# EDGAR Filing Document

**Accession Number:** 0001750821
**File Stem:** 0001145549-23-004665
**Filing Date:** 2023-1
**Character Count:** 76429
**Document Hash:** 4a2e2cc9b125971e53e7a95b2b147b04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004665.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001145549-23-004665

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** North Square Investments Trust
- **CENTRAL INDEX KEY:** 0001750821
- **IRS NUMBER:** 462828241
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23373
- **FILM NUMBER:** 23567517

**BUSINESS ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (312) 857-2160

**MAIL ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### NORTH SQUARE DYNAMIC SMALL CAP FUND (Series ID: S000063485)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000205677 | CLASS I      | ORSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** North Square Investments Trust

- **b. Investment Company Act file number:** 811-23373

- **c. CIK number of Registrant:** 0001750821

- **d. LEI of Registrant:** 549300K2CKCXH4E67T58

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

  - **Street Address 1:** 10 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 3128572160

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

- **a. Name of Series:** North Square Dynamic Small Cap Fund

- **b. EDGAR series identifier (if any):** S000063485

- **c. LEI of Series:** 549300UFTW8Q6ZS1LI66

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $73694888.79

**Total Liabilities:** $112422.51

**Net Assets:** $73582466.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205677 | -8.47%               | 12.90%               | 3.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2833776.77             | $-3163845.04                               |
| Month 2  | $-1067878.39             | $9311170.04                                |
| Month 3  | $-659559.80              | $2943580.25                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dropbox Inc                    | Dropbox Inc                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     39580 | NS      | $932504.80    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc          | Dyne Therapeutics Inc                    | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20730 | NS      | $242541.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                 | elf Beauty Inc                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     12310 | NS      | $676557.60    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc          | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11020 | NS      | $773714.20    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc     | Enanta Pharmaceuticals Inc               | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1190 | NS      | $52110.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp               | Encore Wire Corp                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $803605.00    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust Inc    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      7300 | NS      | $169433.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    354567 | NS      | $354566.98    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     17710 | NS      | $272379.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C | First Commonwealth Financial Corp        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      4340 | NS      | $63884.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      4390 | NS      | $162210.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp       | Fox Factory Holding Corp                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4490 | NS      | $476389.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The              | GEO Group Inc/The                        | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     23960 | NS      | $283207.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                        | GMS Inc                                  | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      6920 | NS      | $339772.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                       | Gogo Inc                                 | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     25980 | NS      | $407626.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc               | Gossamer Bio Inc                         | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     16370 | NS      | $140127.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd     | GrafTech International Ltd               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     22250 | NS      | $120150.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       170 | NS      | $109425.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc         | Gran Tierra Energy Inc                   | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | CA        |    191580 | NS      | $227980.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Co             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12510 | NS      | $287479.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc            | Gray Television Inc                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      5010 | NS      | $58617.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc       | Green Brick Partners Inc                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11110 | NS      | $268639.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     15858 | NS      | $428958.90    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                    | Harsco Corp                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     66950 | NS      | $500786.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust       | Hersha Hospitality Trust                 | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     34544 | NS      | $332658.72    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                       | IDT Corp                                 | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      1530 | NS      | $42763.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                     | Impinj Inc                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       730 | NS      | $93111.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc         | Insteel Industries Inc                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      5500 | NS      | $162195.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc              | Inter Parfums Inc                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7350 | NS      | $700381.50    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5120 | NS      | $411136.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc    | Iovance Biotherapeutics Inc              | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     30870 | NS      | $197568.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                 | IVERIC bio Inc                           | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     19540 | NS      | $461534.80    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc    | Karyopharm Therapeutics Inc              | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |      8200 | NS      | $43378.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                     | Kforce Inc                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3059 | NS      | $180695.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd              | Kosmos Energy Ltd                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     10550 | NS      | $70157.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc              | Kura Oncology Inc                        | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     20200 | NS      | $318554.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc             | LSB Industries Inc                       | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     24490 | NS      | $377880.70    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp        | Lakeland Financial Corp                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $135021.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc          | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     11040 | NS      | $685363.20    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp               | LendingClub Corp                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      7140 | NS      | $73613.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       680 | NS      | $177092.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                   | Leslie's Inc                             | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15100 | NS      | $220460.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc             | Liberty Energy Inc                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30610 | NS      | $505983.30    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc        | Live Oak Bancshares Inc                  | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7210 | NS      | $240453.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                    | Livent Corp                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      8890 | NS      | $248831.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                    | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     14110 | NS      | $309855.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc            | MGP Ingredients Inc                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      3570 | NS      | $446464.20    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                  | M/I Homes Inc                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1310 | NS      | $59185.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                 | MRC Global Inc                           | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     46294 | NS      | $544417.44    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $187266.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      7770 | NS      | $978553.80    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      5210 | NS      | $455979.20    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc         | Marcus & Millichap Inc                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3640 | NS      | $135553.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                              | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     23600 | NS      | $683692.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       530 | NS      | $32277.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                       | Ooma Inc                                 | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11060 | NS      | $174195.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc       | OraSure Technologies Inc                 | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      8730 | NS      | $43999.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc             | Outfront Media Inc                       | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     26830 | NS      | $490720.70    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                 | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      9540 | NS      | $379405.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                    | PCB Bancorp                              | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      4680 | NS      | $87141.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                 | PDC Energy Inc                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      3840 | NS      | $285388.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc           | Pactiv Evergreen Inc                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     11040 | NS      | $128505.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc           | Palomar Holdings Inc                     | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      3140 | NS      | $197003.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc       | Par Pacific Holdings Inc                 | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     21460 | NS      | $502807.80    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc      | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     24810 | NS      | $318312.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc         | Patrick Industries Inc                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      6078 | NS      | $339942.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      4790 | NS      | $58964.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics Inc                           | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2500 | NS      | $47000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                             | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      3920 | NS      | $109054.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6470 | NS      | $169255.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                    | Popular Inc                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4490 | NS      | $327859.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      6160 | NS      | $131516.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc        | Privia Health Group Inc                  | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6880 | NS      | $164638.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                    | Progyny Inc                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20690 | NS      | $757874.70    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp          | ProPetro Holding Corp                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27880 | NS      | $306122.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc   | Protagonist Therapeutics Inc             | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7590 | NS      | $60036.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       410 | NS      | $50561.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                 | Quanterix Corp                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12320 | NS      | $163856.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust              | RLJ Lodging Trust                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33490 | NS      | $405898.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                        | RPC Inc                                  | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26360 | NS      | $244093.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp            | Repay Holdings Corp                      | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7730 | NS      | $68487.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc       | REVOLUTION Medicines Inc                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     14810 | NS      | $349367.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc              | Rimini Street Inc                        | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     16680 | NS      | $70056.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc  | Robert Half International Inc            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     11120 | NS      | $876033.60    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     10500 | NS      | $541065.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc         | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5790 | NS      | $529958.70    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc    | John B Sanfilippo & Son Inc              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3490 | NS      | $295568.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc       | Sarepta Therapeutics Inc                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      2900 | NS      | $356149.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                 | ScanSource Inc                           | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     13020 | NS      | $388777.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc     | SeaWorld Entertainment Inc               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      6260 | NS      | $357195.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc     | Select Energy Services Inc               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     35570 | NS      | $291318.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                   | Semtech Corp                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1840 | NS      | $56561.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust       | Service Properties Trust                 | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     88340 | NS      | $693469.00    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc          | Shockwave Medical Inc                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       630 | NS      | $159768.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5800 | NS      | $474788.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp          | Skyline Champion Corp                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $164808.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur | Solaris Oilfield Infrastructure Inc      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     20840 | NS      | $228614.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc         | US Silica Holdings Inc                   | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     18660 | NS      | $244259.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc              | Unity Bancorp Inc                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1330 | NS      | $37918.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc            | Spirit Airlines Inc                      | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      3655 | NS      | $79350.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                   | Sprinklr Inc                             | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     36210 | NS      | $310681.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc           | Univar Solutions Inc                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     29060 | NS      | $962757.80    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings I | Universal Logistics Holdings Inc         | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1430 | NS      | $54297.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp         | Univest Financial Corp                   | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2120 | NS      | $59805.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                   | Veritiv Corp                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      3481 | NS      | $468333.74    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                | Squarespace Inc                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     18320 | NS      | $375376.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co              | STAAR Surgical Co                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      5300 | NS      | $302683.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     39130 | NS      | $952032.90    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                          | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     18370 | NS      | $262139.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                      | Stepan Co                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3520 | NS      | $392726.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc               | StoneX Group Inc                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1080 | NS      | $109587.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp             | Vizio Holding Corp                       | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6160 | NS      | $63386.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc               | W&T Offshore Inc                         | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     21732 | NS      | $149298.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                 | Sumo Logic Inc                           | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     24830 | NS      | $188708.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I | Sunnova Energy International Inc         | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      9130 | NS      | $208437.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal Inc                     | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      7680 | NS      | $282777.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal Inc                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6860 | NS      | $241952.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                  | SunPower Corp                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     11180 | NS      | $271115.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                    | SunOpta Inc                              | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     53483 | NS      | $500066.05    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     15570 | NS      | $1404881.10   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc     | Syndax Pharmaceuticals Inc               | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     12490 | NS      | $299260.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp       | Western Alliance Bancorp                 | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5620 | NS      | $385194.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                   | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5170 | NS      | $855686.70    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc           | Tri Pointe Homes Inc                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22270 | NS      | $410658.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc       | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      2609 | NS      | $109708.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                            | World Wrestling Entertainment Inc        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      7760 | NS      | $619868.80    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                       | XPEL Inc                                 | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      9280 | NS      | $636144.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp        | Target Hospitality Corp                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35040 | NS      | $506678.40    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc           | Tenable Holdings Inc                     | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     24070 | NS      | $918992.60    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc         | Xponential Fitness Inc                   | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3830 | NS      | $84796.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     10640 | NS      | $477629.60    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA       | Towne Bank/Portsmouth VA                 | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3780 | NS      | $122094.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2480 | NS      | $96397.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc               | ZipRecruiter Inc                         | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     17210 | NS      | $284997.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                      | Zynex Inc                                | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13190 | NS      | $180966.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY           | TrustCo Bank Corp NY                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $34956.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc                 | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      4700 | NS      | $103494.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                         | 2U Inc                                   | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     12200 | NS      | $97966.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     26590 | NS      | $331045.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     13330 | NS      | $330317.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastr | Atlantica Sustainable Infrastructure PLC | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |      3700 | NS      | $103230.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L | Bank of NT Butterfield & Son Ltd/The     | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      6430 | NS      | $223764.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                 | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | TH        |      8350 | NS      | $1113973.50   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd | James River Group Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     18970 | NS      | $455659.40    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                    | StoneCo Ltd                              | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | BR        |      5220 | NS      | $60969.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd   | Textainer Group Holdings Ltd             | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | US        |      3070 | NS      | $93573.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA    | Orion Engineered Carbons SA              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     23480 | NS      | $440954.40    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel              | Camtek Ltd/Israel                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      8570 | NS      | $209022.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                      | JFrog Ltd                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      4430 | NS      | $97371.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                       | Merus NV                                 | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |      9850 | NS      | $151197.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV      | Playa Hotels & Resorts NV                | CUSIP: N/A<br>LEI: 529900BUP3KWPCJNLS49       | Long             | EC               | CORP              | US        |     60710 | NS      | $373366.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp          | Ardmore Shipping Corp                    | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | IE        |     24350 | NS      | $367198.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc      | International Seaways Inc                | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | US        |       920 | NS      | $39633.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc            | Scorpio Tankers Inc                      | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MC        |      5950 | NS      | $303569.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd                       | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | CA        |     11220 | NS      | $378562.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc    | AMN Healthcare Services Inc              | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      6800 | NS      | $841160.00    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc               | A10 Networks Inc                         | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     51360 | NS      | $960945.60    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The             | Aaron's Co Inc/The                       | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14320 | NS      | $174560.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc        | AbCellera Biologics Inc                  | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     30620 | NS      | $394079.40    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     22550 | NS      | $351329.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp  | Adaptive Biotechnologies Corp            | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     24550 | NS      | $215549.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                   | Agilysys Inc                             | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      5470 | NS      | $363208.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc                 | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9530 | NS      | $126749.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc       | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33830 | NS      | $1053466.20   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp     | Amalgamated Financial Corp               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14240 | NS      | $379780.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc      | Ambac Financial Group Inc                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     22080 | NS      | $359020.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                   | Ameresco Inc                             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      3660 | NS      | $239803.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA       | American Software Inc/GA                 | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6670 | NS      | $98782.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc        | Amicus Therapeutics Inc                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     20680 | NS      | $250228.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie | Applied Industrial Technologies Inc      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5020 | NS      | $665099.80    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc             | Arch Resources Inc                       | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1580 | NS      | $244505.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I | AssetMark Financial Holdings Inc         | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      9630 | NS      | $239401.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                     | Atkore Inc                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     10380 | NS      | $1267917.00   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp | Atlantic Union Bankshares Corp           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $53148.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc            | Avid Technology Inc                      | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     22170 | NS      | $622533.60    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4550 | NS      | $205523.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc             | Axos Financial Inc                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1190 | NS      | $47730.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc               | BGC Partners Inc                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     91980 | NS      | $396433.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     15000 | NS      | $913350.00    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                       | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      9520 | NS      | $439348.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      9150 | NS      | $227926.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc          | BioLife Solutions Inc                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      5560 | NS      | $117705.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc          | BlueLinx Holdings Inc                    | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      4285 | NS      | $297379.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co               | Boise Cascade Co                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4960 | NS      | $367238.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The         | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       950 | NS      | $365151.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                        | Box Inc                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     12860 | NS      | $353007.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc   | Braemar Hotels & Resorts Inc             | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     21006 | NS      | $77512.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                    | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     10710 | NS      | $721961.10    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp        | CECO Environmental Corp                  | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     16690 | NS      | $202282.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     52145 | NS      | $1224364.60   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4280 | NS      | $249438.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix Inc                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5389 | NS      | $384235.70    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      7650 | NS      | $355495.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1820 | NS      | $38565.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust          | Chatham Lodging Trust                    | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20590 | NS      | $275288.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                | Chico's FAS Inc                          | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     19610 | NS      | $115110.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc       | Chinook Therapeutics Inc                 | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     22420 | NS      | $507813.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp          | Clearwater Paper Corp                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      6760 | NS      | $263842.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA      | Coastal Financial Corp/WA                | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       810 | NS      | $40435.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                    | Codexis Inc                              | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27017 | NS      | $147782.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc               | Coeur Mining Inc                         | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     24150 | NS      | $84525.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc         | Cogent Biosciences Inc                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21480 | NS      | $270218.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc    | Columbia Banking System Inc              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $93665.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2058 | NS      | $135828.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc         | Comstock Resources Inc                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     18200 | NS      | $333970.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc       | Corcept Therapeutics Inc                 | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     16410 | NS      | $414844.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                  | CoreCivic Inc                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      7040 | NS      | $93491.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                    | CorVel Corp                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3377 | NS      | $516579.69    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                   | Coursera Inc                             | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     14290 | NS      | $199202.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                      | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      4770 | NS      | $481770.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc   | Cross Country Healthcare Inc             | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      9340 | NS      | $334185.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc          | Customers Bancorp Inc                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      8345 | NS      | $269293.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc               | Cytokinetics Inc                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1470 | NS      | $62475.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       110 | NS      | $43876.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc       | Destination XL Group Inc                 | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6330 | NS      | $42157.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co     | DiamondRock Hospitality Co               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     23870 | NS      | $224616.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions  | Donnelley Financial Solutions Inc        | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     11770 | NS      | $449378.60    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2500 | NS      | $669800.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson Inc                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2150 | NS      | $137084.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                   | Medifast Inc                             | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1910 | NS      | $240755.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc           | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4852 | NS      | $1018386.28   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3310 | NS      | $238320.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc     | Midland States Bancorp Inc               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      6070 | NS      | $163343.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     13340 | NS      | $282407.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                 | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1270 | NS      | $375678.70    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics            | Nektar Therapeutics                      | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     42430 | NS      | $118804.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc | NexPoint Residential Trust Inc           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      3700 | NS      | $177933.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                        | NOW Inc                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      8080 | NS      | $100838.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** North Square Investments Trust

**Signature:** /s/ Alan E. Molotsky

**Name of Signer:** Alan E. Molotsky

**Title:** Secretary and Treasurer