may buy and sell futures contracts in order to gain exposure to, or protect against, changes in security values and is subject to equity price risk. The primary risks associated with the use of futures contracts are the imperfect correlation between changes in market values of securities held by the Portfolio and the prices of futures contracts, and the possibility of an illiquid market. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. With futures contracts, there is minimal counterparty risk to the Portfolio since futures contracts are exchange traded and the exchange's clearinghouse, as the counterparty to all exchange traded futures, guarantees the futures contracts against default.

Upon entering into futures contracts, the Portfolio is required to deposit either cash or securities (initial margin) with the broker in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are paid to or from the broker each day equal to the daily changes in the contract value. Such payments are recorded as unrealized gains or losses and, if any, shown as variation margin receivable (payable). Should the Portfolio fail to make requested variation margin payments, the broker can gain access to the initial margin to satisfy the Portfolio's payment obligations. When the contracts are closed, a realized gain or loss is recorded.

Fair valuation measurements

Fair value measurements of investments are determined within a framework that has established a fair value hierarchy based upon the various data inputs utilized in determining the value of the Portfolio's investments. The three-level hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The Portfolio's investments are classified within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement. The inputs are summarized into three broad levels as follows:

■ Level 1 – quoted prices in active markets for identical securities

■ Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

■ Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing investments in securities are not necessarily an indication of the risk associated with investing in those securities.

------

32 \| Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

------

Notes to portfolio of investments—November 30, 2022 (unaudited)

------

The following is a summary of the inputs used in valuing the Portfolio's assets and liabilities as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | &nbsp;&nbsp;Quoted prices<br> (Level 1) | &nbsp;&nbsp;&nbsp;&nbsp;Other significant<br> observable inputs<br> (Level 2) | &nbsp;&nbsp;&nbsp;&nbsp;Significant<br> unobservable inputs<br> (Level 3) | &nbsp;&nbsp;&nbsp;&nbsp;Total |
| &nbsp;&nbsp;&nbsp;&nbsp;**<u>Assets</u>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Investments in:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Communication services* | &nbsp;&nbsp;&nbsp;&nbsp;$3467296 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$3467296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Consumer discretionary* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12805583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12805583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Consumer staples* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Energy* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Financials* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19628328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19628328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Health care* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22658237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22658237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Industrials* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18237400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18237400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Information technology* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17632942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17632942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Materials* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Real estate* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Utilities* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Investment companies* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;127402334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127402334 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total assets** | &nbsp;&nbsp;**$127507926** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$127507926** |

---

Futures contracts are reported at their cumulative unrealized gains (losses) at measurement date as reported in the table following the Portfolio of Investments. All other assets and liabilities are reported at their market value at measurement date.

Additional sector, industry or geographic detail, if any, is included in the Portfolio of Investments.

As of November 30, 2022, $265,895 was segregated as cash collateral for open futures contracts.

For the nine months ended November 30, 2022, the Portfolio did not have any transfers into/out of Level 3.

------

Allspring Factor Enhanced U.S. Small Cap Equity Portfolio \| 33

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING MASTER TRUST

- **b. Investment Company Act file number:** 811-09689

- **c. CIK number of Registrant:** 0001087961

- **d. LEI of Registrant:** 549300RK07I40T8DF120

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

  - **Street Address 1:** 525 MARKET STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-222-8222

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

- **a. Name of Series:** Allspring Factor Enhanced U.S. Small Cap Equity Portfolio

- **b. EDGAR series identifier (if any):** S000057916

- **c. LEI of Series:** 549300JFCRSOQ3EX1006

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

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**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:** $128203071.49

**Total Liabilities:** $80666.82

**Net Assets:** $128122404.67

**Cash Not Reported:** $265963.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000188026 | -9.94%               | 11.26%               | 2.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13.72                   | $-11946141.91                              |
| Month 2  | $-21.22                  | $12299761.58                               |
| Month 3  | $-166205.26              | $3347893.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Energy Vault Holdings Inc                               | Energy Vault Holdings Inc                               | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |      9456 | NS      | $35365.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                                         | Cano Health Inc                                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11928 | NS      | $22663.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                  | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      7294 | NS      | $33771.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                       | Revolve Group Inc                                       | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2825 | NS      | $74636.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                              | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      2622 | NS      | $53252.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      4705 | NS      | $201797.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                        | MiMedx Group Inc                                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38195 | NS      | $124133.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                          | Astronics Corp                                          | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      3520 | NS      | $29568.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $32210.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                            | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      2268 | NS      | $112266.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                         | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     22646 | NS      | $125911.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | Equity Bancshares Inc                                   | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       294 | NS      | $10748.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                | KAR Auction Services Inc                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2496 | NS      | $34295.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                 | Stock Yards Bancorp Inc                                 | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       631 | NS      | $46706.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                     | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $43052.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                        | Sovos Brands Inc                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $8705.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                              | Ligand Pharmaceuticals Inc                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1588 | NS      | $115765.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4452 | NS      | $183244.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       317 | NS      | $7370.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                           | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       431 | NS      | $33187.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                 | US Physical Therapy Inc                                 | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       701 | NS      | $60573.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                          | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1427 | NS      | $38957.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                             | Masonite International Corp                             | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       841 | NS      | $63302.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1738 | NS      | $103689.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                     | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      7027 | NS      | $224442.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1534.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     10811 | NS      | $166273.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |      3385 | NS      | $34188.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      6853 | NS      | $124176.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                        | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     11943 | NS      | $223453.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      1588 | NS      | $33903.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                              | Sensient Technologies Corp                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1594 | NS      | $119087.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BancFirst Corp                                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1320 | NS      | $134560.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                             | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1521 | NS      | $167644.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10913 | NS      | $12331.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                     | Callon Petroleum Co                                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      3400 | NS      | $142528.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       257 | NS      | $10552.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4265 | NS      | $140403.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                    | BJ's Restaurants Inc                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       935 | NS      | $29994.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      1468 | NS      | $64034.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                  | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     12555 | NS      | $131576.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                           | Couchbase Inc                                           | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |       199 | NS      | $2706.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                                 | aka Brands Holding Corp                                 | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10886 | NS      | $19594.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     37138 | NS      | $150037.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                               | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2746 | NS      | $48137.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                     | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      5365 | NS      | $60785.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                    | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      7951 | NS      | $127772.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                         | 3D Systems Corp                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      1873 | NS      | $18992.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                                            | RumbleON Inc                                            | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |      3515 | NS      | $26819.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                       | Inter Parfums Inc                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $48693.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                               | Viad Corp                                               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       731 | NS      | $21644.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1614 | NS      | $36783.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                             | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3494 | NS      | $57860.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | Piper Sandler Cos                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       788 | NS      | $113204.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                              | Audacy Inc                                              | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111512 | NS      | $32015.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                         | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     13242 | NS      | $117059.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                         | Solo Brands Inc                                         | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16274 | NS      | $70791.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | Donegal Group Inc                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $40089.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                           | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      3351 | NS      | $107902.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1003 | NS      | $34914.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      4814 | NS      | $130218.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                   | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2248 | NS      | $116873.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                            | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2228 | NS      | $178930.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      5713 | NS      | $284221.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                      | LSB Industries Inc                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      3633 | NS      | $56057.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                               | DigitalOcean Holdings Inc                               | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      3230 | NS      | $96350.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                    | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3407 | NS      | $127012.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                               | Superior Group of Cos Inc                               | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       881 | NS      | $8810.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      3326 | NS      | $77196.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5903 | NS      | $46692.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      4987 | NS      | $82634.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                        | Krispy Kreme Inc                                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2677 | NS      | $41279.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                              | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2301 | NS      | $135920.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      5045 | NS      | $40006.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                          | Nature's Sunshine Products Inc                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6922 | NS      | $61605.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                              | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1321 | NS      | $121188.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                               | OppFi Inc                                               | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13016 | NS      | $32409.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                       | Universal Corp/VA                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1207 | NS      | $68690.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                | Enochian Biosciences Inc                                | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     36268 | NS      | $54583.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                      | Evolent Health Inc                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      5889 | NS      | $169544.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                                | Revance Therapeutics Inc                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      3830 | NS      | $83149.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                             | USCB Financial Holdings Inc                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3479 | NS      | $46201.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                         | Altus Power Inc                                         | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      2704 | NS      | $19333.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                              | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2764 | NS      | $203485.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1368 | NS      | $118208.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                              | ServisFirst Bancshares Inc                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $119113.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                          | Kulicke & Soffa Industries Inc                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2616 | NS      | $125437.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                          | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      6520 | NS      | $55811.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                                    | LiveVox Holdings Inc                                    | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |     15730 | NS      | $35549.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       832 | NS      | $7537.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1628 | NS      | $72999.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                            | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      3373 | NS      | $63210.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                         | Ranger Oil Corp                                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      1017 | NS      | $44310.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      2244 | NS      | $17525.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | Lexicon Pharmaceuticals Inc                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8160 | NS      | $17462.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                 | Mirion Technologies Inc                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      9334 | NS      | $59550.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                              | R1 RCM Inc                                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4525 | NS      | $40951.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     15703 | NS      | $174303.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                   | Lancaster Colony Corp                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       536 | NS      | $111027.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                        | DHT Holdings Inc                                        | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      3477 | NS      | $35222.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                             | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3014 | NS      | $372831.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                           | Janus International Group Inc                           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $14388.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      8337 | NS      | $145063.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                           | Rallybio Corp                                           | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $5794.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $20679.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                 | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1922 | NS      | $77668.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                    | Simulations Plus Inc                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $59992.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                     | Payoneer Global Inc                                     | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6425 | NS      | $34695.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                   | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2764 | NS      | $105916.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $49924.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                        | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      2344 | NS      | $99830.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                       | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       841 | NS      | $13262.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                              | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3648 | NS      | $88865.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech Inc                                   | Thorne HealthTech Inc                                   | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |      5947 | NS      | $28545.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $22781.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      3589 | NS      | $70380.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1182 | NS      | $46180.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      5508 | NS      | $154334.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                       | Tanger Factory Outlet Centers Inc                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |      6495 | NS      | $126327.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                      | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1564 | NS      | $67955.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                      | Cadre Holdings Inc                                      | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       667 | NS      | $17301.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                               | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8640 | NS      | $95472.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5007 | NS      | $187011.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2124 | NS      | $160531.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                             | SI-BONE Inc                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       540 | NS      | $6631.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                     | Energy Recovery Inc                                     | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      3318 | NS      | $76911.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                       | Brightsphere Investment Group Inc                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      4464 | NS      | $90887.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc                | Consolidated Communications Holdings Inc                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      3395 | NS      | $15684.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                           | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1208 | NS      | $63637.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                                    | Gelesis Holdings Inc                                    | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25401 | NS      | $9398.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                          | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      8259 | NS      | $84159.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                             | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      6021 | NS      | $123490.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | Xponential Fitness Inc                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $28538.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                        | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5022 | NS      | $93911.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                            | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     11569 | NS      | $154561.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                                     | Duluth Holdings Inc                                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     12370 | NS      | $108361.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |       706 | NS      | $20839.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                              | One Liberty Properties Inc                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      4748 | NS      | $113192.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                 | European Wax Center Inc                                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $8105.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                            | Hydrofarm Holdings Group Inc                            | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |      1804 | NS      | $4528.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                              | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       640 | NS      | $60377.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      8533 | NS      | $163065.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2055 | NS      | $89454.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                              | Inogen Inc                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      3614 | NS      | $80664.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $32895.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                            | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1261 | NS      | $65080.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                  | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       879 | NS      | $24796.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                             | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2120 | NS      | $170787.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                             | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4133 | NS      | $143043.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                           | Intercept Pharmaceuticals Inc                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      9213 | NS      | $137365.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2793 | NS      | $55748.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | Nicolet Bankshares Inc                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $8602.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                           | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     14754 | NS      | $165539.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $166115.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       231 | NS      | $8200.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      3251 | NS      | $185502.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6274 | NS      | $106595.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                           | Synaptics Inc                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1882 | NS      | $199435.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                           | Inspirato Inc                                           | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4270 | NS      | $7942.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                        | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5822 | NS      | $357820.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                 | Caribou Biosciences Inc                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $6153.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | Verve Therapeutics Inc                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $2903.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                            | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1281 | NS      | $172345.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                             | Trinseo PLC                                             | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      1569 | NS      | $38675.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                              | Alpine Immune Sciences Inc                              | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      4453 | NS      | $27964.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                  | National Beverage Corp                                  | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2415 | NS      | $124444.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                           | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1837 | NS      | $27904.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc                        | American National Bankshares Inc                        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |       942 | NS      | $36332.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      2531 | NS      | $150265.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                  | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2103 | NS      | $104813.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                             | StoneCo Ltd                                             | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     10782 | NS      | $125933.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      2685 | NS      | $62318.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                             | Enovix Corp                                             | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      2563 | NS      | $33447.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                 | SkyWater Technology Inc                                 | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1714 | NS      | $16917.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                     | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      1847 | NS      | $94233.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                              | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       263 | NS      | $129343.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                   | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7087 | NS      | $131392.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                               | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      5888 | NS      | $69890.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2754 | NS      | $127124.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4034 | NS      | $124852.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                   | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1191 | NS      | $25213.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                  | Anika Therapeutics Inc                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      2036 | NS      | $64215.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                            | Associated Capital Group Inc                            | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |       480 | NS      | $19416.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                  | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $42800.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                                | ATI Physical Therapy Inc                                | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2810 | NS      | $1113.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                    | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1373 | NS      | $163112.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2798 | NS      | $191551.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                       | Hamilton Lane Inc                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       527 | NS      | $38934.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                            | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      1084 | NS      | $55446.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVA PHARMACEUTICALS INC                                | DOVA PHARMACEUTICALS INC                                | CUSIP: 259CVR017<br>LEI: N/A                  | N/A              | DE               |  | US        |      2458 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                  | Pacira BioSciences Inc                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2363 | NS      | $114014.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                         | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      3409 | NS      | $92520.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | Urban One Inc                                           | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      7604 | NS      | $33457.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                          | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       318 | NS      | $13464.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                            | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2894 | NS      | $88961.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 DEC22                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        40 | NC      | $82701.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                      | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1167 | NS      | $180593.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                      | 23andMe Holding Co                                      | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $6270.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                          | Adicet Bio Inc                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      3856 | NS      | $70102.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                                               | Edgio Inc                                               | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      6236 | NS      | $8979.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6635 | NS      | $61639.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                              | Cutera Inc                                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      1856 | NS      | $88308.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2149 | NS      | $95007.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                               | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3944 | NS      | $91619.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $116728.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                   | Cinemark Holdings Inc                                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      5937 | NS      | $80802.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7698 | NS      | $67742.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5377 | NS      | $43231.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                            | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     19879 | NS      | $333370.83    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                              | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5128 | NS      | $235426.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                 | Target Hospitality Corp                                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4043 | NS      | $58461.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                             | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     12860 | NS      | $40509.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                | Madison Square Garden Entertainment Corp                | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $9575.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                     | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |       879 | NS      | $12886.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                                     | Sterling Check Corp                                     | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       375 | NS      | $5452.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                    | UFP Technologies Inc                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      1345 | NS      | $161467.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | Redwood Trust Inc                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |      5490 | NS      | $43371.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                               | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3455 | NS      | $37003.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                        | IES Holdings Inc                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       247 | NS      | $8353.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                       | Cambridge Bancorp                                       | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $13603.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $56526.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                        | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       717 | NS      | $14089.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                   | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2834 | NS      | $91453.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                            | AtriCure Inc                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $148662.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                     | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       530 | NS      | $38319.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2580 | NS      | $232793.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2852 | NS      | $74836.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | Myriad Genetics Inc                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      6960 | NS      | $141009.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5719 | NS      | $165679.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                        | Priority Technology Holdings Inc                        | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |       855 | NS      | $5095.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                             | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $12828.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                             | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        48 | NS      | $1078.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                                 | AbCellera Biologics Inc                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     15920 | NS      | $204890.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                   | First Bancorp Inc/The                                   | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $4936.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | Harmonic Inc                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      4197 | NS      | $64381.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                 | Cushman & Wakefield PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6892 | NS      | $78706.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                  | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     17974 | NS      | $182615.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                      | Calavo Growers Inc                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $37651.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                   | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3026 | NS      | $104971.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |      4863 | NS      | $65164.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                                 | DZS Inc                                                 | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |      2270 | NS      | $26831.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                   | Vivint Smart Home Inc                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5883 | NS      | $54594.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                   | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1721 | NS      | $37793.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                 | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1883 | NS      | $129343.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                 | 8x8 Inc                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     13919 | NS      | $59573.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                             | Groupon Inc                                             | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     12215 | NS      | $101750.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      1159 | NS      | $20409.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                              | Vicor Corp                                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1342 | NS      | $72454.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                           | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3287 | NS      | $120304.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | Multiplan Corp                                          | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22782 | NS      | $33945.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                  | Lyell Immunopharma Inc                                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $6643.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $11187.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                              | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      5660 | NS      | $194307.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                            | Oil States International Inc                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       110 | NS      | $742.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                 | ExlService Holdings Inc                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2072 | NS      | $387878.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                       | Diamond Hill Investment Group Inc                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        51 | NS      | $9075.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                                   | Mesa Laboratories Inc                                   | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        96 | NS      | $16240.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                  | Silvercrest Asset Management Group Inc                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $58797.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1801 | NS      | $112832.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      7825 | NS      | $84118.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                | Theravance Biopharma Inc                                | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     10695 | NS      | $115078.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9614 | NS      | $185550.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | Park National Corp                                      | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       827 | NS      | $125149.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                        | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      3858 | NS      | $42399.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR Real Estate Finance Trust Inc                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |      2707 | NS      | $44800.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      3513 | NS      | $17705.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                         | Ring Energy Inc                                         | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      3890 | NS      | $10503.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $47275.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                  | Blade Air Mobility Inc                                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1135 | NS      | $5584.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1099 | NS      | $53312.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                             | Marqeta Inc                                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13553 | NS      | $90669.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                 | Methode Electronics Inc                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      2553 | NS      | $116621.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3933 | NS      | $91874.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                                    | Avid Bioservices Inc                                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      7616 | NS      | $119266.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                      | Investors Title Co                                      | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $28865.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                       | Rimini Street Inc                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     13227 | NS      | $55553.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                         | OptimizeRx Corp                                         | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $16872.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                               | Trean Insurance Group Inc                               | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7754 | NS      | $21401.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                      | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       174 | NS      | $2580.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | Chinook Therapeutics Inc                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      3239 | NS      | $73363.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                    | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |       347 | NS      | $6481.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                       | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      1358 | NS      | $29536.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                     | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      4599 | NS      | $13521.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                              | Geron Corp                                              | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     37333 | NS      | $86612.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                            | Eagle Pharmaceuticals Inc/DE                            | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      4502 | NS      | $163512.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                  | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9242 | NS      | $192233.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                          | API Group Corp                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      6171 | NS      | $118606.62    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cantaloupe Inc                                          | Cantaloupe Inc                                          | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      3527 | NS      | $12803.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                             | TrueCar Inc                                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     19100 | NS      | $47559.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                           | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |       307 | NS      | $7696.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                  | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2446 | NS      | $196854.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      3035 | NS      | $72324.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                                            | Enfusion Inc                                            | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1201 | NS      | $11469.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                               | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3119 | NS      | $224568.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3548 | NS      | $285401.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                          | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      3400 | NS      | $125290.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                             | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      1425 | NS      | $97584.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                             | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      2368 | NS      | $92067.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                           | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $107207.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                      | Easterly Government Properties Inc                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |      1199 | NS      | $18992.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                        | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3136 | NS      | $100947.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      7320 | NS      | $180072.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      5114 | NS      | $57174.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1833 | NS      | $199888.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                             | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1606 | NS      | $66809.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                      | Cohen & Steers Inc                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |        19 | NS      | $1258.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                       | NL Industries Inc                                       | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10572 | NS      | $71889.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                               | Build-A-Bear Workshop Inc                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      4920 | NS      | $116850.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                            | Gentherm Inc                                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1416 | NS      | $101371.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      5380 | NS      | $220741.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc                                   | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2111 | NS      | $97507.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                                        | MeridianLink Inc                                        | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $13681.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      2318 | NS      | $83030.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                     | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      3444 | NS      | $96707.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                      | PetMed Express Inc                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      2966 | NS      | $58726.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                            | Broadmark Realty Capital Inc                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |      5794 | NS      | $23581.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                  | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1799 | NS      | $69063.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                          | Blue Bird Corp                                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      4262 | NS      | $50334.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                                    | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1555 | NS      | $99255.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                    | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4790 | NS      | $215837.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                       | Helen of Troy Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       480 | NS      | $47299.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6633 | NS      | $163039.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                | Franklin Electric Co Inc                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2028 | NS      | $168932.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                  | Seres Therapeutics Inc                                  | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |      6840 | NS      | $44460.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                           | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      8417 | NS      | $73901.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                           | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      3010 | NS      | $39972.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5529 | NS      | $111298.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                        | SecureWorks Corp                                        | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10394 | NS      | $74628.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                                     | Franchise Group Inc                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |       667 | NS      | $17375.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | Saul Centers Inc                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       446 | NS      | $19222.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                             | eHealth Inc                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      3284 | NS      | $11691.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                        | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $60679.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                             | Tootsie Roll Industries Inc                             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      1649 | NS      | $74122.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                              | Cardiovascular Systems Inc                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      3179 | NS      | $44537.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                     | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1454 | NS      | $192640.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                | IDT Corp                                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2631 | NS      | $73536.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                | Granite Construction Inc                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1301 | NS      | $46862.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                              | AirSculpt Technologies Inc                              | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9027 | NS      | $32316.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services Inc                         | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2770 | NS      | $77643.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                                 | Senseonics Holdings Inc                                 | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     28934 | NS      | $32116.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                            | Balchem Corp                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1085 | NS      | $152768.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                               | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      2820 | NS      | $30766.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                              | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       551 | NS      | $31263.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                             | Arteris Inc                                             | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3893 | NS      | $19270.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                         | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      9207 | NS      | $89584.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                    | Universal Health Realty Income Trust                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      1288 | NS      | $67607.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                        | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1479 | NS      | $74201.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                          | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1323 | NS      | $58145.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                          | QuinStreet Inc                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      4264 | NS      | $60676.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                       | Bristow Group Inc                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1109 | NS      | $28834.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                             | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       360 | NS      | $10944.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                       | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       252 | NS      | $32298.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                            | Collegium Pharmaceutical Inc                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1961 | NS      | $42887.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | Supernus Pharmaceuticals Inc                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3780 | NS      | $138801.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                           | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5410 | NS      | $307233.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                      | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9290 | NS      | $245256.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                 | Y-mAbs Therapeutics Inc                                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $7594.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                             | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |        48 | NS      | $3096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                               | Unifi Inc                                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |       624 | NS      | $5466.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4381 | NS      | $256682.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                          | Telephone and Data Systems Inc                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2101 | NS      | $22144.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                          | Clearfield Inc                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      1142 | NS      | $150310.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                   | Farmland Partners Inc                                   | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      4856 | NS      | $64487.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                          | AnaptysBio Inc                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       880 | NS      | $24314.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                          | Value Line Inc                                          | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $33320.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      6965 | NS      | $84415.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                       | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      2463 | NS      | $68890.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                            | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1419 | NS      | $146738.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                               | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3828 | NS      | $173714.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $45472.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                        | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      8228 | NS      | $112065.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                              | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2715 | NS      | $334813.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality Inc/The                           | ONE Group Hospitality Inc/The                           | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |     14258 | NS      | $93960.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp Inc                                     | Triumph Bancorp Inc                                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1079 | NS      | $64481.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      2614 | NS      | $22192.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                              | Intapp Inc                                              | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $22717.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                          | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1626 | NS      | $150632.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                | Southside Bancshares Inc                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2350 | NS      | $85399.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                             | Tiptree Inc                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $3744.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5040 | NS      | $106696.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                      | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      1493 | NS      | $71977.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      6663 | NS      | $98079.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                           | Frontdoor Inc                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      4671 | NS      | $109161.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1807 | NS      | $132959.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                         | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      5226 | NS      | $271752.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                  | Energizer Holdings Inc                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1612 | NS      | $54953.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                             | KnowBe4 Inc                                             | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $4567.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                     | BRT Apartments Corp                                     | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      1794 | NS      | $37010.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                                         | EngageSmart Inc                                         | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1485 | NS      | $25200.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1109 | NS      | $72240.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                             | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1750 | NS      | $123025.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                            | Appfolio Inc                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       728 | NS      | $83057.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                 | Lifecore Biomedical Inc                                 | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      7115 | NS      | $60548.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4672 | NS      | $86151.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                        | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9289 | NS      | $32047.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                            | Precigen Inc                                            | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      4056 | NS      | $7381.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                       | Alpha Teknova Inc                                       | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6830 | NS      | $32237.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       696 | NS      | $73845.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3844 | NS      | $39746.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                       | GCM Grosvenor Inc                                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9769 | NS      | $85674.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                     | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1285 | NS      | $160702.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                             | Aemetis Inc                                             | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |      1310 | NS      | $7218.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      7442 | NS      | $174738.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                        | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       314 | NS      | $8879.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       567 | NS      | $13619.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | Trustmark Corp                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1911 | NS      | $69904.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                              | PFSweb Inc                                              | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2991 | NS      | $33409.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                       | Tattooed Chef Inc                                       | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |      2072 | NS      | $3128.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2618 | NS      | $138439.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                            | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      3794 | NS      | $147358.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                          | Allied Motion Technologies Inc                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       615 | NS      | $21795.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                          | Evoqua Water Technologies Corp                          | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      5863 | NS      | $254981.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                         | Porch Group Inc                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      5043 | NS      | $10287.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc                                   | Lightning eMotors Inc                                   | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |      2058 | NS      | $1403.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                           | PagerDuty Inc                                           | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      3308 | NS      | $73569.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4982 | NS      | $176562.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                | Phillips Edison & Co Inc                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      7590 | NS      | $244625.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                             | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       614 | NS      | $115198.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                      | Arcturus Therapeutics Holdings Inc                      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1127 | NS      | $20781.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                               | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       333 | NS      | $18328.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                               | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2446 | NS      | $125871.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       793 | NS      | $153318.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1702 | NS      | $68267.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                          | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      3146 | NS      | $116244.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                   | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1551 | NS      | $104475.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | Dorian LPG Ltd                                          | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      3980 | NS      | $77490.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                               | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      8294 | NS      | $474914.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                 | Dream Finders Homes Inc                                 | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $9298.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                         | Marcus Corp/The                                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      5554 | NS      | $90196.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                           | Papa John's International Inc                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2173 | NS      | $180923.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                              | Cheesecake Factory Inc/The                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2210 | NS      | $77438.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                   | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1194 | NS      | $134754.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                             | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1569 | NS      | $129991.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      9176 | NS      | $230042.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                         | Franklin Street Properties Corp                         | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     27043 | NS      | $78965.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                        | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23574 | NS      | $183641.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                              | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      5528 | NS      | $293536.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                          | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1556 | NS      | $92971.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                             | Pediatrix Medical Group Inc                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6764 | NS      | $108088.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                    | Innovative Industrial Properties Inc                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      1242 | NS      | $150542.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                  | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       733 | NS      | $49367.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | Gogo Inc                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      3257 | NS      | $51102.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                             | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      3724 | NS      | $185939.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                              | Kadant Inc                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       773 | NS      | $149219.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                     | Designer Brands Inc                                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2750 | NS      | $42075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                     | Avaya Holdings Corp                                     | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     87025 | NS      | $84066.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                          | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1109 | NS      | $23998.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                                  | Snap One Holdings Corp                                  | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |       511 | NS      | $4144.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                        | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1553 | NS      | $157582.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      5532 | NS      | $94154.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                 | Artesian Resources Corp                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1856 | NS      | $101263.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1107 | NS      | $30365.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                         | CompoSecure Inc                                         | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12781 | NS      | $64032.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                 | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3758 | NS      | $99323.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2109 | NS      | $21743.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                              | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     13926 | NS      | $131043.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                            | Madrigal Pharmaceuticals Inc                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       950 | NS      | $66604.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                     | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $64899.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     10351 | NS      | $185800.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                          | ALLSPRING GOVERNMENT MONEY MAR                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6194495 | NS      | $6194495.46   | 4.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                            | Lindsay Corp                                            | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       614 | NS      | $108364.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                     | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |      2692 | NS      | $41402.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8093 | NS      | $126250.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                             | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1252 | NS      | $302445.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      1096 | NS      | $107769.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      2425 | NS      | $142202.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                                           | FTC Solar Inc                                           | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |      4517 | NS      | $9576.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      1675 | NS      | $8944.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                               | Hovnanian Enterprises Inc                               | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       247 | NS      | $11858.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                    | Pactiv Evergreen Inc                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      2417 | NS      | $28133.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                       | PROS Holdings Inc                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      2443 | NS      | $58192.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2650 | NS      | $44970.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                | Atlanticus Holdings Corp                                | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1137 | NS      | $32745.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      2626 | NS      | $42698.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                    | Applied Digital Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9283 | NS      | $18101.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                         | Sculptor Capital Management Inc                         | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      5594 | NS      | $56219.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                     | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1770 | NS      | $19416.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                        | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4182 | NS      | $93300.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BM Technologies Inc                                     | BM Technologies Inc                                     | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1787 | NS      | $9506.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                        | Babcock & Wilcox Enterprises Inc                        | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      8077 | NS      | $36831.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                               | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      9222 | NS      | $74052.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                           | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     20677 | NS      | $116204.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                  | Arbutus Biopharma Corp                                  | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      1000 | NS      | $2350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                            | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     29544 | NS      | $357777.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                | CTS Corp                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2094 | NS      | $88995.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                                      | Albireo Pharma Inc                                      | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      1000 | NS      | $22080.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1810 | NS      | $43765.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                         | Peoples Financial Services Corp                         | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1142 | NS      | $65025.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                           | Marathon Digital Holdings Inc                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      4720 | NS      | $29830.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                            | Archrock Inc                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3171 | NS      | $27619.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                              | InvenTrust Properties Corp                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      4761 | NS      | $122405.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc                                       | PDL BioPharma Inc                                       | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     91928 | NS      | $225223.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionX Corp                                          | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      6969 | NS      | $214923.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                              | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      7689 | NS      | $119794.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                       | IBEX Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3798 | NS      | $98026.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1171 | NS      | $48748.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                              | Inspired Entertainment Inc                              | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      3202 | NS      | $39192.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                 | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |      8649 | NS      | $129129.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                               | C3.ai Inc                                               | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |       101 | NS      | $1314.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                    | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       176 | NS      | $4239.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       118 | NS      | $4584.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      7152 | NS      | $110283.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                               | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       851 | NS      | $10560.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                | Destination XL Group Inc                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15684 | NS      | $104455.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                        | I3 Verticals Inc                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1663 | NS      | $43720.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                          | NV5 Global Inc                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $51301.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC WAR IND                                             | ESC WAR IND                                             | CUSIP: 848ESC018<br>LEI: N/A                  | Long             | EC               |  | US        |      6981 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProPetro Holding Corp                                   | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8186 | NS      | $89882.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                       | Five Star Bancorp                                       | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1484 | NS      | $40068.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                               | Canoo Inc                                               | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |     14376 | NS      | $19263.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                             | Express Inc                                             | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56803 | NS      | $80660.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                     | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1122 | NS      | $123734.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3074 | NS      | $270050.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                                     | Shyft Group Inc/The                                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      4877 | NS      | $119632.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                              | N-able Inc                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7905 | NS      | $88773.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                           | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1871 | NS      | $221807.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                            | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      6134 | NS      | $23799.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $39460.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                            | Veritone Inc                                            | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |      1355 | NS      | $9132.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings Inc                      | Lulu's Fashion Lounge Holdings Inc                      | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7073 | NS      | $27231.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                 | ANI Pharmaceuticals Inc                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        72 | NS      | $3020.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | Computer Programs and Systems Inc                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      3542 | NS      | $104843.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                                | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      1766 | NS      | $41659.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                 | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1494 | NS      | $189379.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      2845 | NS      | $21735.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       338 | NS      | $4735.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                              | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6745 | NS      | $67584.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                                          | Celularity Inc                                          | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14443 | NS      | $24697.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                              | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1053 | NS      | $64338.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | Nelnet Inc                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       840 | NS      | $82773.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                      | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1708 | NS      | $167981.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                 | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1922 | NS      | $92563.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                   | CRA International Inc                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $170468.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                              | Fisker Inc                                              | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      5693 | NS      | $44063.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1012 | NS      | $41411.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI Hospitality Holdings Inc                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       700 | NS      | $63714.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                    | OrthoPediatrics Corp                                    | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |       682 | NS      | $30001.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                              | Oncology Institute Inc/The                              | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10685 | NS      | $15065.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1115 | NS      | $95354.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                              | Summit Financial Group Inc                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2853 | NS      | $80911.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      6512 | NS      | $35685.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      2407 | NS      | $54879.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                  | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      7054 | NS      | $147710.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                              | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3258 | NS      | $177202.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                            | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1848 | NS      | $292815.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                              | Huron Consulting Group Inc                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2162 | NS      | $168333.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc                                      | Rocket Lab USA Inc                                      | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2836 | NS      | $11882.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                    | Vita Coco Co Inc/The                                    | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      5025 | NS      | $59496.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                            | Momentus Inc                                            | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14712 | NS      | $15888.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                                    | Biglari Holdings Inc                                    | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       756 | NS      | $108758.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                           | Materion Corp                                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1319 | NS      | $106258.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                              | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1875 | NS      | $82537.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       399 | NS      | $86978.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                           | Amphastar Pharmaceuticals Inc                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      6664 | NS      | $196521.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                             | Harsco Corp                                             | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      3006 | NS      | $22484.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1389 | NS      | $136108.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     24989 | NS      | $133941.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                              | Grid Dynamics Holdings Inc                              | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $36793.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                      | NuScale Power Corp                                      | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7643 | NS      | $83308.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | Farmers National Banc Corp                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $21735.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                              | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      1613 | NS      | $75343.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                            | Wingstop Inc                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       944 | NS      | $156241.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1959 | NS      | $114425.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                            | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |      2759 | NS      | $10180.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                            | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      6697 | NS      | $117264.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                | Weave Communications Inc                                | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $1288.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                              | Standex International Corp                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       975 | NS      | $102423.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      2369 | NS      | $216834.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                       | STAAR Surgical Co                                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2275 | NS      | $129925.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1905 | NS      | $70942.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                 | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $66563.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                  | American Vanguard Corp                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      2813 | NS      | $64699.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                            | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       915 | NS      | $24915.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                               | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2824 | NS      | $209258.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                   | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      6967 | NS      | $42916.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                          | Globalstar Inc                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     16342 | NS      | $31049.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                      | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4260 | NS      | $114594.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                           | Recursion Pharmaceuticals Inc                           | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $6918.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                            | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     14554 | NS      | $14408.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                | Celldex Therapeutics Inc                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       591 | NS      | $21920.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                  | Montauk Renewables Inc                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8195 | NS      | $98913.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                                    | Cassava Sciences Inc                                    | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       601 | NS      | $20932.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                              | Amneal Pharmaceuticals Inc                              | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     69470 | NS      | $177843.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       898 | NS      | $218743.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3340 | NS      | $122644.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WesBanco Inc                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2984 | NS      | $120702.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                | Simply Good Foods Co/The                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4965 | NS      | $198103.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      2821 | NS      | $36926.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                            | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $4714.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                           | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     11070 | NS      | $57453.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5016 | NS      | $6420.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc                                  | Vicarious Surgical Inc                                  | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $5610.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      4939 | NS      | $61490.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3169 | NS      | $226995.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                              | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6714 | NS      | $225657.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |      5579 | NS      | $68956.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                   | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1300 | NS      | $140881.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                          | Kennametal Inc                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      4523 | NS      | $119497.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                           | Blackline Inc                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       579 | NS      | $39192.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC BRIGGS + STRATTON                                   | ESC BRIGGS + STRATTON                                   | CUSIP: 109ESC012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1723 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $6565.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      3231 | NS      | $165039.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                               | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       787 | NS      | $23051.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc                                  | Charge Enterprises Inc                                  | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38368 | NS      | $81340.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                               | Gladstone Commercial Corp                               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |      1075 | NS      | $20414.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      2051 | NS      | $63498.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                              | PepGen Inc                                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $7076.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd                              | Cenntro Electric Group Ltd                              | CUSIP: 000000000<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               | CORP              | AU        |     29299 | NS      | $18282.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      6474 | NS      | $104878.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                       | AngioDynamics Inc                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3033 | NS      | $39277.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                       | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      8025 | NS      | $170852.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                      | Middlesex Water Co                                      | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $51023.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                    | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $65444.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2958 | NS      | $80901.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                  | Insteel Industries Inc                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      1033 | NS      | $30463.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | Alpha & Omega Semiconductor Ltd                         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      5357 | NS      | $187923.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                        | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      3211 | NS      | $4784.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2602 | NS      | $113941.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                            | Denny's Corp                                            | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      2707 | NS      | $33945.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                       | Joby Aviation Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6553 | NS      | $26998.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                            | Invesco Mortgage Capital Inc                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      4591 | NS      | $60279.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                  | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1355 | NS      | $75785.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | Zurn Elkay Water Solutions Corp                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5657 | NS      | $136955.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1654 | NS      | $63827.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | Brightcove Inc                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      5511 | NS      | $30475.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                      | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3227 | NS      | $35851.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                            | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3297 | NS      | $71149.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                                  | Altair Engineering Inc                                  | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      2425 | NS      | $118994.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                 | Denali Therapeutics Inc                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      3242 | NS      | $103452.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                            | Textainer Group Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |       356 | NS      | $10850.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                              | Organogenesis Holdings Inc                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     12166 | NS      | $33334.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                         | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1652 | NS      | $255894.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                        | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      3022 | NS      | $68992.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                     | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      9082 | NS      | $68024.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                | Rackspace Technology Inc                                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $13024.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                                | American Software Inc/GA                                | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6964 | NS      | $103136.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                   | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       807 | NS      | $38259.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                      | Everi Holdings Inc                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      7744 | NS      | $129479.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | Innovage Holding Corp                                   | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $5968.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |      3345 | NS      | $32212.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                          | Lands' End Inc                                          | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      4088 | NS      | $47257.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4002 | NS      | $67353.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                           | CSG Systems International Inc                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4083 | NS      | $252492.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                                     | Leafly Holdings Inc                                     | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29986 | NS      | $21161.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                  | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      2003 | NS      | $51997.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | Bank First Corp                                         | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $30789.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                                              | Cepton Inc                                              | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17948 | NS      | $24409.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      2445 | NS      | $158925.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1610 | NS      | $113199.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2153 | NS      | $76711.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                   | Cytek Biosciences Inc                                   | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      4843 | NS      | $62426.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                             | OneSpan Inc                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      1687 | NS      | $21205.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4650 | NS      | $139360.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                       | Universal Technical Institute Inc                       | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     15374 | NS      | $111307.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                            | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      3030 | NS      | $167771.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                     | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      4117 | NS      | $87445.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                 | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |       753 | NS      | $662.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | Nkarta Inc                                              | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $4901.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                 | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      6543 | NS      | $179605.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                      | LTC Properties Inc                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      2645 | NS      | $103922.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                               | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2498 | NS      | $178107.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | Sana Biotechnology Inc                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       703 | NS      | $3507.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                          | Cleanspark Inc                                          | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     28409 | NS      | $63920.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                             | Two Harbors Investment Corp                             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |      8942 | NS      | $146648.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      4968 | NS      | $137961.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                         | CBL & Associates Properties Inc                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      2458 | NS      | $74969.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                      | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       449 | NS      | $45393.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                 | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1396 | NS      | $68543.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2026 | NS      | $25284.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                               | IMAX Corp                                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      4520 | NS      | $76342.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                            | Adtalem Global Education Inc                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       854 | NS      | $35526.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | Bar Harbor Bankshares                                   | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $37292.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                           | MYR Group Inc                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       851 | NS      | $81296.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      2893 | NS      | $20598.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                          | Perficient Inc                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      2789 | NS      | $198158.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                | Golden Entertainment Inc                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      2771 | NS      | $122783.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                    | Gulfport Energy Corp                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        37 | NS      | $3000.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                           | REV Group Inc                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      7773 | NS      | $107966.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                              | Kaman Corp                                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1765 | NS      | $35953.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                           | SomaLogic Inc                                           | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     17467 | NS      | $48907.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                       | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      3623 | NS      | $104740.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                             | Identiv Inc                                             | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      5387 | NS      | $44981.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                                       | Paya Holdings Inc                                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5617 | NS      | $52294.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      1532 | NS      | $71238.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1089 | NS      | $22716.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                           | Crawford & Co                                           | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      3432 | NS      | $21724.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Co Inc                               | AdTheorent Holding Co Inc                               | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       865 | NS      | $1669.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                       | Cerevel Therapeutics Holdings Inc                       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       457 | NS      | $13234.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                            | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1416 | NS      | $131758.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4077 | NS      | $117702.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                   | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1828 | NS      | $113098.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        65 | NS      | $2094.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                      | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      6302 | NS      | $247857.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         7 | NS      | $206.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2106 | NS      | $190803.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                 | Titan International Inc                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     10711 | NS      | $153488.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                         | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1131 | NS      | $46506.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                                  | Full House Resorts Inc                                  | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      1477 | NS      | $11299.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                            | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      5033 | NS      | $332630.97    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                            | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5519 | NS      | $237924.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                          | Brookfield Infrastructure Corp                          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4067 | NS      | $190660.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                             | ThredUp Inc                                             | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      2115 | NS      | $2643.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                              | Republic First Bancorp Inc                              | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6725 | NS      | $17148.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                     | Park Aerospace Corp                                     | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      3299 | NS      | $43645.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                   | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1260 | NS      | $87444.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                               | International Seaways Inc                               | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |        95 | NS      | $4092.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                    | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1932 | NS      | $57573.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                    | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      1712 | NS      | $16811.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2725 | NS      | $261927.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                           | EverQuote Inc                                           | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6747 | NS      | $72867.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2087 | NS      | $121859.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                 | Axsome Therapeutics Inc                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      1936 | NS      | $139953.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                     | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     10598 | NS      | $149749.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                        | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1432 | NS      | $110278.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                          | Eventbrite Inc                                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      1700 | NS      | $12393.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                            | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     12211 | NS      | $134198.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc                                   | Akoya Biosciences Inc                                   | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $1687.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                       | TTEC Holdings Inc                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       609 | NS      | $29201.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                            | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3055 | NS      | $150397.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                  | First Bank/Hamilton NJ                                  | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      5552 | NS      | $85167.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                              | E2open Parent Holdings Inc                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1089 | NS      | $6414.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                                     | Riot Blockchain Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      6527 | NS      | $30350.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc                        | Radius Global Infrastructure Inc                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |       342 | NS      | $4329.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                       | Mitek Systems Inc                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      1165 | NS      | $11917.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |       854 | NS      | $13040.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                            | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |      1593 | NS      | $32975.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                               | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2744 | NS      | $136267.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       909 | NS      | $38914.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      9484 | NS      | $160943.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                            | Intra-Cellular Therapies Inc                            | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4104 | NS      | $222518.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                       | Sun Country Airlines Holdings Inc                       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1488 | NS      | $30057.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                          | Quantum-Si Inc                                          | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6864 | NS      | $16336.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                      | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3733 | NS      | $71598.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5864 | NS      | $92944.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4391 | NS      | $174630.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4899 | NS      | $188023.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                            | Sinclair Broadcast Group Inc                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      7938 | NS      | $147329.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                 | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4207 | NS      | $128355.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                            | Inseego Corp                                            | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     13506 | NS      | $17152.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      6106 | NS      | $182325.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |      3616 | NS      | $71452.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                               | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       460 | NS      | $51865.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                        | ContextLogic Inc                                        | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     34857 | NS      | $25574.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                              | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       427 | NS      | $3497.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                | RLI Corp                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1523 | NS      | $198096.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                 | Sterling Bancorp Inc/MI                                 | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1721 | NS      | $11083.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       961 | NS      | $74708.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                  | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       331 | NS      | $5779.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                 | BRC Inc                                                 | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $6922.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                              | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8849 | NS      | $203880.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       875 | NS      | $82258.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                            | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       419 | NS      | $3125.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                     | Texas Roadhouse Inc                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2403 | NS      | $238665.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                            | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1814 | NS      | $90899.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                   | Pennant Group Inc/The                                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      4317 | NS      | $44637.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1470 | NS      | $98343.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |        27 | NS      | $5691.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                        | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1102 | NS      | $28729.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                              | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3069 | NS      | $283053.87    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                           | Urstadt Biddle Properties Inc                           | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |      4754 | NS      | $90944.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                                 | Quotient Technology Inc                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     19051 | NS      | $56200.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                              | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      6104 | NS      | $78802.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                                | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      1340 | NS      | $25446.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2683 | NS      | $78289.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                        | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1083 | NS      | $125433.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                      | ADMA Biologics Inc                                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34412 | NS      | $114936.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                  | Velocity Financial Inc                                  | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $41676.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      9929 | NS      | $110211.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                   | Fate Therapeutics Inc                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      1872 | NS      | $38975.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      5094 | NS      | $84815.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                 | Tompkins Financial Corp                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       424 | NS      | $35420.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | Alexander & Baldwin Inc                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      6241 | NS      | $123259.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                    | Cracker Barrel Old Country Store Inc                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1047 | NS      | $120195.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                      | Compass Minerals International Inc                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1432 | NS      | $63509.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                 | Accel Entertainment Inc                                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4833 | NS      | $41322.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                    | Dycom Industries Inc                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1620 | NS      | $147646.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      3708 | NS      | $148653.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                    | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      1559 | NS      | $20734.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                    | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2018 | NS      | $78540.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                             | Tricida Inc                                             | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |      6980 | NS      | $1675.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3072 | NS      | $245329.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                           | National Health Investors Inc                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |      2157 | NS      | $121352.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                | Instructure Holdings Inc                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $57326.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | Ellington Financial Inc                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      7595 | NS      | $103595.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp                                      | Vizio Holding Corp                                      | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $9188.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6992 | NS      | $177946.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       571 | NS      | $36406.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                         | SiriusPoint Ltd                                         | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      1947 | NS      | $12694.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | Urban One Inc                                           | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |     10675 | NS      | $53268.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                            | Cargurus Inc                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      6542 | NS      | $85569.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                           | Riley Exploration Permian Inc                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       956 | NS      | $31079.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                     | Amerant Bancorp Inc                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      1489 | NS      | $43865.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                           | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1513 | NS      | $45995.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $219588.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                  | Comstock Resources Inc                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      2500 | NS      | $45875.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc                         | Atlas Technical Consultants Inc                         | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3493 | NS      | $18897.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                           | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       523 | NS      | $51954.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                          | Lovesac Co/The                                          | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1407 | NS      | $36652.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                       | Franklin Covey Co                                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $37826.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                     | ADTRAN Holdings Inc                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       780 | NS      | $15810.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      3014 | NS      | $44094.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                               | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       892 | NS      | $79441.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                       | AeroVironment Inc                                       | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       606 | NS      | $55745.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                  | Ideaya Biosciences Inc                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      1711 | NS      | $30592.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                    | SandRidge Energy Inc                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       336 | NS      | $6854.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      2444 | NS      | $79821.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2058 | NS      | $114321.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $73589.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2143 | NS      | $69218.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                               | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      2266 | NS      | $5732.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                           | Infinera Corp                                           | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      6630 | NS      | $44752.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                       | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       540 | NS      | $25466.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1920 | NS      | $63168.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      1177 | NS      | $57425.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $290843.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3893 | NS      | $83816.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                             | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      2837 | NS      | $71066.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                              | Mueller Water Products Inc                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      7101 | NS      | $82797.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | Avidity Biosciences Inc                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $12117.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | Independent Bank Group Inc                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1255 | NS      | $82754.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                           | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1976 | NS      | $59359.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                     | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      1404 | NS      | $61818.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                       | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     25143 | NS      | $167200.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                           | Ashford Hospitality Trust Inc                           | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |      1555 | NS      | $10123.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                         | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      4703 | NS      | $88651.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3678 | NS      | $143331.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                | WD-40 Co                                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       367 | NS      | $61472.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $49496.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                    | Medpace Holdings Inc                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1960 | NS      | $411384.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                            | Griffon Corp                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      2665 | NS      | $94101.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |      4986 | NS      | $31960.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                               | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2650 | NS      | $267650.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                            | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1242 | NS      | $137725.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                            | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1005 | NS      | $50008.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE Energy Inc                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1044 | NS      | $75178.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2685 | NS      | $118838.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                           | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       305 | NS      | $109708.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                  | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       657 | NS      | $15019.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                          | Noble Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      3644 | NS      | $135301.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3322 | NS      | $120887.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                             | NanoString Technologies Inc                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      2236 | NS      | $15629.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1295 | NS      | $53379.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                           | Liquidia Corp                                           | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4785 | NS      | $24020.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       818 | NS      | $22756.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                     | IGM Biosciences Inc                                     | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      2670 | NS      | $58766.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                 | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2258 | NS      | $94181.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                         | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       996 | NS      | $88126.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       781 | NS      | $40877.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                    | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1349 | NS      | $38190.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                             | Valaris Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2437 | NS      | $160866.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      6762 | NS      | $51053.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                         | Alexander's Inc                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       106 | NS      | $25889.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                | Yext Inc                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      6242 | NS      | $33269.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                             | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       217 | NS      | $11327.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1594 | NS      | $112568.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                 | CompX International Inc                                 | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $25028.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                             | CorVel Corp                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $127271.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1803 | NS      | $74013.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                                     | Chuy's Holdings Inc                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $4056.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2366 | NS      | $121919.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                       | GEO Group Inc/The                                       | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     15057 | NS      | $177973.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7634 | NS      | $149397.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | Covenant Logistics Group Inc                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3873 | NS      | $148684.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                            | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      3109 | NS      | $86243.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                       | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      7775 | NS      | $190798.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                    | Ensign Group Inc/The                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2555 | NS      | $242725.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW Group                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $62366.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                     | Lifetime Brands Inc                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      3026 | NS      | $25448.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      7130 | NS      | $59820.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | Dynex Capital Inc                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |      5437 | NS      | $71224.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      3686 | NS      | $60118.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $15453.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                         | City Holding Co                                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1081 | NS      | $110175.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                               | Funko Inc                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      5255 | NS      | $49922.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                             | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      4265 | NS      | $196445.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                             | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     11912 | NS      | $111377.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                          | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2014 | NS      | $185811.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7906 | NS      | $373163.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5033 | NS      | $234336.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                             | ViewRay Inc                                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |      3438 | NS      | $16571.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                          | Quanterix Corp                                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2536 | NS      | $33728.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                            | Innoviva Inc                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     15754 | NS      | $206850.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                                  | P3 Health Partners Inc                                  | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $21457.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                             | Compass Inc                                             | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5757 | NS      | $17213.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                              | Seritage Growth Properties                              | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               |  | US        |      1120 | NS      | $13406.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3294 | NS      | $153072.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA Inc                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |       779 | NS      | $9901.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1129 | NS      | $16043.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH             | Farmers & Merchants Bancorp Inc/Archbold OH             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $29798.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                       | MP Materials Corp                                       | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $16924.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                            | CS Disco Inc                                            | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $1704.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                         | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      7744 | NS      | $98348.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | Hawaiian Holdings Inc                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      2386 | NS      | $33165.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                                | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     11886 | NS      | $105547.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                               | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1940 | NS      | $196657.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                               | Sorrento Therapeutics Inc                               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     45632 | NS      | $59321.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                   | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       263 | NS      | $12731.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                  | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       663 | NS      | $29158.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                        | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |      5607 | NS      | $87749.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5719 | NS      | $285950.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     14525 | NS      | $112423.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                  | Tango Therapeutics Inc                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28730 | NS      | $215762.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES INC                                      | Via Renewables Inc                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     12190 | NS      | $78747.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                            | Bankwell Financial Group Inc                            | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1730 | NS      | $51190.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                  | Progress Software Corp                                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3946 | NS      | $210400.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2660 | NS      | $127121.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc                        | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      1157 | NS      | $32442.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                      | Fluence Energy Inc                                      | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $26989.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                       | Newmark Group Inc                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9118 | NS      | $77320.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                           | iRadimed Corp                                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      2507 | NS      | $74106.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                             | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      3967 | NS      | $129919.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | Morphic Holding Inc                                     | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      1271 | NS      | $34977.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                               | Rigel Pharmaceuticals Inc                               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     28099 | NS      | $18871.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                  | Apartment Investment and Management Co                  | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |     15606 | NS      | $130778.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                     | Verra Mobility Corp                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     11298 | NS      | $179073.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       611 | NS      | $26749.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                              | CareDx Inc                                              | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      2468 | NS      | $31960.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      5729 | NS      | $53680.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                     | Cal-Maine Foods Inc                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3687 | NS      | $214878.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                       | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3907 | NS      | $244226.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      8925 | NS      | $121290.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      1023 | NS      | $26178.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                          | FormFactor Inc                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3590 | NS      | $82821.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      6955 | NS      | $197800.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                              | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2098 | NS      | $119648.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                              | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $40797.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                         | Aveanna Healthcare Holdings Inc                         | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2168 | NS      | $1470.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                      | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3029 | NS      | $142908.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1379 | NS      | $104238.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      2769 | NS      | $17804.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1850 | NS      | $53613.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                     | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     19531 | NS      | $41991.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                       | Turtle Beach Corp                                       | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       695 | NS      | $6637.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                            | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1433 | NS      | $72094.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT Financial Inc                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2068 | NS      | $40636.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                 | Goosehead Insurance Inc                                 | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       268 | NS      | $10883.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                     | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      3386 | NS      | $13950.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                 | RPC Inc                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $18853.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                       | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      1603 | NS      | $52931.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                     | Stellar Bancorp Inc                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       286 | NS      | $9669.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | eXp World Holdings Inc                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      2844 | NS      | $37171.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                    | Marten Transport Ltd                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4427 | NS      | $94339.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      8114 | NS      | $152543.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |      4300 | NS      | $205497.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                         | Citi Trends Inc                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      3289 | NS      | $99393.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3872 | NS      | $179931.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                   | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      8662 | NS      | $136253.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3615 | NS      | $128947.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                  | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      6350 | NS      | $194500.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                               | Dynavax Technologies Corp                               | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     13506 | NS      | $167609.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                            | Agilysys Inc                                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       725 | NS      | $48140.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                            | Flywire Corp                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      1485 | NS      | $32209.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      2065 | NS      | $275491.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                 | Helios Technologies Inc                                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1488 | NS      | $78477.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                         | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       645 | NS      | $25671.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                              | Zimvie Inc                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      7126 | NS      | $63706.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | Seer Inc                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $10148.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                               | Smith & Wesson Brands Inc                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      9063 | NS      | $106671.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                           | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     12820 | NS      | $170249.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                       | Open Lending Corp                                       | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1883 | NS      | $13312.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                 | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      2563 | NS      | $266321.33    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                 | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2054 | NS      | $47426.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                              | RPT Realty                                              | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |     12632 | NS      | $141478.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                           | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     15103 | NS      | $240288.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCROW NEW YORK REIT                                    | ESCROW NEW YORK REIT                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | US        |      4209 | NS      | $73304.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                                     | Centrus Energy Corp                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      2361 | NS      | $89718.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       813 | NS      | $43202.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1586 | NS      | $105722.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                                        | Benefitfocus Inc                                        | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      8235 | NS      | $85396.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                       | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1640 | NS      | $250149.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | Cue Health Inc                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13176 | NS      | $42163.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                              | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     12080 | NS      | $206084.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       457 | NS      | $3560.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                      | Clipper Realty Inc                                      | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |      9406 | NS      | $71297.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC bio Inc                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      5277 | NS      | $124642.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | Seacoast Banking Corp of Florida                        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2061 | NS      | $70857.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2966 | NS      | $103276.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                   | Veeco Instruments Inc                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3143 | NS      | $62482.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      6031 | NS      | $183282.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       406 | NS      | $9549.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                      | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       211 | NS      | $135816.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                              | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      7894 | NS      | $86044.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                               | Zuora Inc                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |      6347 | NS      | $48744.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                        | Nexpoint Real Estate Finance Inc                        | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               |  | US        |      3136 | NS      | $59176.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | Northwest Bancshares Inc                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6348 | NS      | $97060.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                           | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      1407 | NS      | $104399.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                  | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5514 | NS      | $111107.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                    | Beauty Health Co/The                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1157 | NS      | $12437.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                | PowerSchool Holdings Inc                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $47575.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                          | Gannett Co Inc                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     26962 | NS      | $67405.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                 | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     10172 | NS      | $145968.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                 | HireRight Holdings Corp                                 | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2374 | NS      | $30078.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                          | LivePerson Inc                                          | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      3804 | NS      | $44658.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1626 | NS      | $412353.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                   | Cambium Networks Corp                                   | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |        77 | NS      | $1639.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1215 | NS      | $28467.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1546 | NS      | $54419.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akazoo SA                                               | Akazoo SA                                               | CUSIP: 000000000<br>LEI: 54930042WMZ25L7QXJ87 | Long             | EC               | CORP              | LU        |      5400 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TG Therapeutics Inc                                     | TG Therapeutics Inc                                     | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      6461 | NS      | $56986.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                      | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      8129 | NS      | $148679.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2254 | NS      | $195985.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                            | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2130 | NS      | $176300.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1018 | NS      | $39732.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                             | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2269 | NS      | $203665.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                         | Napco Security Technologies Inc                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      3711 | NS      | $97896.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                    | Kronos Worldwide Inc                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      7697 | NS      | $70889.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                         | Chico's FAS Inc                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      6010 | NS      | $35278.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2675 | NS      | $218975.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                   | Arlo Technologies Inc                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     15124 | NS      | $57773.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $61114.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      1608 | NS      | $58322.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                      | Ichor Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1271 | NS      | $37850.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2365 | NS      | $83413.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                     | FuelCell Energy Inc                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |      9277 | NS      | $32098.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                         | Selectquote Inc                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     11803 | NS      | $7082.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                            | Arena Group Holdings Inc/The                            | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6988 | NS      | $95875.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       812 | NS      | $17206.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                          | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1172 | NS      | $115863.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                     | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8737 | NS      | $196757.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc                     | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     10581 | NS      | $200404.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                      | Gorman-Rupp Co/The                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      1389 | NS      | $38447.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                            | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      8651 | NS      | $124314.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3814 | NS      | $209159.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                              | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     24145 | NS      | $130383.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                 | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      7074 | NS      | $123936.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                  | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $1623.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                              | Telos Corp                                              | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      6380 | NS      | $26158.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc                      | Hyster-Yale Materials Handling Inc                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $18944.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                        | Gossamer Bio Inc                                        | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      8359 | NS      | $71553.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                | Sangamo Therapeutics Inc                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      5877 | NS      | $21509.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                           | American Public Education Inc                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       368 | NS      | $4728.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                             | Novanta Inc                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1177 | NS      | $185671.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                     | Century Aluminum Co                                     | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      2320 | NS      | $20903.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     14501 | NS      | $20591.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                          | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       809 | NS      | $21454.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                             | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2813 | NS      | $103040.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                    | Alto Ingredients Inc                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     11830 | NS      | $41286.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4786 | NS      | $329133.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                  | TETRA Technologies Inc                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     24757 | NS      | $94324.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                    | Palomar Holdings Inc                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       780 | NS      | $48937.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                        | Malibu Boats Inc                                        | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $70348.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                        | ZipRecruiter Inc                                        | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      3688 | NS      | $61073.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                       | WM Technology Inc                                       | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     18177 | NS      | $21267.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2086 | NS      | $135443.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                    | Viant Technology Inc                                    | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6771 | NS      | $25865.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                  | Oportun Financial Corp                                  | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |        46 | NS      | $254.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                    | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4362 | NS      | $165581.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                  | Heron Therapeutics Inc                                  | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      4739 | NS      | $12842.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co              | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      4311 | NS      | $174638.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1031 | NS      | $42033.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7776 | NS      | $234135.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $60192.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                       | MicroStrategy Inc                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       432 | NS      | $85574.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                     | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      5093 | NS      | $229999.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $71172.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                   | LeMaitre Vascular Inc                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1721 | NS      | $80628.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      6651 | NS      | $218950.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                         | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5964 | NS      | $66856.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |      7572 | NS      | $49369.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC Partners Inc                                        | BGC Partners Inc                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      9222 | NS      | $39746.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                 | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9118 | NS      | $237797.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                | Domo Inc                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2024 | NS      | $28943.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                   | Purple Innovation Inc                                   | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $10640.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                        | Fossil Group Inc                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      6264 | NS      | $29879.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $47903.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     12703 | NS      | $54622.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                    | Beazer Homes USA Inc                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      6791 | NS      | $92697.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                 | Science 37 Holdings Inc                                 | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25089 | NS      | $14958.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                        | Pitney Bowes Inc                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      7864 | NS      | $30040.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | Alamo Group Inc                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       640 | NS      | $96320.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                             | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      4161 | NS      | $77477.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                               | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2256 | NS      | $119974.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                    | Sturm Ruger & Co Inc                                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       974 | NS      | $53501.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                   | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2399 | NS      | $74321.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                  | J & J Snack Foods Corp                                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $96115.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3104 | NS      | $147998.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                           | St Joe Co/The                                           | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |        98 | NS      | $3766.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                              | Tennant Co                                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1395 | NS      | $88624.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                       | ACI Worldwide Inc                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8420 | NS      | $175978.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                              | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       498 | NS      | $63519.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      5876 | NS      | $121104.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                           | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2687 | NS      | $27783.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                              | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6000 | NS      | $110940.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                       | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       923 | NS      | $35535.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | Seneca Foods Corp                                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $71157.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                             | Orion Engineered Carbons SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      6193 | NS      | $116304.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                       | PDF Solutions Inc                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      1128 | NS      | $35385.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       702 | NS      | $57992.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4257 | NS      | $149718.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                   | Carriage Services Inc                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3480 | NS      | $87522.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1123 | NS      | $38608.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2937 | NS      | $70429.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                            | Noodles & Co                                            | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |      4197 | NS      | $23125.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                              | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     22732 | NS      | $138892.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                            | Bowlero Corp                                            | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3269 | NS      | $45635.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                   | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7005 | NS      | $197681.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                                    | Beachbody Co Inc/The                                    | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2235 | NS      | $1564.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                          | TechTarget Inc                                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       176 | NS      | $8036.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                          | Matterport Inc                                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10500 | NS      | $33075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                     | Intrepid Potash Inc                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1235 | NS      | $44521.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                    | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1413 | NS      | $25419.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                           | Envestnet Inc                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      2769 | NS      | $163426.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                 | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $2814.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                            | Vericel Corp                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      3080 | NS      | $70316.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2567 | NS      | $153429.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                | Figs Inc                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $2513.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2001 | NS      | $120039.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                   | Silk Road Medical Inc                                   | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      2629 | NS      | $139994.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                               | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4672 | NS      | $54942.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      3096 | NS      | $114397.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      8849 | NS      | $174236.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                        | Montrose Environmental Group Inc                        | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       164 | NS      | $7570.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                   | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      7456 | NS      | $138607.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                      | Cvent Holding Corp                                      | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $10264.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                              | RadNet Inc                                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |        54 | NS      | $1067.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2112 | NS      | $183807.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                   | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      4399 | NS      | $115781.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                               | Casella Waste Systems Inc                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1515 | NS      | $130426.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $17451.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc                                   | Mullen Automotive Inc                                   | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |    153305 | NS      | $29449.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc                                   | Party City Holdco Inc                                   | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |     82206 | NS      | $58366.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                               | Coastal Financial Corp/WA                               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       575 | NS      | $28704.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | Cogent Biosciences Inc                                  | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1419 | NS      | $17851.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                        | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1347 | NS      | $34213.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                                   | Earthstone Energy Inc                                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      1402 | NS      | $22207.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                   | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1821 | NS      | $24346.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                             | John B Sanfilippo & Son Inc                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       704 | NS      | $59621.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                        | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      1242 | NS      | $66844.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      2628 | NS      | $72401.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                               | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5285 | NS      | $65005.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                | Ooma Inc                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3892 | NS      | $61299.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                             | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      4271 | NS      | $118221.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      3743 | NS      | $99638.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                  | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      1966 | NS      | $4305.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        51 | NS      | $10036.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                              | OmniAb Inc                                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7781 | NS      | $27544.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                    | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     13882 | NS      | $149370.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                              | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1704 | NS      | $112804.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                | Triton International Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1665 | NS      | $112337.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                | CBIZ Inc                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      3215 | NS      | $159624.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       333 | NS      | $64582.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                                             | Kaleyra Inc                                             | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |     21862 | NS      | $25578.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                              | Vishay Precision Group Inc                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $22272.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $31804.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                         | Hecla Mining Co                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     12031 | NS      | $65568.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                          | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $10630.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                  | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1861 | NS      | $138811.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      6569 | NS      | $49530.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                    | Ramaco Resources Inc                                    | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      8355 | NS      | $95664.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      2020 | NS      | $106272.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |      1570 | NS      | $50930.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PubMatic Inc                                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $29851.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                          | Portillo's Inc                                          | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $27700.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                        | HealthEquity Inc                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      2636 | NS      | $167333.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                           | MasterCraft Boat Holdings Inc                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      3874 | NS      | $99639.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                     | Editas Medicine Inc                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      1851 | NS      | $19620.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |      5838 | NS      | $86869.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                 | Kratos Defense & Security Solutions Inc                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1088 | NS      | $10357.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       686 | NS      | $99771.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                   | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      8667 | NS      | $200207.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                             | Duck Creek Technologies Inc                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3229 | NS      | $36132.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                           | Weatherford International PLC                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      3306 | NS      | $143480.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6470 | NS      | $92003.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                 | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |      1487 | NS      | $10617.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                   | Ardmore Shipping Corp                                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      5388 | NS      | $81251.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1135 | NS      | $135893.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3509 | NS      | $48669.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      5247 | NS      | $151323.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |      6054 | NS      | $152984.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                               | Ethan Allen Interiors Inc                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $57469.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                     | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       851 | NS      | $21121.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C                          | Fathom Digital Manufacturing C                          | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2778 | NS      | $6750.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                       | Unity Bancorp Inc                                       | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4029 | NS      | $114866.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                            | SP Plus Corp                                            | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      3077 | NS      | $107356.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                               | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       982 | NS      | $302662.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                            | Terawulf Inc                                            | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39069 | NS      | $32427.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |      2766 | NS      | $34464.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                             | SiTime Corp                                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $79727.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      1237 | NS      | $14472.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                            | Ameresco Inc                                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      1637 | NS      | $107256.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                    | Koppers Holdings Inc                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3252 | NS      | $96877.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                                    | Sitio Royalties Corp                                    | CUSIP: 82982V101<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |       564 | NS      | $17788.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                       | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      2485 | NS      | $173825.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7577 | NS      | $68268.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $69740.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                           | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3499 | NS      | $83171.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                  | Liquidity Services Inc                                  | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      4676 | NS      | $78042.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                    | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4801 | NS      | $318594.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      5289 | NS      | $64261.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      2527 | NS      | $78791.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                         | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8303 | NS      | $180341.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5335 | NS      | $262588.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                        | Universal Logistics Holdings Inc                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1932 | NS      | $73358.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NexPoint Residential Trust Inc                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      1251 | NS      | $60160.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      4968 | NS      | $182921.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                             | Atrion Corp                                             | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $107049.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                           | First Guaranty Bancshares Inc                           | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      2549 | NS      | $63699.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                              | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      2618 | NS      | $76969.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | Lantheus Holdings Inc                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4250 | NS      | $263840.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                               | Asana Inc                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7443 | NS      | $135164.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                      | Cogent Communications Holdings Inc                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2430 | NS      | $141061.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                             | EVERTEC Inc                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4229 | NS      | $142813.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                  | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       220 | NS      | $9343.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                             | Apollo Medical Holdings Inc                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      2622 | NS      | $74622.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                             | Monarch Casino & Resort Inc                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1042 | NS      | $88413.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                      | Outset Medical Inc                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       879 | NS      | $18529.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                              | Daseke Inc                                              | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     12445 | NS      | $72554.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                        | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      3868 | NS      | $164390.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | Moelis & Co                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      2138 | NS      | $92404.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       737 | NS      | $44433.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1764 | NS      | $67349.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                        | Haemonetics Corp                                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2619 | NS      | $223426.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | Argo Group International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      1569 | NS      | $42645.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                      | Teekay Tankers Ltd                                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |      1371 | NS      | $46257.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                       | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3201 | NS      | $189819.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                       | Northwest Pipe Co                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       233 | NS      | $8728.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       358 | NS      | $45054.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                  | CONTRA ADURO BIOTECH I                                  | CUSIP: 007CVR012<br>LEI: N/A                  | N/A              | DE               |  | US        |      9490 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategic Education Inc                                 | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1111 | NS      | $90879.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                            | Chimerix Inc                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     12182 | NS      | $26434.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                        | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       297 | NS      | $57546.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings Inc                       | Greenidge Generation Holdings Inc                       | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29901 | NS      | $19127.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                             | Inhibrx Inc                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |       199 | NS      | $5966.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      4841 | NS      | $146633.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                           | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      4904 | NS      | $53110.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                     | GreenLight Biosciences Holdings PBC                     | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23755 | NS      | $35157.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                        | TriNet Group Inc                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1798 | NS      | $130301.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SkyWest Inc                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      7061 | NS      | $130275.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                   | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1968 | NS      | $146261.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                              | Conn's Inc                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      3436 | NS      | $34222.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicken Soup For The Soul Entertainment Inc             | Chicken Soup For The Soul Entertainment Inc             | CUSIP: 16842Q100<br>LEI: 549300THRJ0EJ1DIID72 | Long             | EC               | CORP              | US        |        27 | NS      | $177.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                              | Inotiv Inc                                              | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      4260 | NS      | $25730.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $79796.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $11163.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                           | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3352 | NS      | $46760.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2883 | NS      | $145303.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                               | Zeta Global Holdings Corp                               | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3501 | NS      | $29338.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      4441 | NS      | $106406.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                | Chicago Atlantic Real Estate Finance Inc                | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6160 | NS      | $99792.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                         | OPKO Health Inc                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     18257 | NS      | $27385.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                              | fuboTV Inc                                              | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6670 | NS      | $18609.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                            | Redwire Corp                                            | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $1967.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                                  | Pardes Biosciences Inc                                  | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73903 | NS      | $66527.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1896 | NS      | $48537.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                            | Cross Country Healthcare Inc                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      8497 | NS      | $304022.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3270 | NS      | $134985.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      4638 | NS      | $110848.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                             | John Bean Technologies Corp                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1238 | NS      | $113722.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2137 | NS      | $15642.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                | Metrocity Bankshares Inc                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       836 | NS      | $18810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                  | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2289 | NS      | $110444.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                            | SFL Corp Ltd                                            | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     10780 | NS      | $105536.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                                      | TPI Composites Inc                                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      2183 | NS      | $26370.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IronNet Inc                                             | IronNet Inc                                             | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14353 | NS      | $6272.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                   | Veris Residential Inc                                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |      2614 | NS      | $41980.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      5216 | NS      | $171658.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |      7768 | NS      | $59192.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                            | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1915 | NS      | $89181.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |       362 | NS      | $57315.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1442 | NS      | $58170.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                   | 1-800-Flowers.com Inc                                   | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8390 | NS      | $70979.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $35709.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       809 | NS      | $239310.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1327 | NS      | $63563.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                   | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2061 | NS      | $136026.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                     | Federal Signal Corp                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3264 | NS      | $158597.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                 | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2879 | NS      | $72090.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | Matthews International Corp                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1389 | NS      | $43975.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2779 | NS      | $160904.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                            | Community Health Systems Inc                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27133 | NS      | $93066.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                            | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1366 | NS      | $200528.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $40755.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                          | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2911 | NS      | $159988.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                           | Trupanion Inc                                           | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1258 | NS      | $65755.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                         | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      3515 | NS      | $94588.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                              | Cerus Corp                                              | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      6587 | NS      | $26348.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                            | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      1006 | NS      | $38388.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                              | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      1728 | NS      | $32624.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                         | Rayonier Advanced Materials Inc                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |         4 | NS      | $30.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                               | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      9496 | NS      | $43016.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                            | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       664 | NS      | $83697.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                           | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8440 | NS      | $138500.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                         | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        83 | NS      | $7049.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                     | Workhorse Group Inc                                     | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |     25592 | NS      | $58861.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                             | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      6286 | NS      | $175945.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                | BARK Inc                                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29686 | NS      | $49278.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                            | Artivion Inc                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1216 | NS      | $15552.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC NII HLDGS INC BE                                    | ESC NII HLDGS INC BE                                    | CUSIP: 629ESC013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14979 | NS      | $7489.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherus Biosciences Inc                                 | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      8925 | NS      | $61225.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $22692.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                                        | CarParts.com Inc                                        | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      5126 | NS      | $27782.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                     | Legacy Housing Corp                                     | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2949 | NS      | $51666.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                                               | Owlet Inc                                               | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $1397.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      6868 | NS      | $78638.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                    | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1440 | NS      | $63705.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                             | Aurinia Pharmaceuticals Inc                             | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      7448 | NS      | $38208.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                            | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1743 | NS      | $94278.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                       | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1853 | NS      | $13248.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |      5920 | NS      | $90280.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                | Wolverine World Wide Inc                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       220 | NS      | $2464.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                               | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7798 | NS      | $95993.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                      | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4135 | NS      | $68351.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2410 | NS      | $41861.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4607 | NS      | $133464.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                    | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      8188 | NS      | $171702.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                       | Alpha Metallurgical Resources Inc                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $339891.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                       | Quad/Graphics Inc                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     33833 | NS      | $125182.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                      | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      8095 | NS      | $68483.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                             | Tilly's Inc                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2112 | NS      | $20064.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      8066 | NS      | $173822.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                        | MDC Holdings Inc                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      1579 | NS      | $51206.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                            | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9199 | NS      | $227951.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      6641 | NS      | $258600.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                     | Gladstone Land Corp                                     | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |      1086 | NS      | $22306.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                             | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2196 | NS      | $84348.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                           | Sapiens International Corp NV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2879 | NS      | $56025.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                   | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4236 | NS      | $129409.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                  | Acushnet Holdings Corp                                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1336 | NS      | $60721.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                    | Celsius Holdings Inc                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $209096.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                | XPEL Inc                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       393 | NS      | $26940.15     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                              | Duckhorn Portfolio Inc/The                              | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      1181 | NS      | $18966.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                 | Amicus Therapeutics Inc                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     12913 | NS      | $156247.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                    | Chart Industries Inc                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1379 | NS      | $197183.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                    | Mid Penn Bancorp Inc                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $12111.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                    | City Office REIT Inc                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     10758 | NS      | $106396.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                             | Codexis Inc                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9246 | NS      | $50575.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                               | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3637 | NS      | $157154.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                       | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2547 | NS      | $87973.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $47997.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     14286 | NS      | $180860.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                                             | CareMax Inc                                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $11143.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                       | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      2085 | NS      | $82691.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                   | SIGA Technologies Inc                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24830 | NS      | $227939.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc              | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15539 | NS      | $161760.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                             | Frontier Group Holdings Inc                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      3145 | NS      | $41010.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                          | Clover Health Investments Corp                          | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      8285 | NS      | $10853.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                     | C4 Therapeutics Inc                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       725 | NS      | $6213.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                      | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      5277 | NS      | $112083.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                    | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      4470 | NS      | $185460.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1296 | NS      | $117313.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                            | CryoPort Inc                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1606 | NS      | $31718.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                  | Ormat Technologies Inc                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2173 | NS      | $196504.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                          | Stitch Fix Inc                                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      8466 | NS      | $34202.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                   | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2653 | NS      | $67784.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                     | Digital Turbine Inc                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      8223 | NS      | $150151.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                     | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2825 | NS      | $139639.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2496 | NS      | $49895.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                     | Core Scientific Inc                                     | CUSIP: 21873J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31144 | NS      | $4151.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     56981 | NS      | $286614.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      3280 | NS      | $212445.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-Mark Precious Metals Inc                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      4536 | NS      | $156492.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                            | FLEX LNG Ltd                                            | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |      1316 | NS      | $49507.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                              | Evolus Inc                                              | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      1548 | NS      | $11207.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                               | Arko Corp                                               | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $10910.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       920 | NS      | $26174.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                            | Eiger BioPharmaceuticals Inc                            | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |      3095 | NS      | $14051.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                | Brookfield Business Corp                                | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2415 | NS      | $53564.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                      | CareTrust REIT Inc                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      4159 | NS      | $82348.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                             | Karyopharm Therapeutics Inc                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     14981 | NS      | $79249.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      3181 | NS      | $13137.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                            | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $43185.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                   | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      4163 | NS      | $87298.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                              | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      3433 | NS      | $419340.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                               | Alico Inc                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2470 | NS      | $76397.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                           | First of Long Island Corp/The                           | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       611 | NS      | $11883.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                        | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      5416 | NS      | $30167.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                  | American Woodmark Corp                                  | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       201 | NS      | $10894.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                         | Q2 Holdings Inc                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       777 | NS      | $21134.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                          | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      2705 | NS      | $31810.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $23927.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                               | Mirum Pharmaceuticals Inc                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      1082 | NS      | $20179.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                               | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      5823 | NS      | $98466.93     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                | Dana Inc                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      5615 | NS      | $98880.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                               | Greenlight Capital Re Ltd                               | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     11429 | NS      | $89489.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                    | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      5422 | NS      | $159894.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                             | Caleres Inc                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      2870 | NS      | $69339.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $67416.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                 | DigitalBridge Group Inc                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      5038 | NS      | $72698.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      2549 | NS      | $188727.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                        | EverCommerce Inc                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1846 | NS      | $12312.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                 | Chimera Investment Corp                                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     25266 | NS      | $173072.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                           | Blackbaud Inc                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      1841 | NS      | $109116.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                | HNI Corp                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1921 | NS      | $55709.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                | AAON Inc                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $35587.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      1172 | NS      | $40234.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       835 | NS      | $37725.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      2801 | NS      | $20755.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                               | Claros Mortgage Trust Inc                               | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |      2506 | NS      | $43303.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                | Corcept Therapeutics Inc                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      8238 | NS      | $208256.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                 | Hudson Technologies Inc                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3198 | NS      | $36105.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                    | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2127 | NS      | $74019.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                              | Stride Inc                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      4542 | NS      | $160832.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                  | Alarm.com Holdings Inc                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1670 | NS      | $83333.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                  | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      5364 | NS      | $129808.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                               | Zynex Inc                                               | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10002 | NS      | $137227.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                           | Bioventus Inc                                           | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $1930.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                       | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2870 | NS      | $222281.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                               | Stepan Co                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       667 | NS      | $74417.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      3326 | NS      | $104403.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      3638 | NS      | $119508.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                    | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      4718 | NS      | $180133.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                             | Appian Corp                                             | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      2725 | NS      | $103631.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                                   | Lordstown Motors Corp                                   | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $3.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                                    | Loyalty Ventures Inc                                    | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |     55646 | NS      | $134106.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                       | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      3710 | NS      | $130183.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                        | Clear Secure Inc                                        | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $42113.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5341 | NS      | $158734.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                     | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2531 | NS      | $202353.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                           | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1260 | NS      | $98620.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                               | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       380 | NS      | $14421.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      2507 | NS      | $67463.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                               | Valhi Inc                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4594 | NS      | $102262.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                             | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      3371 | NS      | $63914.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       968 | NS      | $28749.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                         | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2350 | NS      | $140130.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                               | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3158 | NS      | $31137.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                  | Forrester Research Inc                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       520 | NS      | $18293.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                     | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |      4798 | NS      | $129977.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6244 | NS      | $179077.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                        | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2113 | NS      | $47605.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      5537 | NS      | $137926.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      6939 | NS      | $90692.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                              | Agenus Inc                                              | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     16441 | NS      | $44390.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                           | SunPower Corp                                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      5182 | NS      | $125663.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                           | MannKind Corp                                           | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     19795 | NS      | $92640.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1189 | NS      | $63005.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                            | Zentalis Pharmaceuticals Inc                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1801 | NS      | $39838.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                        | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      2125 | NS      | $302302.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES INC                                | Cyxtera Technologies Inc                                | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3306 | NS      | $6479.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $3331.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | Cars.com Inc                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     12541 | NS      | $185355.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                         | Consumer Portfolio Services Inc                         | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6481 | NS      | $55866.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                       | Borr Drilling Ltd                                       | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |      6376 | NS      | $29775.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $346572.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                       | VAALCO Energy Inc                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      2704 | NS      | $14006.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                               | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4000 | NS      | $133800.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ALLSPRING MASTER TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer