# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001145549-23-017751
**Filing Date:** 2023-3
**Character Count:** 112886
**Document Hash:** e1cb6f23cf2577059a24c090324ee477
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017751.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017751

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21904
- **FILM NUMBER:** 23755452

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

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

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

## Series and Classes Contracts Data

### Federated Hermes MDT Small Cap Core Fund (Series ID: S000012972)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1247138992.82

**Total Liabilities:** $19018079.17

**Net Assets:** $1228120913.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035058 | 3.16%                | -4.69%               | 11.23%               |
| Class ID C000035059 | 3.09%                | -4.82%               | 11.23%               |
| Class ID C000035060 | 3.16%                | -4.69%               | 11.29%               |
| Class ID C000170839 | 3.16%                | -4.68%               | 11.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23837702.67            | $58317700.80                               |
| Month 2  | $-5855846.52             | $-48133717.24                              |
| Month 3  | $-6913517.06             | $135072649.58                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alexander & Baldwin Inc                                     | Alexander & Baldwin Inc                              | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     33431 | NS      | $669288.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                         | Amerant Bancorp Inc                                  | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     21339 | NS      | $594077.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                      | Abercrombie & Fitch Co                               | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    243417 | NS      | $7049356.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                  | Amalgamated Financial Corp                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    559850 | NS      | $12848557.50  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                         | Amplify Energy Corp                                  | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |    102648 | NS      | $888931.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                      | Apartment Investment and Management Co               | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |    444640 | NS      | $3339246.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                            | Boise Cascade Co                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    211228 | NS      | $15835763.16  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                         | Cal-Maine Foods Inc                                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     90472 | NS      | $5176807.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                  | Apple Hospitality REIT Inc                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    235943 | NS      | $4183269.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                  | Atkore International Group Inc                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     69298 | NS      | $9026064.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                              | ChampionX Corp                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     39856 | NS      | $1316045.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                   | Chesapeake Utilities Corp                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7820 | NS      | $985945.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                              | BancFirst Corp                                       | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     25561 | NS      | $2201568.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                                    | Bioxcel Therapeutics Inc                             | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |     32737 | NS      | $933659.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Nektar Therapeutics                                         | Nektar Therapeutics                                  | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |   1758500 | NS      | $4783120.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                      | Eastern Bankshares Inc                               | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     36015 | NS      | $582362.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                                  | Financial Institutions Inc                           | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70182 | NS      | $1734197.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                              | Brightcove Inc                                       | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |    816075 | NS      | $5173915.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                          | CVB Financial Corp                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73836 | NS      | $1788307.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                              | Cantaloupe Inc                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |    279665 | NS      | $1423494.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                              | Cardlytics Inc                                       | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     91842 | NS      | $688815.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp                                             | 1st Source Corp                                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11680 | NS      | $574539.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                            | Gossamer Bio Inc                                     | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    510541 | NS      | $1347828.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc                                                  | Impinj Inc                                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      5427 | NS      | $704316.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                         | Kodiak Sciences Inc                                  | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    792279 | NS      | $6401614.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                           | Liberty Media Corp-Liberty Braves                    | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51048 | NS      | $1770344.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                | Life Time Group Holdings Inc                         | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22439 | NS      | $421628.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                        | Commercial Metals Co                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     79669 | NS      | $4323636.63   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                              | Community Healthcare Trust Inc                       | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      8729 | NS      | $374299.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                  | Ligand Pharmaceuticals Inc                           | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     16540 | NS      | $1152838.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                             | Macerich Co/The                                      | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    654403 | NS      | $8991497.22   | 0.73%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ASGN Inc                                                    | ASGN Inc                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     25471 | NS      | $2316587.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                              | Murphy USA Inc                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     95589 | NS      | $26003075.67  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                                  | Nevro Corp                                           | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    221958 | NS      | $8150297.76   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                   | New Jersey Resources Corp                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     24247 | NS      | $1210410.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                               | O-I Glass Inc                                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    356204 | NS      | $6856927.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                     | Allegheny Technologies Inc                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     91249 | NS      | $3320551.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                  | Amylyx Pharmaceuticals Inc                           | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246494 | NS      | $9660099.86   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                             | Comtech Telecommunications Corp                      | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    119852 | NS      | $1900852.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                       | Customers Bancorp Inc                                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    518901 | NS      | $15759023.37  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                             | BCB Bancorp Inc                                      | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     47556 | NS      | $855532.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                         | Berkeley Lights Inc                                  | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |    847884 | NS      | $1822950.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                           | Overstock.com Inc                                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    272696 | NS      | $6601970.16   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                | Parsons Corp                                         | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |    339828 | NS      | $14789314.56  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                                  | Cardiovascular Systems Inc                           | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    818722 | NS      | $11412984.68  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                               | Concrete Pumping Holdings Inc                        | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93262 | NS      | $759152.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                       | Dyne Therapeutics Inc                                | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124471 | NS      | $1817276.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                                | Eagle Pharmaceuticals Inc/DE                         | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     24464 | NS      | $830308.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                    | RLI Corp                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4753 | NS      | $629534.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                             | SolarWinds Corp                                      | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    557150 | NS      | $5660644.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                                | Conduent Inc                                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    466259 | NS      | $2224055.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                           | CONSOL Energy Inc                                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    120022 | NS      | $6940872.26   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                              | Stitch Fix Inc                                       | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    929198 | NS      | $4841121.58   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                              | Tactile Systems Technology Inc                       | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    202124 | NS      | $2621548.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                                 | eHealth Inc                                          | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |    202826 | NS      | $1683455.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                   | Emergent BioSolutions Inc                            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    578242 | NS      | $7627011.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                                       | DICE Therapeutics Inc                                | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25012 | NS      | $794631.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                       | Delek US Holdings Inc                                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     71669 | NS      | $1917862.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                         | Titan Machinery Inc                                  | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |    215713 | NS      | $9478429.22   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                            | TriCo Bancshares                                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40121 | NS      | $2028116.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                         | Diebold Nixdorf Inc                                  | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |    647594 | NS      | $1547749.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                                 | Duck Creek Technologies Inc                          | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82338 | NS      | $1558658.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                       | Equity Bancshares Inc                                | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     18400 | NS      | $549240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                               | EverQuote Inc                                        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4979 | NS      | $77672.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                           | Tutor Perini Corp                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    108918 | NS      | $998778.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                            | Vector Group Ltd                                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    152181 | NS      | $1970743.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                     | ExlService Holdings Inc                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     42709 | NS      | $7286155.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                       | First Business Financial Services Inc                | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     29235 | NS      | $1046613.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                 | Vaxcyte Inc                                          | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     40739 | NS      | $1847513.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                | Watts Water Technologies Inc                         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4413 | NS      | $721613.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                                 | Harsco Corp                                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |   2188186 | NS      | $17374196.84  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                                 | Heartland Financial USA Inc                          | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     22838 | NS      | $1129795.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                        | Fulgent Genetics Inc                                 | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |    110711 | NS      | $3739817.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                       | Fulton Financial Corp                                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    248033 | NS      | $4149592.09   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc                             | Western New England Bancorp Inc                      | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |    150981 | NS      | $1472064.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                         | Tronox Holdings PLC                                  | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     23002 | NS      | $394484.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                  | Heritage Financial Corp/WA                           | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82311 | NS      | $2348332.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                                  | Heritage-Crystal Clean Inc                           | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88801 | NS      | $3303397.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                               | Weatherford International PLC                        | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |    318373 | NS      | $18109056.24  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                                  | Heska Corp                                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     86098 | NS      | $7700605.12   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                              | HomeStreet Inc                                       | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113488 | NS      | $3128864.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                      | Genworth Financial Inc                               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    222448 | NS      | $1227912.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                               | Goodyear Tire & Rubber Co/The                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    543392 | NS      | $6113160.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                               | Hub Group Inc                                        | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9705 | NS      | $827545.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                                  | Inspired Entertainment Inc                           | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     25197 | NS      | $375435.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                              | Green Dot Corp                                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1074485 | NS      | $19426688.80  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Island Fabrication Inc                                 | Gulf Island Fabrication Inc                          | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117582 | NS      | $576151.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                 | AMN Healthcare Services Inc                          | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13636 | NS      | $1306874.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                                 | Alector Inc                                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    230780 | NS      | $2035479.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                              | MRC Global Inc                                       | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    464886 | NS      | $6322449.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                 | MEDNAX Inc                                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232008 | NS      | $3561322.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                      | Heidrick & Struggles International Inc               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     77964 | NS      | $2398172.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                      | Heritage Commerce Corp                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     75475 | NS      | $914757.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                   | Allogene Therapeutics Inc                            | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210080 | NS      | $1621817.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group Inc                                    | Alta Equipment Group Inc                             | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     84896 | NS      | $1438987.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                           | Mistras Group Inc                                    | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523165 | NS      | $2772774.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                               | Oceaneering International Inc                        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    189128 | NS      | $4037882.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                          | Hostess Brands Inc                                   | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    399755 | NS      | $9246333.15   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                                               | Hurco Cos Inc                                        | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     83808 | NS      | $2363385.60   | 0.19%             |  |  |  | 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        |     39475 | NS      | $1880983.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                               | Armada Hoffler Properties Inc                        | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    183908 | NS      | $2331953.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                                 | ONE Gas Inc                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      5759 | NS      | $474311.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                             | OptimizeRx Corp                                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72045 | NS      | $1293207.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                  | Huron Consulting Group Inc                           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     52535 | NS      | $3574481.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                             | iHeartMedia Inc                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68064 | NS      | $527496.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                    | Independent Bank Corp/MI                             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115519 | NS      | $2561056.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                         | Intrepid Potash Inc                                  | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |    152291 | NS      | $4984484.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                               | B&G Foods Inc                                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    101290 | NS      | $1420085.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CECO Environmental Corp                                     | CECO Environmental Corp                              | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |    207432 | NS      | $2984946.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                            | Primo Water Corp                                     | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     81876 | NS      | $1281359.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                | Protagonist Therapeutics Inc                         | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43191 | NS      | $574008.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                              | Joint Corp/The                                       | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    243088 | NS      | $4416908.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                   | Kinsale Capital Group Inc                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     18768 | NS      | $5225761.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                  | Cactus Inc                                           | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     34814 | NS      | $1883785.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                | Cargurus Inc                                         | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |   1148762 | NS      | $20275649.30  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                        | Koppers Holdings Inc                                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12857 | NS      | $444980.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                            | LendingClub Corp                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    858312 | NS      | $8317043.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                            | QCR Holdings Inc                                     | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |    110921 | NS      | $5830007.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                               | Red Robin Gourmet Burgers Inc                        | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |    211645 | NS      | $1892106.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corp/WA                                   | Coastal Financial Corp/WA                            | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     15964 | NS      | $729075.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                  | Coca-Cola Consolidated Inc                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     10658 | NS      | $5401261.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                      | Marcus & Millichap Inc                               | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    270622 | NS      | $9807341.28   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                              | Metropolitan Bank Holding Corp                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17691 | NS      | $1050491.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                 | Rush Street Interactive Inc                          | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    752373 | NS      | $3227680.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                             | Selectquote Inc                                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    923211 | NS      | $795992.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                            | MiMedx Group Inc                                     | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    695906 | NS      | $2693156.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                           | Mitek Systems Inc                                    | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |    120844 | NS      | $1191521.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                                | Community Health Systems Inc                         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1819706 | NS      | $9498865.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                      | Comstock Resources Inc                               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    122345 | NS      | $1486491.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                | Supernus Pharmaceuticals Inc                         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     53048 | NS      | $2175498.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                  | Tennant Co                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     11745 | NS      | $823676.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                                 | Model N Inc                                          | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |    108261 | NS      | $4293631.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                                        | Momentive Global Inc                                 | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    773040 | NS      | $5960138.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                       | Triumph Bancorp Inc                                  | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    189786 | NS      | $10576773.78  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                             | Uniti Group Inc                                      | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    266273 | NS      | $1754739.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                             | EMCOR Group Inc                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     63926 | NS      | $9477029.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                              | Eventbrite Inc                                       | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |    541685 | NS      | $4815579.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                 | National Bank Holdings Corp                          | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7113 | NS      | $300381.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                     | NOW Inc                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    259250 | NS      | $3639870.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                | Omnicell Inc                                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    267960 | NS      | $14863741.20  | 1.21%             |  |  |  | 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        |    731777 | NS      | $7295816.69   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                       | FARO Technologies Inc                                | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    288120 | NS      | $7917537.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                       | Fate Therapeutics Inc                                | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    274007 | NS      | $1633081.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                         | Upland Software Inc                                  | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |    323018 | NS      | $2819947.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                                  | Vishay Precision Group Inc                           | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6716 | NS      | $289996.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                    | OraSure Technologies Inc                             | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    386559 | NS      | $2156999.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                  | Organogenesis Holdings Inc                           | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |   1353184 | NS      | $3464151.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                      | Forrester Research Inc                               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     12772 | NS      | $473330.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                           | Franklin Covey Co                                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115722 | NS      | $5369500.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                        | Orthofix Medical Inc                                 | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66896 | NS      | $1446960.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                          | Outfront Media Inc                                   | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    370071 | NS      | $7364412.90   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                                    | Voyager Therapeutics Inc                             | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |    274488 | NS      | $2591166.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                             | Whitestone REIT                                      | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     72786 | NS      | $757702.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                     | GMS Inc                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    287114 | NS      | $17031602.48  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                         | Gladstone Land Corp                                  | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |     58024 | NS      | $1133788.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                              | PBF Energy Inc                                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    220447 | NS      | $9256569.53   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                | Portland General Electric Co                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    156867 | NS      | $7463731.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                               | Sapiens International Corp NV                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    124574 | NS      | $2822846.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                              | Proto Labs Inc                                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     18479 | NS      | $565457.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                           | RMR Group Inc/The                                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    309452 | NS      | $9599201.04   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                        | Global Net Lease Inc                                 | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     75726 | NS      | $1132103.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                                  | GrafTech International Ltd                           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    962832 | NS      | $6296921.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                        | Red Rock Resorts, Inc. Class A                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15978 | NS      | $719169.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                                 | Redfin Corp                                          | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |    159164 | NS      | $1190546.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent-A-Center Inc/TX                                        | Rent-A-Center Inc/TX                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    243405 | NS      | $6545160.45   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                           | Rimini Street Inc                                    | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |    254016 | NS      | $1143072.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                  | Grid Dynamics Holdings Inc                           | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313047 | NS      | $3919348.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                                 | Groupon Inc                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |    109840 | NS      | $907278.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co                                                | SM Energy Co                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     42344 | NS      | $1391847.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                   | Sally Beauty Holdings Inc                            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     85074 | NS      | $1325452.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                               | Healthcare Services Group Inc                        | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     39446 | NS      | $531337.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                       | Innovage Holding Corp                                | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111540 | NS      | $835434.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corp                                                | Semtech Corp                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |   1011008 | NS      | $33393594.24  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                | Sylvamo Corp                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    135265 | NS      | $6429145.45   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                  | Iridium Communications Inc                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      6042 | NS      | $361553.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                      | iTeos Therapeutics Inc                               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18256 | NS      | $381550.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                                  | Telos Corp                                           | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    943774 | NS      | $4577303.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                  | Terex Corp                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    129182 | NS      | $6584406.54   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                       | Jackson Financial Inc                                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     23346 | NS      | $1028157.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                        | JELD-WEN Holding Inc                                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    119701 | NS      | $1514217.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                         | Texas Roadhouse Inc                                  | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     85011 | NS      | $8537654.73   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                      | 2U Inc                                               | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    201225 | NS      | $1736571.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                   | Vanda Pharmaceuticals Inc                            | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    848046 | NS      | $6512993.28   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                        | Veritex Holdings Inc                                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     51184 | NS      | $1440829.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                        | Kronos Worldwide Inc                                 | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     88076 | NS      | $1026085.40   | 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        |    698754 | NS      | $23918349.42  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                       | LiveRamp Holdings Inc                                | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    698016 | NS      | $18678908.16  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                     | Magnolia Oil & Gas Corp                              | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167333 | NS      | $3950732.13   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                                | Veritiv Corp                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     60791 | NS      | $7601306.64   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                   | Vimeo Inc                                            | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    846337 | NS      | $3842369.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                               | MarineMax Inc                                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    100213 | NS      | $3131656.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                               | MaxLinear Inc                                        | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    148129 | NS      | $6102914.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                         | Westamerica BanCorp                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7916 | NS      | $439812.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                       | Argo Group International Holdings Ltd                | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     59063 | NS      | $1639588.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                           | Newmark Group Inc                                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252859 | NS      | $2167001.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                 | OFG Bancorp                                          | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    104810 | NS      | $2967171.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                       | Nabors Industries Ltd                                | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      5088 | NS      | $903323.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                                | SFL Corp Ltd                                         | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |    242874 | NS      | $2472457.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                           | Oasis Petroleum Inc                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     14319 | NS      | $2052342.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                    | ON24 Inc                                             | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    750808 | NS      | $6967498.24   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                           | International Game Technology PLC                    | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |    121962 | NS      | $3225894.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                   | International Seaways Inc                            | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     44479 | NS      | $1727564.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                               | Preferred Bank/Los Angeles CA                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     27542 | NS      | $1959062.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                      | Puma Biotechnology Inc                               | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126811 | NS      | $545287.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                           | Qurate Retail Inc                                    | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    767214 | NS      | $1979412.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                       | Silk Road Medical Inc                                | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     26960 | NS      | $1465545.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                     | Silvergate Capital Corp                              | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |    112874 | NS      | $1607325.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank/Portsmouth VA                                    | Towne Bank/Portsmouth VA                             | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     61508 | NS      | $1874148.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                                | TrueBlue Inc                                         | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95360 | NS      | $1871916.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                      | Tupperware Brands Corp                               | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |    143986 | NS      | $637857.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                    | Turning Point Brands Inc                             | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     38625 | NS      | $896486.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                                   | Unifi Inc                                            | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     60000 | NS      | $513000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                            | Universal Logistics Holdings Inc                     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21743 | NS      | $781008.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                   | Viridian Therapeutics Inc                            | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     40378 | NS      | $1474604.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                | Wingstop Inc                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5166 | NS      | $818656.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                        | WW International Inc                                 | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |   1739133 | NS      | $8643491.01   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                  | Xenia Hotels & Resorts Inc                           | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |    162458 | NS      | $2420624.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                           | Borr Drilling Ltd                                    | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     59472 | NS      | $353858.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                       | Ardmore Shipping Corp                                | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |    222826 | NS      | $3264400.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                              | Dorian LPG Ltd                                       | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     52269 | NS      | $1037539.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                                     | Eagle Bulk Shipping Inc                              | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |     14273 | NS      | $817557.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                         | Allegiant Travel Co                                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     18166 | NS      | $1562820.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                                 | Arcellx Inc                                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21545 | NS      | $719818.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                    | CBIZ Inc                                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      8115 | NS      | $386192.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                 | Cerence Inc                                          | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    330085 | NS      | $8093684.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                    | Children's Place Inc/The                             | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     96193 | NS      | $4364276.41   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                        | City Office REIT Inc                                 | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |    288694 | NS      | $2840748.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                | Collegium Pharmaceutical Inc                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     44584 | NS      | $1251918.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                             | Glatfelter Corp                                      | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |    293795 | NS      | $1286822.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                       | Lantheus Holdings Inc                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    122693 | NS      | $7054847.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                        | Myers Industries Inc                                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    100654 | NS      | $2423748.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                            | Peapack Gladstone Financial Corp                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     48266 | NS      | $1790185.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                     | Privia Health Group Inc                              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73587 | NS      | $1989792.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                           | PROG Holdings Inc                                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    827663 | NS      | $18448608.27  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                     | Target Hospitality Corp                              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241572 | NS      | $3709338.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                     | Cushman & Wakefield PLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    298304 | NS      | $4304526.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                                | Genco Shipping & Trading Ltd                         | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     45021 | NS      | $816680.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                          | SunCoke Energy Inc                                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    637949 | NS      | $5811715.39   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                        | Warrior Met Coal Inc                                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    138814 | NS      | $5258274.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                            | AMC Networks Inc                                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     23352 | NS      | $432245.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                                | Invesco Mortgage Capital Inc                         | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |    126044 | NS      | $1851586.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection Inc                                    | Resources Connection Inc                             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51711 | NS      | $893048.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                       | SIGA Technologies Inc                                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    723504 | NS      | $5303284.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Advantage Solutions Inc                                     | Advantage Solutions Inc                              | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1141289 | NS      | $2955938.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                    | Atea Pharmaceuticals Inc                             | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1514949 | NS      | $7014213.87   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                   | Beacon Roofing Supply Inc                            | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     17596 | NS      | $1000860.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                            | Bluebird Bio Inc                                     | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212408 | NS      | $1348790.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                          | Byline Bancorp Inc                                   | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    446598 | NS      | $11075630.40  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                              | CVR Energy Inc                                       | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     57148 | NS      | $1897313.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                         | Clearway Energy Inc                                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    152391 | NS      | $4884131.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                                | Cross Country Healthcare Inc                         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    131526 | NS      | $3649846.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                               | Deciphera Pharmaceuticals Inc                        | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    157527 | NS      | $2679534.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                              | elf Beauty Inc                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    200237 | NS      | $11523639.35  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                             | First Bancorp/Southern Pines NC                      | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94912 | NS      | $3782243.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Therapeutics Inc                                  | Frequency Therapeutics Inc                           | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300624 | NS      | $1364832.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                                | Hain Celestial Group Inc/The                         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    504070 | NS      | $10343516.40  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                    | Hersha Hospitality Trust                             | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |     74328 | NS      | $683817.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                              | Immunovant Inc                                       | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32501 | NS      | $577542.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                          | Ingles Markets Inc                                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     18025 | NS      | $1712375.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                  | Inogen Inc                                           | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    239661 | NS      | $5591291.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                  | Intapp Inc                                           | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26268 | NS      | $761246.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                             | LendingTree Inc                                      | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     92542 | NS      | $3670215.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                        | Manitowoc Co Inc/The                                 | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    250392 | NS      | $3430370.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                             | NeoGenomics Inc                                      | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    522220 | NS      | $6203973.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                              | NexPoint Residential Trust Inc                       | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     22156 | NS      | $1118878.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                           | Open Lending Corp                                    | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    951800 | NS      | $8347286.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                     | PMV Pharmaceuticals Inc                              | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103157 | NS      | $845887.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                             | Penn Virginia Corp                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     20558 | NS      | $863436.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                           | ProAssurance Corp                                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    354368 | NS      | $6871195.52   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                  | Prometheus Biosciences Inc                           | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103481 | NS      | $11761650.46  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                    | Rackspace Technology Inc                             | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259158 | NS      | $777474.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ribbon Communications Inc                                   | Ribbon Communications Inc                            | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |    495258 | NS      | $1738355.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                            | SecureWorks Corp                                     | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174347 | NS      | $1398262.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                              | SpartanNash Co                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    114534 | NS      | $3628437.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                            | Talos Energy Inc                                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    545416 | NS      | $10804690.96  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                  | Thermon Group Holdings Inc                           | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     87853 | NS      | $2031161.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                      | US Silica Holdings Inc                               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    196826 | NS      | $2409150.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                    | Yext Inc                                             | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    549677 | NS      | $3820255.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                         | Scorpio Tankers Inc                                  | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    145130 | NS      | $6947373.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                       | Bed Bath & Beyond Inc                                | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    623118 | NS      | $1757192.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO Financial Group Inc                                     | CNO Financial Group Inc                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    115879 | NS      | $2985043.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                             | Citi Trends Inc                                      | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |    173005 | NS      | $5446197.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                              | Cue Health Inc                                       | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179044 | NS      | $469095.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                    | HomeTrust Bancshares Inc                             | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46531 | NS      | $1256337.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                          | Liberty Oilfield Services Inc                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24628 | NS      | $389861.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                             | MacroGenics Inc                                      | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    663146 | NS      | $3826352.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                            | Prestige Brands Holdings Inc                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18483 | NS      | $1215442.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                        | Ranpak Holdings Corp                                 | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |    747309 | NS      | $5724386.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                  | Sprouts Farmers Market Inc                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    135838 | NS      | $4340024.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                    | Waterstone Financial Inc                             | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |    169446 | NS      | $2728080.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                                   | ALX Oncology Holdings Inc                            | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234806 | NS      | $2183695.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Allakos Inc                                                 | Allakos Inc                                          | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |    777071 | NS      | $5773637.53   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                               | Amphastar Pharmaceuticals Inc                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    113458 | NS      | $3433239.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                    | AvidXchange Holdings Inc                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146443 | NS      | $1628446.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                               | Container Store Group Inc/The                        | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |    373788 | NS      | $1947435.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                     | 8x8 Inc                                              | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    639110 | NS      | $3010208.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund | Federated Institutional Prime Value Obligations Fund | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |  20221207 | NS      | $20221206.53  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                             | Otter Tail Corp                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153686 | NS      | $9858956.90   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                       | ProPetro Holding Corp                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54824 | NS      | $545498.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                 | SkyWest Inc                                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    983044 | NS      | $20407993.44  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                         | Workhorse Group Inc                                  | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |    120149 | NS      | $265529.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERATED HERMES INC                                        | Federated Government Obligations Fund                | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | EC               | RF                | US        |  13192461 | PA      | $13192461.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer