# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-002174
**Filing Date:** 2023-1
**Character Count:** 445813
**Document Hash:** 0192b2eb5cca4e320851e42ecec82d7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002174.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002174

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757
- **IRS NUMBER:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 23546580

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multi-Manager Small Cap Equity Strategies Fund (Series ID: S000036206)

| Class ID   | Class Name                                                           | Ticker Symbol   |
|:---|:---|:---|
| C000179756 | Multi-Manager Small Cap Equity Strategies Fund Institutional Class   | CZMSX           |
| C000216710 | Multi-Manager Small Cap Equity Strategies Fund Institutional 3 Class | CSCLX           |

## Nport-Ex

![](img43d9f23b1.jpg)

First Quarter Report<br> November 30, 2022 (Unaudited)

![](img1f550ad12.jpg)

Multi-Manager Small Cap Equity Strategies Fund

Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value

------

## Portfolio of Investments<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 97.9%** | &nbsp;&nbsp;**Common Stocks 97.9%** | &nbsp;&nbsp;**Common Stocks 97.9%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 1.0%** | &nbsp;&nbsp;**Communication Services 1.0%** | &nbsp;&nbsp;**Communication Services 1.0%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** |
| &nbsp;&nbsp;Bandwidth, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424945 |
| &nbsp;&nbsp;**Entertainment 0.0%** | &nbsp;&nbsp;**Entertainment 0.0%** | &nbsp;&nbsp;**Entertainment 0.0%** |
| &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424579 |
| &nbsp;&nbsp;**Interactive Media & Services 0.5%** | &nbsp;&nbsp;**Interactive Media & Services 0.5%** | &nbsp;&nbsp;**Interactive Media & Services 0.5%** |
| &nbsp;&nbsp;Bumble, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47216 | &nbsp;&nbsp;&nbsp;&nbsp;1150182 |
| &nbsp;&nbsp;DHI Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36564 |
| &nbsp;&nbsp;Outbrain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133860 |
| &nbsp;&nbsp;Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56840 | &nbsp;&nbsp;&nbsp;&nbsp;3059129 |
| &nbsp;&nbsp;TrueCar, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193201 |
| &nbsp;&nbsp;Ziff Davis, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;1743714 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6316650 |
| &nbsp;&nbsp;**Media 0.4%** | &nbsp;&nbsp;**Media 0.4%** | &nbsp;&nbsp;**Media 0.4%** |
| &nbsp;&nbsp;Cardlytics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71566 |
| &nbsp;&nbsp;Emerald Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362880 |
| &nbsp;&nbsp;Entravision Communications Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;57300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318588 |
| &nbsp;&nbsp;Nexstar Media Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;3203564 |
| &nbsp;&nbsp;Stagwell, Inc.<sup>(a)</sup> | &nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992180 |
| &nbsp;&nbsp;TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327684 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;5276462 |
| &nbsp;&nbsp;**Wireless Telecommunication Services 0.1%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.1%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.1%** |
| &nbsp;&nbsp;Spok Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104748 |
| &nbsp;&nbsp;Telephone and Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722980 |
| &nbsp;&nbsp;United States Cellular Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430579 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1258307 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**13700943** |
| &nbsp;&nbsp;**Consumer Discretionary 9.8%** | &nbsp;&nbsp;**Consumer Discretionary 9.8%** | &nbsp;&nbsp;**Consumer Discretionary 9.8%** |
| &nbsp;&nbsp;**Auto Components 1.3%** | &nbsp;&nbsp;**Auto Components 1.3%** | &nbsp;&nbsp;**Auto Components 1.3%** |
| &nbsp;&nbsp;Adient PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;1394052 |
| &nbsp;&nbsp;American Axle & Manufacturing Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;175904 | &nbsp;&nbsp;&nbsp;&nbsp;1831161 |
| &nbsp;&nbsp;Fox Factory Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;101534 | &nbsp;&nbsp;10772757 |
| &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The)<sup>(a)</sup> | &nbsp;&nbsp;265848 | &nbsp;&nbsp;&nbsp;&nbsp;2982815 |
| &nbsp;&nbsp;Modine Manufacturing Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661499 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;17642284 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Automobiles 0.2%** | &nbsp;&nbsp;**Automobiles 0.2%** | &nbsp;&nbsp;**Automobiles 0.2%** |
| &nbsp;&nbsp;Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956154 |
| &nbsp;&nbsp;Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22155 | &nbsp;&nbsp;&nbsp;&nbsp;1298061 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2254215 |
| &nbsp;&nbsp;**Diversified Consumer Services 0.6%** | &nbsp;&nbsp;**Diversified Consumer Services 0.6%** | &nbsp;&nbsp;**Diversified Consumer Services 0.6%** |
| &nbsp;&nbsp;2U, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;96100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771683 |
| &nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;1256320 |
| &nbsp;&nbsp;Bright Horizons Family Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15463 | &nbsp;&nbsp;&nbsp;&nbsp;1147355 |
| &nbsp;&nbsp;frontdoor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65556 | &nbsp;&nbsp;&nbsp;&nbsp;1532044 |
| &nbsp;&nbsp;Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643680 |
| &nbsp;&nbsp;Grand Canyon Education, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423334 |
| &nbsp;&nbsp;Laureate Education, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;41088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430602 |
| &nbsp;&nbsp;Perdoceo Education Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;85332 | &nbsp;&nbsp;&nbsp;&nbsp;1224514 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7429532 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.5%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.5%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.5%** |
| &nbsp;&nbsp;Bloomin' Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304020 |
| &nbsp;&nbsp;Bluegreen Vacations Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140614 |
| &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36266 | &nbsp;&nbsp;&nbsp;&nbsp;2224194 |
| &nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;1137300 |
| &nbsp;&nbsp;Dine Brands Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641474 |
| &nbsp;&nbsp;El Pollo Loco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586420 |
| &nbsp;&nbsp;International Game Technology PLC | &nbsp;&nbsp;191700 | &nbsp;&nbsp;&nbsp;&nbsp;4704318 |
| &nbsp;&nbsp;Jack in the Box, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339810 |
| &nbsp;&nbsp;Life Time Group Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;155369 | &nbsp;&nbsp;&nbsp;&nbsp;1993384 |
| &nbsp;&nbsp;Light & Wonder, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;2856357 |
| &nbsp;&nbsp;Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20264 | &nbsp;&nbsp;&nbsp;&nbsp;3018931 |
| &nbsp;&nbsp;Papa John's International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19679 | &nbsp;&nbsp;&nbsp;&nbsp;1638473 |
| &nbsp;&nbsp;Planet Fitness, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42595 | &nbsp;&nbsp;&nbsp;&nbsp;3337744 |
| &nbsp;&nbsp;Red Rock Resorts, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;1667220 |
| &nbsp;&nbsp;Ruth's Hospitality Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633862 |
| &nbsp;&nbsp;SeaWorld Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26052 | &nbsp;&nbsp;&nbsp;&nbsp;1486527 |
| &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;73262 | &nbsp;&nbsp;&nbsp;&nbsp;1764882 |
| &nbsp;&nbsp;Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38242 | &nbsp;&nbsp;&nbsp;&nbsp;3798195 |
| &nbsp;&nbsp;Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925106 |
| &nbsp;&nbsp;Xponential Fitness, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228042 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;33426873 |

---

2 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Household Durables 1.0%** | &nbsp;&nbsp;**Household Durables 1.0%** | &nbsp;&nbsp;**Household Durables 1.0%** |
| &nbsp;&nbsp;Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597184 |
| &nbsp;&nbsp;Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39900 | &nbsp;&nbsp;&nbsp;&nbsp;1135155 |
| &nbsp;&nbsp;GoPro, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;214926 | &nbsp;&nbsp;&nbsp;&nbsp;1177795 |
| &nbsp;&nbsp;Green Brick Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278070 |
| &nbsp;&nbsp;Helen of Troy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15751 | &nbsp;&nbsp;&nbsp;&nbsp;1552104 |
| &nbsp;&nbsp;Hooker Furnishings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617463 |
| &nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp;70200 | &nbsp;&nbsp;&nbsp;&nbsp;2203578 |
| &nbsp;&nbsp;La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609952 |
| &nbsp;&nbsp;LGI Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556304 |
| &nbsp;&nbsp;M/I Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587701 |
| &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587588 |
| &nbsp;&nbsp;Sonos, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;81282 | &nbsp;&nbsp;&nbsp;&nbsp;1424873 |
| &nbsp;&nbsp;Taylor Morrison Home Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644268 |
| &nbsp;&nbsp;Tri Pointe Homes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599300 |
| &nbsp;&nbsp;Tupperware Brands Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199090 |
| &nbsp;&nbsp;Universal Electronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160001 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;12930426 |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** |
| &nbsp;&nbsp;Global-e Online Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945111 |
| &nbsp;&nbsp;Quotient Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162949 |
| &nbsp;&nbsp;Xometry, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40567 | &nbsp;&nbsp;&nbsp;&nbsp;1713145 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2821205 |
| &nbsp;&nbsp;**Leisure Products 0.2%** | &nbsp;&nbsp;**Leisure Products 0.2%** | &nbsp;&nbsp;**Leisure Products 0.2%** |
| &nbsp;&nbsp;Johnson Outdoors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;1068984 |
| &nbsp;&nbsp;Smith & Wesson Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613629 |
| &nbsp;&nbsp;Vista Outdoor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872664 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2555277 |
| &nbsp;&nbsp;**Multiline Retail 0.2%** | &nbsp;&nbsp;**Multiline Retail 0.2%** | &nbsp;&nbsp;**Multiline Retail 0.2%** |
| &nbsp;&nbsp;Franchise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309995 |
| &nbsp;&nbsp;Macy's, Inc. | &nbsp;&nbsp;115500 | &nbsp;&nbsp;&nbsp;&nbsp;2714250 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3024245 |
| &nbsp;&nbsp;**Specialty Retail 3.1%** | &nbsp;&nbsp;**Specialty Retail 3.1%** | &nbsp;&nbsp;**Specialty Retail 3.1%** |
| &nbsp;&nbsp;Aaron's Co., Inc. (The) | &nbsp;&nbsp;142073 | &nbsp;&nbsp;&nbsp;&nbsp;1731870 |
| &nbsp;&nbsp;American Eagle Outfitters, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735630 |
| &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;1031910 |
| &nbsp;&nbsp;Big 5 Sporting Goods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618018 |
| &nbsp;&nbsp;Boot Barn Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579210 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Burlington Stores, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10552 | &nbsp;&nbsp;&nbsp;&nbsp;2064815 |
| &nbsp;&nbsp;Cato Corp. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;51700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537680 |
| &nbsp;&nbsp;Children's Place, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202350 |
| &nbsp;&nbsp;Citi Trends, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63462 |
| &nbsp;&nbsp;Container Store Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161163 |
| &nbsp;&nbsp;Floor & Decor Holdings, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18807 | &nbsp;&nbsp;&nbsp;&nbsp;1403566 |
| &nbsp;&nbsp;Foot Locker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87559 | &nbsp;&nbsp;&nbsp;&nbsp;3484848 |
| &nbsp;&nbsp;Genesco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46012 | &nbsp;&nbsp;&nbsp;&nbsp;2401826 |
| &nbsp;&nbsp;Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;3847466 |
| &nbsp;&nbsp;Guess?, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676776 |
| &nbsp;&nbsp;Haverty Furniture Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46028 | &nbsp;&nbsp;&nbsp;&nbsp;1451263 |
| &nbsp;&nbsp;Hibbett, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;3059694 |
| &nbsp;&nbsp;Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7352 | &nbsp;&nbsp;&nbsp;&nbsp;1759407 |
| &nbsp;&nbsp;LL Flooring Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185913 |
| &nbsp;&nbsp;MarineMax, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;1228716 |
| &nbsp;&nbsp;National Vision Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94578 | &nbsp;&nbsp;&nbsp;&nbsp;3826626 |
| &nbsp;&nbsp;OneWater Marine, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;1101653 |
| &nbsp;&nbsp;Petco Health & Wellness Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;134246 | &nbsp;&nbsp;&nbsp;&nbsp;1482076 |
| &nbsp;&nbsp;Rent-A-Center, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;1483944 |
| &nbsp;&nbsp;Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;2671500 |
| &nbsp;&nbsp;Sleep Number Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316485 |
| &nbsp;&nbsp;Sonic Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;1158452 |
| &nbsp;&nbsp;Tilly's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700863 |
| &nbsp;&nbsp;TravelCenters of America, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296670 |
| &nbsp;&nbsp;Urban Outfitters, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442782 |
| &nbsp;&nbsp;Zumiez, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341775 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;41048409 |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.5%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.5%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.5%** |
| &nbsp;&nbsp;Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284856 |
| &nbsp;&nbsp;Crocs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;3898600 |
| &nbsp;&nbsp;G-III Apparel Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599151 |
| &nbsp;&nbsp;Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721270 |
| &nbsp;&nbsp;Lakeland Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430559 |
| &nbsp;&nbsp;Movado Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364777 |
| &nbsp;&nbsp;Rocky Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189476 |
| &nbsp;&nbsp;Unifi, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173220 |
| &nbsp;&nbsp;Vera Bradley, Inc.<sup>(a)</sup> | &nbsp;&nbsp;177103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672992 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7334901 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**130467367** |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 3

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Consumer Staples 2.8%** | &nbsp;&nbsp;**Consumer Staples 2.8%** | &nbsp;&nbsp;**Consumer Staples 2.8%** |
| &nbsp;&nbsp;**Beverages 0.0%** | &nbsp;&nbsp;**Beverages 0.0%** | &nbsp;&nbsp;**Beverages 0.0%** |
| &nbsp;&nbsp;Boston Beer Co., Inc. (The), Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598080 |
| &nbsp;&nbsp;**Food & Staples Retailing 1.3%** | &nbsp;&nbsp;**Food & Staples Retailing 1.3%** | &nbsp;&nbsp;**Food & Staples Retailing 1.3%** |
| &nbsp;&nbsp;Andersons, Inc. (The) | &nbsp;&nbsp;27407 | &nbsp;&nbsp;&nbsp;&nbsp;1055170 |
| &nbsp;&nbsp;BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;1233936 |
| &nbsp;&nbsp;Grocery Outlet Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;82612 | &nbsp;&nbsp;&nbsp;&nbsp;2500665 |
| &nbsp;&nbsp;Natural Grocers by Vitamin Cottage, Inc. | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177408 |
| &nbsp;&nbsp;Performance Food Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;65985 | &nbsp;&nbsp;&nbsp;&nbsp;4023765 |
| &nbsp;&nbsp;SpartanNash Co. | &nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106138 |
| &nbsp;&nbsp;The Chefs' Warehouse<sup>(a)</sup> | &nbsp;&nbsp;86800 | &nbsp;&nbsp;&nbsp;&nbsp;3372180 |
| &nbsp;&nbsp;United Natural Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;91700 | &nbsp;&nbsp;&nbsp;&nbsp;4372256 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;16841518 |
| &nbsp;&nbsp;**Food Products 0.6%** | &nbsp;&nbsp;**Food Products 0.6%** | &nbsp;&nbsp;**Food Products 0.6%** |
| &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;44400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589632 |
| &nbsp;&nbsp;Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203808 |
| &nbsp;&nbsp;Freshpet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;33520 | &nbsp;&nbsp;&nbsp;&nbsp;2246510 |
| &nbsp;&nbsp;Hain Celestial Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;41505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777804 |
| &nbsp;&nbsp;Sovos Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;11751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169097 |
| &nbsp;&nbsp;TreeHouse Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp;3514473 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7501324 |
| &nbsp;&nbsp;**Household Products 0.4%** | &nbsp;&nbsp;**Household Products 0.4%** | &nbsp;&nbsp;**Household Products 0.4%** |
| &nbsp;&nbsp;Central Garden & Pet Co.<sup>(a)</sup> | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566490 |
| &nbsp;&nbsp;Energizer Holdings, Inc. | &nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;1326101 |
| &nbsp;&nbsp;WD-40 Co. | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;2713500 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4606091 |
| &nbsp;&nbsp;**Personal Products 0.5%** | &nbsp;&nbsp;**Personal Products 0.5%** | &nbsp;&nbsp;**Personal Products 0.5%** |
| &nbsp;&nbsp;BellRing Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;1175752 |
| &nbsp;&nbsp;Edgewell Personal Care Co. | &nbsp;&nbsp;48626 | &nbsp;&nbsp;&nbsp;&nbsp;2101129 |
| &nbsp;&nbsp;elf Beauty, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541411 |
| &nbsp;&nbsp;Herbalife Nutrition Ltd.<sup>(a)</sup> | &nbsp;&nbsp;89940 | &nbsp;&nbsp;&nbsp;&nbsp;1575749 |
| &nbsp;&nbsp;Medifast, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453780 |
| &nbsp;&nbsp;Nature's Sunshine Products, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66901 |
| &nbsp;&nbsp;Nu Skin Enterprises, Inc., Class A | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500520 |
| &nbsp;&nbsp;Usana Health Sciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478848 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6894090 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**36441103** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Energy 5.3%** | &nbsp;&nbsp;**Energy 5.3%** | &nbsp;&nbsp;**Energy 5.3%** |
| &nbsp;&nbsp;**Energy Equipment & Services 1.6%** | &nbsp;&nbsp;**Energy Equipment & Services 1.6%** | &nbsp;&nbsp;**Energy Equipment & Services 1.6%** |
| &nbsp;&nbsp;Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;93077 | &nbsp;&nbsp;&nbsp;&nbsp;5062458 |
| &nbsp;&nbsp;ChampionX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915948 |
| &nbsp;&nbsp;Dril-Quip, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;1122858 |
| &nbsp;&nbsp;Expro Group Holdings NV<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;63649 | &nbsp;&nbsp;&nbsp;&nbsp;1105583 |
| &nbsp;&nbsp;Helix Energy Solutions Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;145400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927652 |
| &nbsp;&nbsp;Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48300 | &nbsp;&nbsp;&nbsp;&nbsp;2467164 |
| &nbsp;&nbsp;Liberty Energy, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690954 |
| &nbsp;&nbsp;Matrix Service Co.<sup>(a)</sup> | &nbsp;&nbsp;103600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530432 |
| &nbsp;&nbsp;National Energy Services Reunited Corp.<sup>(a)</sup> | &nbsp;&nbsp;158200 | &nbsp;&nbsp;&nbsp;&nbsp;1010898 |
| &nbsp;&nbsp;Newpark Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;250100 | &nbsp;&nbsp;&nbsp;&nbsp;1002901 |
| &nbsp;&nbsp;Noble Corp PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389865 |
| &nbsp;&nbsp;Precision Drilling Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;1451814 |
| &nbsp;&nbsp;ProPetro Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;173647 | &nbsp;&nbsp;&nbsp;&nbsp;1906644 |
| &nbsp;&nbsp;Solaris Oilfield Infrastructure, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;58600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642842 |
| &nbsp;&nbsp;TechnipFMC PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848160 |
| &nbsp;&nbsp;Tidewater, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;1240320 |
| &nbsp;&nbsp;US Silica Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173233 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;21489726 |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.7%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.7%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.7%** |
| &nbsp;&nbsp;Antero Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;2087005 |
| &nbsp;&nbsp;Berry Corp. | &nbsp;&nbsp;118700 | &nbsp;&nbsp;&nbsp;&nbsp;1069487 |
| &nbsp;&nbsp;California Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948442 |
| &nbsp;&nbsp;Chesapeake Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;3187800 |
| &nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19407 | &nbsp;&nbsp;&nbsp;&nbsp;2960150 |
| &nbsp;&nbsp;Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62600 | &nbsp;&nbsp;&nbsp;&nbsp;4216736 |
| &nbsp;&nbsp;Clean Energy Fuels Corp.<sup>(a)</sup> | &nbsp;&nbsp;295300 | &nbsp;&nbsp;&nbsp;&nbsp;1996228 |
| &nbsp;&nbsp;CONSOL Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157843 |
| &nbsp;&nbsp;Crescent Energy Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;75900 | &nbsp;&nbsp;&nbsp;&nbsp;1066395 |
| &nbsp;&nbsp;Denbury, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574464 |
| &nbsp;&nbsp;Equitrans Midstream Corp. | &nbsp;&nbsp;388900 | &nbsp;&nbsp;&nbsp;&nbsp;3262871 |
| &nbsp;&nbsp;Golar LNG Ltd.<sup>(a)</sup> | &nbsp;&nbsp;126200 | &nbsp;&nbsp;&nbsp;&nbsp;3163834 |
| &nbsp;&nbsp;Kinetik Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772481 |
| &nbsp;&nbsp;Kosmos Energy Ltd.<sup>(a)</sup> | &nbsp;&nbsp;159600 | &nbsp;&nbsp;&nbsp;&nbsp;1061340 |
| &nbsp;&nbsp;Laredo Petroleum, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517023 |
| &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;80429 | &nbsp;&nbsp;&nbsp;&nbsp;5337268 |
| &nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;1231920 |
| &nbsp;&nbsp;Northern Oil and Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;1175397 |

---

4 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Par Pacific Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592779 |
| &nbsp;&nbsp;PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30407 | &nbsp;&nbsp;&nbsp;&nbsp;1209286 |
| &nbsp;&nbsp;Permian Resources Corp. | &nbsp;&nbsp;109900 | &nbsp;&nbsp;&nbsp;&nbsp;1116584 |
| &nbsp;&nbsp;Plains GP Holdings LP, Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95878 |
| &nbsp;&nbsp;Ranger Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31900 | &nbsp;&nbsp;&nbsp;&nbsp;1389883 |
| &nbsp;&nbsp;REX American Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37158 | &nbsp;&nbsp;&nbsp;&nbsp;1096533 |
| &nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;76875 | &nbsp;&nbsp;&nbsp;&nbsp;3314081 |
| &nbsp;&nbsp;Talos Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662205 |
| &nbsp;&nbsp;Teekay Tankers Ltd., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36290 | &nbsp;&nbsp;&nbsp;&nbsp;1224425 |
| &nbsp;&nbsp;W&T Offshore, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365065 |
| &nbsp;&nbsp;World Fuel Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98927 | &nbsp;&nbsp;&nbsp;&nbsp;2814473 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;48667876 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**70157602** |
| &nbsp;&nbsp;**Financials 19.5%** | &nbsp;&nbsp;**Financials 19.5%** | &nbsp;&nbsp;**Financials 19.5%** |
| &nbsp;&nbsp;**Banks 11.5%** | &nbsp;&nbsp;**Banks 11.5%** | &nbsp;&nbsp;**Banks 11.5%** |
| &nbsp;&nbsp;1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19171 | &nbsp;&nbsp;&nbsp;&nbsp;1094664 |
| &nbsp;&nbsp;ACNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259380 |
| &nbsp;&nbsp;Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37566 | &nbsp;&nbsp;&nbsp;&nbsp;1001885 |
| &nbsp;&nbsp;American National Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113396 |
| &nbsp;&nbsp;Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;93200 | &nbsp;&nbsp;&nbsp;&nbsp;4928416 |
| &nbsp;&nbsp;Associated Banc-Corp. | &nbsp;&nbsp;185952 | &nbsp;&nbsp;&nbsp;&nbsp;4574419 |
| &nbsp;&nbsp;Atlantic Union Bankshares Corp. | &nbsp;&nbsp;109224 | &nbsp;&nbsp;&nbsp;&nbsp;3896020 |
| &nbsp;&nbsp;Banc of California, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736074 |
| &nbsp;&nbsp;Bancorp, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;130765 | &nbsp;&nbsp;&nbsp;&nbsp;3919027 |
| &nbsp;&nbsp;Bank of Marin Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;14379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516062 |
| &nbsp;&nbsp;BankUnited, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70094 | &nbsp;&nbsp;&nbsp;&nbsp;2573852 |
| &nbsp;&nbsp;Bankwell Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96878 |
| &nbsp;&nbsp;Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18042 | &nbsp;&nbsp;&nbsp;&nbsp;1274126 |
| &nbsp;&nbsp;Bar Harbor Bankshares | &nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115722 |
| &nbsp;&nbsp;Baycom Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393685 |
| &nbsp;&nbsp;BCB Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426915 |
| &nbsp;&nbsp;Berkshire Hills Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67772 | &nbsp;&nbsp;&nbsp;&nbsp;2113131 |
| &nbsp;&nbsp;Brookline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615726 |
| &nbsp;&nbsp;Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113178 |
| &nbsp;&nbsp;Byline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274232 |
| &nbsp;&nbsp;Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;23250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670530 |
| &nbsp;&nbsp;Camden National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612920 |
| &nbsp;&nbsp;Capital Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103698 |
| &nbsp;&nbsp;Capital City Bank Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200429 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Capstar Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;160742 |
| &nbsp;&nbsp;Carter Bankshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23017 | &nbsp;&nbsp;&nbsp;&nbsp;426735 |
| &nbsp;&nbsp;Cathay General Bancorp | &nbsp;&nbsp;120468 | &nbsp;&nbsp;5598148 |
| &nbsp;&nbsp;Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70651 | &nbsp;&nbsp;1497095 |
| &nbsp;&nbsp;Central Valley Community Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;24415 | &nbsp;&nbsp;&nbsp;&nbsp;498066 |
| &nbsp;&nbsp;Chemung Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73720 |
| &nbsp;&nbsp;Civista Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;285750 |
| &nbsp;&nbsp;CNB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15977 | &nbsp;&nbsp;&nbsp;&nbsp;408212 |
| &nbsp;&nbsp;Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;1042236 |
| &nbsp;&nbsp;Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4451 | &nbsp;&nbsp;&nbsp;&nbsp;319315 |
| &nbsp;&nbsp;Community Bank System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;3022496 |
| &nbsp;&nbsp;Community Financial Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;164205 |
| &nbsp;&nbsp;Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25161 | &nbsp;&nbsp;1205464 |
| &nbsp;&nbsp;ConnectOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;913152 |
| &nbsp;&nbsp;CrossFirst Bankshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;248273 |
| &nbsp;&nbsp;Customers Bancorp, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68773 | &nbsp;&nbsp;2219305 |
| &nbsp;&nbsp;Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;1155420 |
| &nbsp;&nbsp;Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;696122 |
| &nbsp;&nbsp;FB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24952 | &nbsp;&nbsp;1068195 |
| &nbsp;&nbsp;Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21570 | &nbsp;&nbsp;&nbsp;&nbsp;546152 |
| &nbsp;&nbsp;First BanCorp | &nbsp;&nbsp;166570 | &nbsp;&nbsp;2561847 |
| &nbsp;&nbsp;First Bancshares, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;13392 | &nbsp;&nbsp;&nbsp;&nbsp;457872 |
| &nbsp;&nbsp;First Busey Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;964590 |
| &nbsp;&nbsp;First Business Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12704 | &nbsp;&nbsp;&nbsp;&nbsp;486817 |
| &nbsp;&nbsp;First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89334 | &nbsp;&nbsp;1314996 |
| &nbsp;&nbsp;First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;1083630 |
| &nbsp;&nbsp;First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80898 | &nbsp;&nbsp;2989181 |
| &nbsp;&nbsp;First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27458 | &nbsp;&nbsp;1319906 |
| &nbsp;&nbsp;First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49400 | &nbsp;&nbsp;1311570 |
| &nbsp;&nbsp;First Internet Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;20627 | &nbsp;&nbsp;&nbsp;&nbsp;535477 |
| &nbsp;&nbsp;First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14831 | &nbsp;&nbsp;&nbsp;&nbsp;655679 |
| &nbsp;&nbsp;First Mid Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;273735 |
| &nbsp;&nbsp;First of Long Island Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;30369 | &nbsp;&nbsp;&nbsp;&nbsp;590677 |
| &nbsp;&nbsp;First Western Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49765 |
| &nbsp;&nbsp;Flushing Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;1145214 |
| &nbsp;&nbsp;FNB Corp. | &nbsp;&nbsp;102300 | &nbsp;&nbsp;1442430 |
| &nbsp;&nbsp;Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36754 | &nbsp;&nbsp;&nbsp;&nbsp;683257 |
| &nbsp;&nbsp;Great Southern Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15686 | &nbsp;&nbsp;&nbsp;&nbsp;982728 |
| &nbsp;&nbsp;Guaranty Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;121752 |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 5

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;100916 | &nbsp;&nbsp;5534233 |
| &nbsp;&nbsp;Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67049 | &nbsp;&nbsp;1813675 |
| &nbsp;&nbsp;HarborOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25511 | &nbsp;&nbsp;&nbsp;&nbsp;373226 |
| &nbsp;&nbsp;Heartland Financial U.S.A., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27792 | &nbsp;&nbsp;1355972 |
| &nbsp;&nbsp;Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;133219 |
| &nbsp;&nbsp;Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19488 | &nbsp;&nbsp;&nbsp;&nbsp;641155 |
| &nbsp;&nbsp;Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;1272460 |
| &nbsp;&nbsp;HomeStreet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66162 | &nbsp;&nbsp;1806223 |
| &nbsp;&nbsp;HomeTrust Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7192 | &nbsp;&nbsp;&nbsp;&nbsp;184115 |
| &nbsp;&nbsp;Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85200 | &nbsp;&nbsp;1160424 |
| &nbsp;&nbsp;Horizon Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54659 | &nbsp;&nbsp;&nbsp;&nbsp;888755 |
| &nbsp;&nbsp;Independent Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;3231564 |
| &nbsp;&nbsp;Independent Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69261 | &nbsp;&nbsp;1699665 |
| &nbsp;&nbsp;Independent Bank Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41700 | &nbsp;&nbsp;2749698 |
| &nbsp;&nbsp;International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;1101012 |
| &nbsp;&nbsp;Investar Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;347598 |
| &nbsp;&nbsp;Lakeland Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60849 | &nbsp;&nbsp;1136659 |
| &nbsp;&nbsp;Live Oak Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;827080 |
| &nbsp;&nbsp;Macatawa Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44108 | &nbsp;&nbsp;&nbsp;&nbsp;490040 |
| &nbsp;&nbsp;Mercantile Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21868 | &nbsp;&nbsp;&nbsp;&nbsp;761225 |
| &nbsp;&nbsp;Meta Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22433 | &nbsp;&nbsp;&nbsp;&nbsp;976508 |
| &nbsp;&nbsp;Midland States Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33210 | &nbsp;&nbsp;&nbsp;&nbsp;893681 |
| &nbsp;&nbsp;MidWestOne Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18249 | &nbsp;&nbsp;&nbsp;&nbsp;636708 |
| &nbsp;&nbsp;National Bank Holdings Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;129251 |
| &nbsp;&nbsp;National Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;243660 |
| &nbsp;&nbsp;NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;441520 |
| &nbsp;&nbsp;Nicolet Bankshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;503351 |
| &nbsp;&nbsp;Northeast Bank | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;321784 |
| &nbsp;&nbsp;Northrim BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;456002 |
| &nbsp;&nbsp;OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54409 | &nbsp;&nbsp;1270994 |
| &nbsp;&nbsp;OFG Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;46835 | &nbsp;&nbsp;1356810 |
| &nbsp;&nbsp;Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;35770 | &nbsp;&nbsp;&nbsp;&nbsp;683565 |
| &nbsp;&nbsp;Old Second Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12819 | &nbsp;&nbsp;&nbsp;&nbsp;223820 |
| &nbsp;&nbsp;Origin Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;105983 |
| &nbsp;&nbsp;Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;304083 |
| &nbsp;&nbsp;Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80600 | &nbsp;&nbsp;2978170 |
| &nbsp;&nbsp;PacWest Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;44300 | &nbsp;&nbsp;1157116 |
| &nbsp;&nbsp;Parke Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;224025 |
| &nbsp;&nbsp;PCB Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;445018 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Peapack-Gladstone Financial Corp. | &nbsp;&nbsp;28870 | &nbsp;&nbsp;&nbsp;&nbsp;1190021 |
| &nbsp;&nbsp;Peoples Bancorp, Inc. | &nbsp;&nbsp;20100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603000 |
| &nbsp;&nbsp;Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;20012 | &nbsp;&nbsp;&nbsp;&nbsp;1678807 |
| &nbsp;&nbsp;Popular, Inc. | &nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;2767458 |
| &nbsp;&nbsp;Preferred Bank | &nbsp;&nbsp;10518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795056 |
| &nbsp;&nbsp;Premier Financial Corp. | &nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;1012546 |
| &nbsp;&nbsp;Primis Financial Corp. | &nbsp;&nbsp;29133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359793 |
| &nbsp;&nbsp;QCR Holdings, Inc. | &nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556614 |
| &nbsp;&nbsp;RBB Bancorp | &nbsp;&nbsp;29881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671426 |
| &nbsp;&nbsp;Renasant Corp. | &nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp;3167829 |
| &nbsp;&nbsp;Republic Bancorp, Inc. | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612573 |
| &nbsp;&nbsp;S&T Bancorp, Inc. | &nbsp;&nbsp;36058 | &nbsp;&nbsp;&nbsp;&nbsp;1349290 |
| &nbsp;&nbsp;Sandy Spring Bancorp, Inc. | &nbsp;&nbsp;79400 | &nbsp;&nbsp;&nbsp;&nbsp;2764708 |
| &nbsp;&nbsp;Sierra Bancorp | &nbsp;&nbsp;15764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341133 |
| &nbsp;&nbsp;Silvergate Capital Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60785 |
| &nbsp;&nbsp;Simmons First National Corp., Class A | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605781 |
| &nbsp;&nbsp;SmartFinancial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135839 |
| &nbsp;&nbsp;South Plains Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131394 |
| &nbsp;&nbsp;South State Corp. | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;1449525 |
| &nbsp;&nbsp;Southern First Bancshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55341 |
| &nbsp;&nbsp;Stellar Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168847 |
| &nbsp;&nbsp;Texas Capital Bancshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;62017 | &nbsp;&nbsp;&nbsp;&nbsp;3720400 |
| &nbsp;&nbsp;Third Coast Bancshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62455 |
| &nbsp;&nbsp;Towne Bank | &nbsp;&nbsp;29752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960990 |
| &nbsp;&nbsp;Trico Bancshares | &nbsp;&nbsp;17323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944104 |
| &nbsp;&nbsp;Triumph Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;29012 | &nbsp;&nbsp;&nbsp;&nbsp;1733757 |
| &nbsp;&nbsp;Trustmark Corp. | &nbsp;&nbsp;43094 | &nbsp;&nbsp;&nbsp;&nbsp;1576379 |
| &nbsp;&nbsp;UMB Financial Corp. | &nbsp;&nbsp;60474 | &nbsp;&nbsp;&nbsp;&nbsp;5171736 |
| &nbsp;&nbsp;United Bankshares, Inc. | &nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;1591219 |
| &nbsp;&nbsp;United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129186 |
| &nbsp;&nbsp;Univest Corporation of Pennsylvania | &nbsp;&nbsp;12681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357731 |
| &nbsp;&nbsp;Washington Federal, Inc. | &nbsp;&nbsp;76154 | &nbsp;&nbsp;&nbsp;&nbsp;2685952 |
| &nbsp;&nbsp;Washington Trust Bancorp, Inc. | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562288 |
| &nbsp;&nbsp;Wintrust Financial Corp. | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987444 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;152965745 |

---

6 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Capital Markets 2.0%** | &nbsp;&nbsp;**Capital Markets 2.0%** | &nbsp;&nbsp;**Capital Markets 2.0%** |
| &nbsp;&nbsp;Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786058 |
| &nbsp;&nbsp;Artisan Partners Asset Management, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600137 |
| &nbsp;&nbsp;B Riley Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781776 |
| &nbsp;&nbsp;Diamond Hill Investment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551676 |
| &nbsp;&nbsp;Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33185 | &nbsp;&nbsp;&nbsp;&nbsp;3822248 |
| &nbsp;&nbsp;Federated Hermes, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994552 |
| &nbsp;&nbsp;Focus Financial Partners, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;154823 | &nbsp;&nbsp;&nbsp;&nbsp;5908046 |
| &nbsp;&nbsp;Greenhill & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615270 |
| &nbsp;&nbsp;Houlihan Lokey, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;41300 | &nbsp;&nbsp;&nbsp;&nbsp;4061855 |
| &nbsp;&nbsp;Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930672 |
| &nbsp;&nbsp;Perella Weinberg Partners | &nbsp;&nbsp;&nbsp;&nbsp;89200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853644 |
| &nbsp;&nbsp;Silvercrest Asset Management Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332640 |
| &nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;2775600 |
| &nbsp;&nbsp;StoneX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929161 |
| &nbsp;&nbsp;Victory Capital Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997600 |
| &nbsp;&nbsp;Virtu Financial, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878328 |
| &nbsp;&nbsp;Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601214 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;26420477 |
| &nbsp;&nbsp;**Consumer Finance 1.1%** | &nbsp;&nbsp;**Consumer Finance 1.1%** | &nbsp;&nbsp;**Consumer Finance 1.1%** |
| &nbsp;&nbsp;Bread Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582626 |
| &nbsp;&nbsp;Encore Capital Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519624 |
| &nbsp;&nbsp;Enova International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31171 | &nbsp;&nbsp;&nbsp;&nbsp;1257438 |
| &nbsp;&nbsp;Ezcorp, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475910 |
| &nbsp;&nbsp;Green Dot Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877542 |
| &nbsp;&nbsp;LendingClub Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904847 |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;236228 | &nbsp;&nbsp;&nbsp;&nbsp;3914298 |
| &nbsp;&nbsp;PROG Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;63278 | &nbsp;&nbsp;&nbsp;&nbsp;1245944 |
| &nbsp;&nbsp;SLM Corp. | &nbsp;&nbsp;236112 | &nbsp;&nbsp;&nbsp;&nbsp;4122515 |
| &nbsp;&nbsp;World Acceptance Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564444 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;14465188 |
| &nbsp;&nbsp;**Diversified Financial Services 0.2%** | &nbsp;&nbsp;**Diversified Financial Services 0.2%** | &nbsp;&nbsp;**Diversified Financial Services 0.2%** |
| &nbsp;&nbsp;Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;66811 | &nbsp;&nbsp;&nbsp;&nbsp;2495391 |
| &nbsp;&nbsp;**Insurance 2.4%** | &nbsp;&nbsp;**Insurance 2.4%** | &nbsp;&nbsp;**Insurance 2.4%** |
| &nbsp;&nbsp;American Equity Investment Life Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;91031 | &nbsp;&nbsp;&nbsp;&nbsp;3687666 |
| &nbsp;&nbsp;AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52683 | &nbsp;&nbsp;&nbsp;&nbsp;3127790 |
| &nbsp;&nbsp;Argo Group International Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;93527 | &nbsp;&nbsp;&nbsp;&nbsp;2542064 |
| &nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;1444569 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;1139688 |
| &nbsp;&nbsp;Bright Health Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;142359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140508 |
| &nbsp;&nbsp;Brighthouse Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28777 | &nbsp;&nbsp;&nbsp;&nbsp;1604030 |
| &nbsp;&nbsp;CNO Financial Group, Inc. | &nbsp;&nbsp;164386 | &nbsp;&nbsp;&nbsp;&nbsp;3859783 |
| &nbsp;&nbsp;Donegal Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175362 |
| &nbsp;&nbsp;eHealth, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79527 |
| &nbsp;&nbsp;Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55489 | &nbsp;&nbsp;&nbsp;&nbsp;2578574 |
| &nbsp;&nbsp;Enstar Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;1329739 |
| &nbsp;&nbsp;Greenlight Capital Re Ltd., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259173 |
| &nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26204 | &nbsp;&nbsp;&nbsp;&nbsp;1011212 |
| &nbsp;&nbsp;James River Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512563 |
| &nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;1081480 |
| &nbsp;&nbsp;Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;1188766 |
| &nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261216 |
| &nbsp;&nbsp;National Western Life Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611320 |
| &nbsp;&nbsp;Oscar Health, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230155 |
| &nbsp;&nbsp;Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357672 |
| &nbsp;&nbsp;ProAssurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827806 |
| &nbsp;&nbsp;Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9133 | &nbsp;&nbsp;&nbsp;&nbsp;1318805 |
| &nbsp;&nbsp;Root, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88890 |
| &nbsp;&nbsp;Selectquote, Inc.<sup>(a)</sup> | &nbsp;&nbsp;396609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238005 |
| &nbsp;&nbsp;SiriusPoint Ltd.<sup>(a)</sup> | &nbsp;&nbsp;155215 | &nbsp;&nbsp;&nbsp;&nbsp;1012002 |
| &nbsp;&nbsp;Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28170 | &nbsp;&nbsp;&nbsp;&nbsp;1246804 |
| &nbsp;&nbsp;Trean Insurance Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173604 |
| &nbsp;&nbsp;United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304584 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;32433357 |
| &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** | &nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) 0.4%** |
| &nbsp;&nbsp;Apollo Commercial Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300348 |
| &nbsp;&nbsp;Arlington Asset Investment Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212192 |
| &nbsp;&nbsp;Granite Point Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203838 |
| &nbsp;&nbsp;Great Ajax Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214976 |
| &nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47600 | &nbsp;&nbsp;&nbsp;&nbsp;1544144 |
| &nbsp;&nbsp;MFA Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209345 |
| &nbsp;&nbsp;New York Mortgage Trust, Inc. | &nbsp;&nbsp;187400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526594 |
| &nbsp;&nbsp;Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92100 | &nbsp;&nbsp;&nbsp;&nbsp;1971861 |
| &nbsp;&nbsp;TPG RE Finance Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175617 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;5358915 |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 7

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.9%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.9%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance 1.9%** |
| &nbsp;&nbsp;Axos Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79400 | &nbsp;&nbsp;&nbsp;&nbsp;3184734 |
| &nbsp;&nbsp;Bridgewater Bancshares, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487608 |
| &nbsp;&nbsp;Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290160 |
| &nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;1142565 |
| &nbsp;&nbsp;Federal Agricultural Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;1120065 |
| &nbsp;&nbsp;FS Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368676 |
| &nbsp;&nbsp;Home Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402508 |
| &nbsp;&nbsp;Luther Burbank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266850 |
| &nbsp;&nbsp;Merchants Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;22493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575596 |
| &nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;242400 | &nbsp;&nbsp;&nbsp;&nbsp;3328152 |
| &nbsp;&nbsp;New York Community Bancorp, Inc. | &nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;1112650 |
| &nbsp;&nbsp;NMI Holdings, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp;1095877 |
| &nbsp;&nbsp;Northeast Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371365 |
| &nbsp;&nbsp;Northfield Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742791 |
| &nbsp;&nbsp;Ocwen Financial Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151661 |
| &nbsp;&nbsp;Provident Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778366 |
| &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;176100 | &nbsp;&nbsp;&nbsp;&nbsp;3446277 |
| &nbsp;&nbsp;Southern Missouri Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382831 |
| &nbsp;&nbsp;Territorial Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288290 |
| &nbsp;&nbsp;TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867686 |
| &nbsp;&nbsp;Waterstone Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626484 |
| &nbsp;&nbsp;William Penn Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153270 |
| &nbsp;&nbsp;WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80500 | &nbsp;&nbsp;&nbsp;&nbsp;3905055 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;25089517 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**259228590** |
| &nbsp;&nbsp;**Health Care 12.5%** | &nbsp;&nbsp;**Health Care 12.5%** | &nbsp;&nbsp;**Health Care 12.5%** |
| &nbsp;&nbsp;**Biotechnology 4.6%** | &nbsp;&nbsp;**Biotechnology 4.6%** | &nbsp;&nbsp;**Biotechnology 4.6%** |
| &nbsp;&nbsp;2seventy bio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53262 |
| &nbsp;&nbsp;ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;65098 | &nbsp;&nbsp;&nbsp;&nbsp;1014227 |
| &nbsp;&nbsp;ADC Therapeutics SA<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289016 |
| &nbsp;&nbsp;Adverum Biotechnologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13059 |
| &nbsp;&nbsp;Agios Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62702 | &nbsp;&nbsp;&nbsp;&nbsp;1889838 |
| &nbsp;&nbsp;Akebia Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;155272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42001 |
| &nbsp;&nbsp;Akero Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823050 |
| &nbsp;&nbsp;Alector, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580139 |
| &nbsp;&nbsp;Allogene Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;120607 | &nbsp;&nbsp;&nbsp;&nbsp;1189185 |
| &nbsp;&nbsp;Amicus Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;247481 | &nbsp;&nbsp;&nbsp;&nbsp;2994520 |
| &nbsp;&nbsp;Anika Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261120 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Apellis Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32353 | &nbsp;&nbsp;1615385 |
| &nbsp;&nbsp;Arcutis Biotherapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52025 | &nbsp;&nbsp;&nbsp;&nbsp;896391 |
| &nbsp;&nbsp;Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60882 | &nbsp;&nbsp;1960400 |
| &nbsp;&nbsp;ARS Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35405 | &nbsp;&nbsp;&nbsp;&nbsp;220219 |
| &nbsp;&nbsp;Atara Biotherapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;187244 | &nbsp;&nbsp;&nbsp;&nbsp;848215 |
| &nbsp;&nbsp;BioCryst Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52136 | &nbsp;&nbsp;&nbsp;&nbsp;696537 |
| &nbsp;&nbsp;Blueprint Medicines Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35210 | &nbsp;&nbsp;1682686 |
| &nbsp;&nbsp;BridgeBio Pharma, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41422 | &nbsp;&nbsp;&nbsp;&nbsp;388124 |
| &nbsp;&nbsp;C4 Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38538 | &nbsp;&nbsp;&nbsp;&nbsp;330271 |
| &nbsp;&nbsp;Chimerix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55059 | &nbsp;&nbsp;&nbsp;&nbsp;119478 |
| &nbsp;&nbsp;Clementia Pharmaceuticals, Inc.<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;134864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;Coherus Biosciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;154767 | &nbsp;&nbsp;1061702 |
| &nbsp;&nbsp;CytomX Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67079 | &nbsp;&nbsp;&nbsp;&nbsp;116717 |
| &nbsp;&nbsp;Deciphera Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52115 | &nbsp;&nbsp;&nbsp;&nbsp;829150 |
| &nbsp;&nbsp;Dyne Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22940 | &nbsp;&nbsp;&nbsp;&nbsp;268398 |
| &nbsp;&nbsp;Emergent BioSolutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;106362 | &nbsp;&nbsp;1308253 |
| &nbsp;&nbsp;Enanta Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22579 | &nbsp;&nbsp;&nbsp;&nbsp;988734 |
| &nbsp;&nbsp;Exelixis, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;90256 | &nbsp;&nbsp;1541572 |
| &nbsp;&nbsp;Fate Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30691 | &nbsp;&nbsp;&nbsp;&nbsp;638987 |
| &nbsp;&nbsp;FibroGen, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26526 | &nbsp;&nbsp;&nbsp;&nbsp;381179 |
| &nbsp;&nbsp;G1 Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78384 | &nbsp;&nbsp;&nbsp;&nbsp;467169 |
| &nbsp;&nbsp;Generation Bio Co.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72488 |
| &nbsp;&nbsp;Gritstone bio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37967 | &nbsp;&nbsp;&nbsp;&nbsp;111623 |
| &nbsp;&nbsp;Halozyme Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;89336 | &nbsp;&nbsp;5115379 |
| &nbsp;&nbsp;Heron Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;250999 | &nbsp;&nbsp;&nbsp;&nbsp;680207 |
| &nbsp;&nbsp;Icosavax, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40371 |
| &nbsp;&nbsp;Ideaya Biosciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51800 | &nbsp;&nbsp;&nbsp;&nbsp;926184 |
| &nbsp;&nbsp;Insmed, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;647150 |
| &nbsp;&nbsp;Invivyd, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58545 |
| &nbsp;&nbsp;Ionis Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2649 | &nbsp;&nbsp;&nbsp;&nbsp;108053 |
| &nbsp;&nbsp;Iovance Biotherapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp;&nbsp;&nbsp;177600 |
| &nbsp;&nbsp;Ironwood Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48800 | &nbsp;&nbsp;&nbsp;&nbsp;590968 |
| &nbsp;&nbsp;iTeos Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25424 | &nbsp;&nbsp;&nbsp;&nbsp;512294 |
| &nbsp;&nbsp;IVERIC bio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;918818 |
| &nbsp;&nbsp;Jounce Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8234 |
| &nbsp;&nbsp;Kezar Life Sciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18313 | &nbsp;&nbsp;&nbsp;&nbsp;143024 |
| &nbsp;&nbsp;Kiniksa Pharmaceuticals<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35954 | &nbsp;&nbsp;&nbsp;&nbsp;605106 |
| &nbsp;&nbsp;Kodiak Sciences, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98892 |
| &nbsp;&nbsp;Kronos Bio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94871 | &nbsp;&nbsp;&nbsp;&nbsp;180255 |

---

8 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Lineage Cell Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63220 |
| &nbsp;&nbsp;MacroGenics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82304 |
| &nbsp;&nbsp;Mersana Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170696 |
| &nbsp;&nbsp;MiMedx Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64025 |
| &nbsp;&nbsp;Natera, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50765 | &nbsp;&nbsp;&nbsp;&nbsp;2087457 |
| &nbsp;&nbsp;Nurix Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280014 |
| &nbsp;&nbsp;PMV Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;80295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801344 |
| &nbsp;&nbsp;Praxis Precision Medicines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120860 |
| &nbsp;&nbsp;Protagonist Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68817 |
| &nbsp;&nbsp;PTC Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37002 | &nbsp;&nbsp;&nbsp;&nbsp;1535213 |
| &nbsp;&nbsp;REGENXBIO, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74236 | &nbsp;&nbsp;&nbsp;&nbsp;1774240 |
| &nbsp;&nbsp;Relay Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83125 | &nbsp;&nbsp;&nbsp;&nbsp;1544462 |
| &nbsp;&nbsp;Revolution Medicines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55193 | &nbsp;&nbsp;&nbsp;&nbsp;1302003 |
| &nbsp;&nbsp;Sage Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64468 | &nbsp;&nbsp;&nbsp;&nbsp;2645767 |
| &nbsp;&nbsp;Sana Biotechnology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220718 |
| &nbsp;&nbsp;Sutro Biopharma, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;81171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607971 |
| &nbsp;&nbsp;Syndax Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43500 | &nbsp;&nbsp;&nbsp;&nbsp;1042260 |
| &nbsp;&nbsp;Tango Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210280 |
| &nbsp;&nbsp;Travere Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52867 | &nbsp;&nbsp;&nbsp;&nbsp;1064213 |
| &nbsp;&nbsp;Twist Bioscience Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71073 | &nbsp;&nbsp;&nbsp;&nbsp;1943846 |
| &nbsp;&nbsp;Ultragenyx Pharmaceutical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863541 |
| &nbsp;&nbsp;Vanda Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;202081 | &nbsp;&nbsp;&nbsp;&nbsp;2204704 |
| &nbsp;&nbsp;Vericel Corp.<sup>(a)</sup> | &nbsp;&nbsp;132699 | &nbsp;&nbsp;&nbsp;&nbsp;3029518 |
| &nbsp;&nbsp;Verve Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943765 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;61175413 |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 3.9%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 3.9%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 3.9%** |
| &nbsp;&nbsp;Angiodynamics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441012 |
| &nbsp;&nbsp;Avanos Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101736 |
| &nbsp;&nbsp;CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30268 | &nbsp;&nbsp;&nbsp;&nbsp;2507704 |
| &nbsp;&nbsp;Haemonetics Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp;3736578 |
| &nbsp;&nbsp;Inmode Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176594 |
| &nbsp;&nbsp;Integer Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69266 |
| &nbsp;&nbsp;iRhythm Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26351 | &nbsp;&nbsp;&nbsp;&nbsp;2873576 |
| &nbsp;&nbsp;LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97386 | &nbsp;&nbsp;&nbsp;&nbsp;4562534 |
| &nbsp;&nbsp;Merit Medical Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;150282 | &nbsp;&nbsp;10820304 |
| &nbsp;&nbsp;Mesa Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30334 | &nbsp;&nbsp;&nbsp;&nbsp;5131603 |
| &nbsp;&nbsp;Neogen Corp.<sup>(a)</sup> | &nbsp;&nbsp;261643 | &nbsp;&nbsp;&nbsp;&nbsp;4332808 |
| &nbsp;&nbsp;Nevro Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33544 | &nbsp;&nbsp;&nbsp;&nbsp;1566840 |
| &nbsp;&nbsp;NuVasive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54068 | &nbsp;&nbsp;&nbsp;&nbsp;2100001 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Omnicell, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;73696 | &nbsp;&nbsp;&nbsp;&nbsp;3803451 |
| &nbsp;&nbsp;OraSure Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;105031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529356 |
| &nbsp;&nbsp;Orthofix Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536138 |
| &nbsp;&nbsp;Outset Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;113608 | &nbsp;&nbsp;&nbsp;&nbsp;2394857 |
| &nbsp;&nbsp;Shockwave Medical, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18298 | &nbsp;&nbsp;&nbsp;&nbsp;4640373 |
| &nbsp;&nbsp;Tactile Systems Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124497 |
| &nbsp;&nbsp;Varex Imaging Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;1068372 |
| &nbsp;&nbsp;Zimvie, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361918 |
| &nbsp;&nbsp;Zynex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476084 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;52355602 |
| &nbsp;&nbsp;**Health Care Providers & Services 0.9%** | &nbsp;&nbsp;**Health Care Providers & Services 0.9%** | &nbsp;&nbsp;**Health Care Providers & Services 0.9%** |
| &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38419 | &nbsp;&nbsp;&nbsp;&nbsp;3421596 |
| &nbsp;&nbsp;Accolade, Inc.<sup>(a)</sup> | &nbsp;&nbsp;112537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993702 |
| &nbsp;&nbsp;AdaptHealth Corp.<sup>(a)</sup> | &nbsp;&nbsp;129600 | &nbsp;&nbsp;&nbsp;&nbsp;2891376 |
| &nbsp;&nbsp;Amedisys, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17860 | &nbsp;&nbsp;&nbsp;&nbsp;1626867 |
| &nbsp;&nbsp;Cano Health, Inc.<sup>(a)</sup> | &nbsp;&nbsp;368762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700648 |
| &nbsp;&nbsp;National Research Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39693 | &nbsp;&nbsp;&nbsp;&nbsp;1537707 |
| &nbsp;&nbsp;Patterson Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278712 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;11450608 |
| &nbsp;&nbsp;**Health Care Technology 1.1%** | &nbsp;&nbsp;**Health Care Technology 1.1%** | &nbsp;&nbsp;**Health Care Technology 1.1%** |
| &nbsp;&nbsp;Allscripts Healthcare Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;125150 | &nbsp;&nbsp;&nbsp;&nbsp;2370341 |
| &nbsp;&nbsp;Computer Programs & Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683553 |
| &nbsp;&nbsp;Definitive Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;153650 | &nbsp;&nbsp;&nbsp;&nbsp;1747001 |
| &nbsp;&nbsp;Evolent Health, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;114077 | &nbsp;&nbsp;&nbsp;&nbsp;3284277 |
| &nbsp;&nbsp;Health Catalyst, Inc.<sup>(a)</sup> | &nbsp;&nbsp;115202 | &nbsp;&nbsp;&nbsp;&nbsp;1207317 |
| &nbsp;&nbsp;HealthStream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548157 |
| &nbsp;&nbsp;NextGen Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287851 |
| &nbsp;&nbsp;Simulations Plus, Inc. | &nbsp;&nbsp;115319 | &nbsp;&nbsp;&nbsp;&nbsp;4680798 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;14809295 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 1.0%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.0%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.0%** |
| &nbsp;&nbsp;Azenta, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77476 | &nbsp;&nbsp;&nbsp;&nbsp;4664830 |
| &nbsp;&nbsp;Berkeley Lights, Inc.<sup>(a)</sup> | &nbsp;&nbsp;124496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366018 |
| &nbsp;&nbsp;Harvard Bioscience, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11776 |
| &nbsp;&nbsp;Personalis, Inc.<sup>(a)</sup> | &nbsp;&nbsp;130797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332224 |
| &nbsp;&nbsp;Rapid Micro Biosystems, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104255 |
| &nbsp;&nbsp;Repligen Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28125 | &nbsp;&nbsp;&nbsp;&nbsp;5029875 |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 9

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Seer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184459 |
| &nbsp;&nbsp;Stevanato Group SpA | &nbsp;&nbsp;158925 | &nbsp;&nbsp;&nbsp;&nbsp;2433142 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;13126579 |
| &nbsp;&nbsp;**Pharmaceuticals 1.0%** | &nbsp;&nbsp;**Pharmaceuticals 1.0%** | &nbsp;&nbsp;**Pharmaceuticals 1.0%** |
| &nbsp;&nbsp;Amylyx Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748215 |
| &nbsp;&nbsp;Arvinas, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44641 | &nbsp;&nbsp;&nbsp;&nbsp;1832067 |
| &nbsp;&nbsp;Atea Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105103 |
| &nbsp;&nbsp;Athira Pharma, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105871 |
| &nbsp;&nbsp;Intra-Cellular Therapies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35690 | &nbsp;&nbsp;&nbsp;&nbsp;1935112 |
| &nbsp;&nbsp;Nektar Therapeutics<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134769 |
| &nbsp;&nbsp;NGM Biopharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243137 |
| &nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233347 |
| &nbsp;&nbsp;Phibro Animal Health Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192036 |
| &nbsp;&nbsp;Prestige Consumer Healthcare, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;3785936 |
| &nbsp;&nbsp;Reata Pharmaceuticals, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126656 |
| &nbsp;&nbsp;Revance Therapeutics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;113518 | &nbsp;&nbsp;&nbsp;&nbsp;2464476 |
| &nbsp;&nbsp;Taro Pharmaceutical Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826110 |
| &nbsp;&nbsp;Tarsus Pharmaceuticals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74888 |
| &nbsp;&nbsp;Theravance Biopharma, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159786 |
| &nbsp;&nbsp;Tricida, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;12972722 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**165890219** |
| &nbsp;&nbsp;**Industrials 23.0%** | &nbsp;&nbsp;**Industrials 23.0%** | &nbsp;&nbsp;**Industrials 23.0%** |
| &nbsp;&nbsp;**Aerospace & Defense 2.3%** | &nbsp;&nbsp;**Aerospace & Defense 2.3%** | &nbsp;&nbsp;**Aerospace & Defense 2.3%** |
| &nbsp;&nbsp;AAR Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642528 |
| &nbsp;&nbsp;Aerojet Rocketdyne Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340080 |
| &nbsp;&nbsp;AerSale Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199441 |
| &nbsp;&nbsp;Axon Enterprise, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44171 | &nbsp;&nbsp;&nbsp;&nbsp;8128789 |
| &nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49553 | &nbsp;&nbsp;&nbsp;&nbsp;2970702 |
| &nbsp;&nbsp;Mercury Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;121718 | &nbsp;&nbsp;&nbsp;&nbsp;6185709 |
| &nbsp;&nbsp;Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51200 | &nbsp;&nbsp;&nbsp;&nbsp;4455936 |
| &nbsp;&nbsp;National Presto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;1057536 |
| &nbsp;&nbsp;Parsons Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;90402 | &nbsp;&nbsp;&nbsp;&nbsp;4474899 |
| &nbsp;&nbsp;V2X, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31900 | &nbsp;&nbsp;&nbsp;&nbsp;1289079 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;29744699 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Air Freight & Logistics 0.2%** | &nbsp;&nbsp;**Air Freight & Logistics 0.2%** | &nbsp;&nbsp;**Air Freight & Logistics 0.2%** |
| &nbsp;&nbsp;Atlas Air Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594543 |
| &nbsp;&nbsp;Forward Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955145 |
| &nbsp;&nbsp;GXO Logistics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27466 | &nbsp;&nbsp;&nbsp;&nbsp;1287057 |
| &nbsp;&nbsp;Radiant Logistics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135470 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2972215 |
| &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** |
| &nbsp;&nbsp;Frontier Group Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93801 | &nbsp;&nbsp;&nbsp;&nbsp;1223165 |
| &nbsp;&nbsp;Mesa Air Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;109300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136625 |
| &nbsp;&nbsp;Spirit Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269204 |
| &nbsp;&nbsp;Wheels Up Experience, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22784 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1651778 |
| &nbsp;&nbsp;**Building Products 2.2%** | &nbsp;&nbsp;**Building Products 2.2%** | &nbsp;&nbsp;**Building Products 2.2%** |
| &nbsp;&nbsp;AAON, Inc. | &nbsp;&nbsp;130762 | &nbsp;&nbsp;10364196 |
| &nbsp;&nbsp;Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18252 | &nbsp;&nbsp;&nbsp;&nbsp;1775189 |
| &nbsp;&nbsp;American Woodmark Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590780 |
| &nbsp;&nbsp;JELD-WEN Holding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;1292500 |
| &nbsp;&nbsp;Masonite International Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;1226901 |
| &nbsp;&nbsp;PGT, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577868 |
| &nbsp;&nbsp;Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643383 |
| &nbsp;&nbsp;Resideo Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854809 |
| &nbsp;&nbsp;Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89420 | &nbsp;&nbsp;&nbsp;&nbsp;8320531 |
| &nbsp;&nbsp;Trex Company, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;76275 | &nbsp;&nbsp;&nbsp;&nbsp;3500260 |
| &nbsp;&nbsp;UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310577 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;29456994 |
| &nbsp;&nbsp;**Commercial Services & Supplies 2.5%** | &nbsp;&nbsp;**Commercial Services & Supplies 2.5%** | &nbsp;&nbsp;**Commercial Services & Supplies 2.5%** |
| &nbsp;&nbsp;ABM Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85600 | &nbsp;&nbsp;&nbsp;&nbsp;4038608 |
| &nbsp;&nbsp;ACCO Brands Corp. | &nbsp;&nbsp;163200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909024 |
| &nbsp;&nbsp;ACV Auctions, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;151829 | &nbsp;&nbsp;&nbsp;&nbsp;1342168 |
| &nbsp;&nbsp;BrightView Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124819 |
| &nbsp;&nbsp;Brink's Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866375 |
| &nbsp;&nbsp;Casella Waste Systems, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;175204 | &nbsp;&nbsp;15083312 |
| &nbsp;&nbsp;CoreCivic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;181983 | &nbsp;&nbsp;&nbsp;&nbsp;2416734 |
| &nbsp;&nbsp;Healthcare Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84900 | &nbsp;&nbsp;&nbsp;&nbsp;1184355 |
| &nbsp;&nbsp;Interface, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454860 |
| &nbsp;&nbsp;Kimball International, Inc., Class B | &nbsp;&nbsp;140818 | &nbsp;&nbsp;&nbsp;&nbsp;1008257 |
| &nbsp;&nbsp;Matthews International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243181 |
| &nbsp;&nbsp;MillerKnoll, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51500 | &nbsp;&nbsp;&nbsp;&nbsp;1050085 |

---

10 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25416 | &nbsp;&nbsp;&nbsp;&nbsp;3583910 |
| &nbsp;&nbsp;Steelcase, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310698 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;32616386 |
| &nbsp;&nbsp;**Construction & Engineering 1.9%** | &nbsp;&nbsp;**Construction & Engineering 1.9%** | &nbsp;&nbsp;**Construction & Engineering 1.9%** |
| &nbsp;&nbsp;API Group Corp.<sup>(a)</sup> | &nbsp;&nbsp;191200 | &nbsp;&nbsp;&nbsp;&nbsp;3674864 |
| &nbsp;&nbsp;Argan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382916 |
| &nbsp;&nbsp;Construction Partners, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;238999 | &nbsp;&nbsp;&nbsp;&nbsp;6835371 |
| &nbsp;&nbsp;EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;4275240 |
| &nbsp;&nbsp;Fluor Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;1209960 |
| &nbsp;&nbsp;Great Lakes Dredge & Dock Corp.<sup>(a)</sup> | &nbsp;&nbsp;107304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785465 |
| &nbsp;&nbsp;MasTec, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16620 | &nbsp;&nbsp;&nbsp;&nbsp;1509595 |
| &nbsp;&nbsp;MYR Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305696 |
| &nbsp;&nbsp;Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64681 | &nbsp;&nbsp;&nbsp;&nbsp;1380939 |
| &nbsp;&nbsp;Sterling Infrastructure, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825300 |
| &nbsp;&nbsp;Tutor Perini Corp.<sup>(a)</sup> | &nbsp;&nbsp;126806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906663 |
| &nbsp;&nbsp;Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10762 | &nbsp;&nbsp;&nbsp;&nbsp;3644659 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;25736668 |
| &nbsp;&nbsp;**Electrical Equipment 1.5%** | &nbsp;&nbsp;**Electrical Equipment 1.5%** | &nbsp;&nbsp;**Electrical Equipment 1.5%** |
| &nbsp;&nbsp;Atkore, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;1135995 |
| &nbsp;&nbsp;AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;1223922 |
| &nbsp;&nbsp;Bloom Energy Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;237625 | &nbsp;&nbsp;&nbsp;&nbsp;5059036 |
| &nbsp;&nbsp;Encore Wire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26544 | &nbsp;&nbsp;&nbsp;&nbsp;3878344 |
| &nbsp;&nbsp;EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;1436020 |
| &nbsp;&nbsp;GrafTech International Ltd. | &nbsp;&nbsp;187100 | &nbsp;&nbsp;&nbsp;&nbsp;1010340 |
| &nbsp;&nbsp;Powell Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791758 |
| &nbsp;&nbsp;Preformed Line Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471700 |
| &nbsp;&nbsp;Shoals Technologies Group, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;101411 | &nbsp;&nbsp;&nbsp;&nbsp;2937877 |
| &nbsp;&nbsp;Thermon<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51900 | &nbsp;&nbsp;&nbsp;&nbsp;1054089 |
| &nbsp;&nbsp;Vertiv Holdings Co. | &nbsp;&nbsp;&nbsp;&nbsp;27702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383673 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;19382754 |
| &nbsp;&nbsp;**Machinery 5.0%** | &nbsp;&nbsp;**Machinery 5.0%** | &nbsp;&nbsp;**Machinery 5.0%** |
| &nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536454 |
| &nbsp;&nbsp;Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;1352960 |
| &nbsp;&nbsp;Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545347 |
| &nbsp;&nbsp;Barnes Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;1141412 |
| &nbsp;&nbsp;Blue Bird Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302336 |
| &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16956 | &nbsp;&nbsp;&nbsp;&nbsp;2424538 |
| &nbsp;&nbsp;Douglas Dynamics, Inc. | &nbsp;&nbsp;127910 | &nbsp;&nbsp;&nbsp;&nbsp;4978257 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751200 |
| &nbsp;&nbsp;EnPro Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784080 |
| &nbsp;&nbsp;ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51637 | &nbsp;&nbsp;&nbsp;&nbsp;4854394 |
| &nbsp;&nbsp;Evoqua Water Technologies Corp.<sup>(a)</sup> | &nbsp;&nbsp;226818 | &nbsp;&nbsp;&nbsp;&nbsp;9864315 |
| &nbsp;&nbsp;Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39400 | &nbsp;&nbsp;&nbsp;&nbsp;1235584 |
| &nbsp;&nbsp;Gates Industrial Corp. PLC<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585648 |
| &nbsp;&nbsp;Greenbrier Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;38032 | &nbsp;&nbsp;&nbsp;&nbsp;1460049 |
| &nbsp;&nbsp;Helios Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87961 | &nbsp;&nbsp;&nbsp;&nbsp;4639063 |
| &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;1360000 |
| &nbsp;&nbsp;Hillman Solutions Corp.<sup>(a)</sup> | &nbsp;&nbsp;360030 | &nbsp;&nbsp;&nbsp;&nbsp;2865839 |
| &nbsp;&nbsp;Hyster-Yale Materials Handling, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269376 |
| &nbsp;&nbsp;ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32268 | &nbsp;&nbsp;&nbsp;&nbsp;2727291 |
| &nbsp;&nbsp;John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63972 | &nbsp;&nbsp;&nbsp;&nbsp;5876468 |
| &nbsp;&nbsp;LB Foster Co., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133764 |
| &nbsp;&nbsp;Manitowoc Co., Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479746 |
| &nbsp;&nbsp;Miller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491102 |
| &nbsp;&nbsp;Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639561 |
| &nbsp;&nbsp;Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544522 |
| &nbsp;&nbsp;Omega Flex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28626 | &nbsp;&nbsp;&nbsp;&nbsp;2751245 |
| &nbsp;&nbsp;Proto Labs, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644436 |
| &nbsp;&nbsp;RBC Bearings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30377 | &nbsp;&nbsp;&nbsp;&nbsp;7198438 |
| &nbsp;&nbsp;REV Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483358 |
| &nbsp;&nbsp;Timken Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;1481610 |
| &nbsp;&nbsp;Trinity Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32709 | &nbsp;&nbsp;&nbsp;&nbsp;1001877 |
| &nbsp;&nbsp;Wabash National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88916 | &nbsp;&nbsp;&nbsp;&nbsp;2229124 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;66633394 |
| &nbsp;&nbsp;**Marine 0.0%** | &nbsp;&nbsp;**Marine 0.0%** | &nbsp;&nbsp;**Marine 0.0%** |
| &nbsp;&nbsp;Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427192 |
| &nbsp;&nbsp;**Professional Services 2.5%** | &nbsp;&nbsp;**Professional Services 2.5%** | &nbsp;&nbsp;**Professional Services 2.5%** |
| &nbsp;&nbsp;Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576607 |
| &nbsp;&nbsp;BGSF, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202113 |
| &nbsp;&nbsp;Exponent, Inc. | &nbsp;&nbsp;105741 | &nbsp;&nbsp;10934677 |
| &nbsp;&nbsp;Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51781 | &nbsp;&nbsp;&nbsp;&nbsp;1537896 |
| &nbsp;&nbsp;ICF International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;3316122 |
| &nbsp;&nbsp;KBR, Inc. | &nbsp;&nbsp;120888 | &nbsp;&nbsp;&nbsp;&nbsp;6246283 |
| &nbsp;&nbsp;Kelly Services, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791139 |
| &nbsp;&nbsp;Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp;1488564 |
| &nbsp;&nbsp;Korn/Ferry International | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;1072164 |
| &nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;1032736 |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 11

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Resources Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60091 | &nbsp;&nbsp;&nbsp;&nbsp;1159756 |
| &nbsp;&nbsp;Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;3270267 |
| &nbsp;&nbsp;TrueBlue, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94974 | &nbsp;&nbsp;&nbsp;&nbsp;2049539 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;33677863 |
| &nbsp;&nbsp;**Road & Rail 1.2%** | &nbsp;&nbsp;**Road & Rail 1.2%** | &nbsp;&nbsp;**Road & Rail 1.2%** |
| &nbsp;&nbsp;ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70422 | &nbsp;&nbsp;&nbsp;&nbsp;5828829 |
| &nbsp;&nbsp;Covenant Logistics Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;27611 | &nbsp;&nbsp;&nbsp;&nbsp;1059986 |
| &nbsp;&nbsp;Heartland Express, Inc. | &nbsp;&nbsp;165400 | &nbsp;&nbsp;&nbsp;&nbsp;2768796 |
| &nbsp;&nbsp;Lyft, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;97674 | &nbsp;&nbsp;&nbsp;&nbsp;1095902 |
| &nbsp;&nbsp;PAM Transportation Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249467 |
| &nbsp;&nbsp;Saia, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12326 | &nbsp;&nbsp;&nbsp;&nbsp;3002490 |
| &nbsp;&nbsp;Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;29797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767571 |
| &nbsp;&nbsp;Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857698 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;15630739 |
| &nbsp;&nbsp;**Trading Companies & Distributors 3.6%** | &nbsp;&nbsp;**Trading Companies & Distributors 3.6%** | &nbsp;&nbsp;**Trading Companies & Distributors 3.6%** |
| &nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48016 | &nbsp;&nbsp;&nbsp;&nbsp;1854378 |
| &nbsp;&nbsp;Alta Equipment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46354 |
| &nbsp;&nbsp;Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40050 | &nbsp;&nbsp;&nbsp;&nbsp;5306225 |
| &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53600 | &nbsp;&nbsp;&nbsp;&nbsp;3129704 |
| &nbsp;&nbsp;BlueLinx Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770340 |
| &nbsp;&nbsp;Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp;57456 | &nbsp;&nbsp;&nbsp;&nbsp;4254042 |
| &nbsp;&nbsp;Core & Main, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;2412800 |
| &nbsp;&nbsp;GMS, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294600 |
| &nbsp;&nbsp;Herc Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;3473407 |
| &nbsp;&nbsp;NOW, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;95926 | &nbsp;&nbsp;&nbsp;&nbsp;1197156 |
| &nbsp;&nbsp;Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;60352 | &nbsp;&nbsp;&nbsp;&nbsp;3109939 |
| &nbsp;&nbsp;SiteOne Landscape Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;59356 | &nbsp;&nbsp;&nbsp;&nbsp;7450959 |
| &nbsp;&nbsp;Titan Machinery, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42372 | &nbsp;&nbsp;&nbsp;&nbsp;1865639 |
| &nbsp;&nbsp;Transcat, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37713 | &nbsp;&nbsp;&nbsp;&nbsp;3018171 |
| &nbsp;&nbsp;Triton International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60500 | &nbsp;&nbsp;&nbsp;&nbsp;4081935 |
| &nbsp;&nbsp;Univar, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;89600 | &nbsp;&nbsp;&nbsp;&nbsp;2968448 |
| &nbsp;&nbsp;WESCO International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15391 | &nbsp;&nbsp;&nbsp;&nbsp;1984208 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;47218305 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**305148987** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Information Technology 13.7%** | &nbsp;&nbsp;**Information Technology 13.7%** | &nbsp;&nbsp;**Information Technology 13.7%** |
| &nbsp;&nbsp;**Communications Equipment 0.5%** | &nbsp;&nbsp;**Communications Equipment 0.5%** | &nbsp;&nbsp;**Communications Equipment 0.5%** |
| &nbsp;&nbsp;Aviat Networks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243469 |
| &nbsp;&nbsp;Casa Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;84900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232626 |
| &nbsp;&nbsp;Ciena Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40791 | &nbsp;&nbsp;&nbsp;&nbsp;1833963 |
| &nbsp;&nbsp;Comtech Telecommunications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317424 |
| &nbsp;&nbsp;Digi International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9853 |
| &nbsp;&nbsp;Extreme Networks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;125100 | &nbsp;&nbsp;&nbsp;&nbsp;2623347 |
| &nbsp;&nbsp;NETGEAR, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960713 |
| &nbsp;&nbsp;Netscout Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617469 |
| &nbsp;&nbsp;Ribbon Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126482 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6965346 |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 2.5%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 2.5%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 2.5%** |
| &nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34151 | &nbsp;&nbsp;&nbsp;&nbsp;1542601 |
| &nbsp;&nbsp;Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;1238776 |
| &nbsp;&nbsp;Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35098 | &nbsp;&nbsp;&nbsp;&nbsp;1013279 |
| &nbsp;&nbsp;Coherent Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960021 |
| &nbsp;&nbsp;ePlus, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556192 |
| &nbsp;&nbsp;Fabrinet<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978295 |
| &nbsp;&nbsp;FARO Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375646 |
| &nbsp;&nbsp;Insight Enterprises, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;1018318 |
| &nbsp;&nbsp;Itron, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43949 | &nbsp;&nbsp;&nbsp;&nbsp;2337208 |
| &nbsp;&nbsp;Kimball Electronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786307 |
| &nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp;&nbsp;&nbsp;1404803 |
| &nbsp;&nbsp;Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;1406944 |
| &nbsp;&nbsp;Novanta, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64454 | &nbsp;&nbsp;10167618 |
| &nbsp;&nbsp;PC Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772145 |
| &nbsp;&nbsp;Plexus Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;1443882 |
| &nbsp;&nbsp;Sanmina Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898824 |
| &nbsp;&nbsp;Scansource, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989799 |
| &nbsp;&nbsp;TTM Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69700 | &nbsp;&nbsp;&nbsp;&nbsp;1120079 |
| &nbsp;&nbsp;Vishay Intertechnology, Inc. | &nbsp;&nbsp;137100 | &nbsp;&nbsp;&nbsp;&nbsp;3158784 |
| &nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62300 | &nbsp;&nbsp;&nbsp;&nbsp;1222949 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;33392470 |

---

12 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**IT Services 1.1%** | &nbsp;&nbsp;**IT Services 1.1%** | &nbsp;&nbsp;**IT Services 1.1%** |
| &nbsp;&nbsp;Cass Information Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;1260920 |
| &nbsp;&nbsp;DigitalOcean Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38177 | &nbsp;&nbsp;&nbsp;&nbsp;1138820 |
| &nbsp;&nbsp;ExlService Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37051 | &nbsp;&nbsp;&nbsp;&nbsp;6935947 |
| &nbsp;&nbsp;Flywire Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701086 |
| &nbsp;&nbsp;Globant SA<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13146 | &nbsp;&nbsp;&nbsp;&nbsp;2463297 |
| &nbsp;&nbsp;MAXIMUS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646760 |
| &nbsp;&nbsp;Paysafe Ltd.<sup>(a)</sup> | &nbsp;&nbsp;427342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606826 |
| &nbsp;&nbsp;Remitly Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;109182 | &nbsp;&nbsp;&nbsp;&nbsp;1142044 |
| &nbsp;&nbsp;Unisys Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23869 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;14919569 |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 1.5%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 1.5%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 1.5%** |
| &nbsp;&nbsp;ACM Research, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;136100 | &nbsp;&nbsp;&nbsp;&nbsp;1233066 |
| &nbsp;&nbsp;Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975096 |
| &nbsp;&nbsp;Cirrus Logic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15672 | &nbsp;&nbsp;&nbsp;&nbsp;1170855 |
| &nbsp;&nbsp;Diodes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;4371702 |
| &nbsp;&nbsp;Impinj, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906881 |
| &nbsp;&nbsp;MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23421 | &nbsp;&nbsp;&nbsp;&nbsp;1964085 |
| &nbsp;&nbsp;Photronics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733200 |
| &nbsp;&nbsp;Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18626 | &nbsp;&nbsp;&nbsp;&nbsp;1499020 |
| &nbsp;&nbsp;Rambus, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;56100 | &nbsp;&nbsp;&nbsp;&nbsp;2153118 |
| &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp;3238767 |
| &nbsp;&nbsp;Wolfspeed, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20551 | &nbsp;&nbsp;&nbsp;&nbsp;1868497 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;20114287 |
| &nbsp;&nbsp;**Software 7.7%** | &nbsp;&nbsp;**Software 7.7%** | &nbsp;&nbsp;**Software 7.7%** |
| &nbsp;&nbsp;Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424320 |
| &nbsp;&nbsp;Altair Engineering, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;111793 | &nbsp;&nbsp;&nbsp;&nbsp;5485682 |
| &nbsp;&nbsp;Blackline, Inc.<sup>(a)</sup> | &nbsp;&nbsp;111962 | &nbsp;&nbsp;&nbsp;&nbsp;7578708 |
| &nbsp;&nbsp;CCC Intelligent Solutions Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;89200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820640 |
| &nbsp;&nbsp;Cerence, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58378 | &nbsp;&nbsp;&nbsp;&nbsp;1197333 |
| &nbsp;&nbsp;Clear Secure, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;55966 | &nbsp;&nbsp;&nbsp;&nbsp;1739423 |
| &nbsp;&nbsp;Clearwater Analytics Holdings, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;162525 | &nbsp;&nbsp;&nbsp;&nbsp;3048969 |
| &nbsp;&nbsp;Confluent, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67539 | &nbsp;&nbsp;&nbsp;&nbsp;1555423 |
| &nbsp;&nbsp;Consensus Cloud Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525705 |
| &nbsp;&nbsp;Coupa Software, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797014 |
| &nbsp;&nbsp;CyberArk Software Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22364 | &nbsp;&nbsp;&nbsp;&nbsp;3333801 |
| &nbsp;&nbsp;Descartes Systems Group, Inc. (The)<sup>(a)</sup> | &nbsp;&nbsp;141210 | &nbsp;&nbsp;&nbsp;&nbsp;9807034 |
| &nbsp;&nbsp;Ebix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632367 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Elastic NV<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30072 | &nbsp;&nbsp;&nbsp;&nbsp;1840106 |
| &nbsp;&nbsp;Embark Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68792 |
| &nbsp;&nbsp;Envestnet, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46770 | &nbsp;&nbsp;&nbsp;&nbsp;2760365 |
| &nbsp;&nbsp;Everbridge, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34390 | &nbsp;&nbsp;&nbsp;&nbsp;1122490 |
| &nbsp;&nbsp;EverCommerce, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131739 |
| &nbsp;&nbsp;Five9, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25457 | &nbsp;&nbsp;&nbsp;&nbsp;1632048 |
| &nbsp;&nbsp;HashiCorp, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87051 | &nbsp;&nbsp;&nbsp;&nbsp;2376492 |
| &nbsp;&nbsp;Informatica, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584481 |
| &nbsp;&nbsp;Intelligent Systems Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355929 |
| &nbsp;&nbsp;Jamf Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72352 |
| &nbsp;&nbsp;JFrog Ltd.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52507 | &nbsp;&nbsp;&nbsp;&nbsp;1154104 |
| &nbsp;&nbsp;Model N, Inc.<sup>(a)</sup> | &nbsp;&nbsp;200250 | &nbsp;&nbsp;&nbsp;&nbsp;7785720 |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923769 |
| &nbsp;&nbsp;New Relic, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39162 | &nbsp;&nbsp;&nbsp;&nbsp;2203646 |
| &nbsp;&nbsp;Nutanix, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57095 | &nbsp;&nbsp;&nbsp;&nbsp;1613505 |
| &nbsp;&nbsp;ON24, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71604 |
| &nbsp;&nbsp;Paycor HCM, Inc.<sup>(a)</sup> | &nbsp;&nbsp;279210 | &nbsp;&nbsp;&nbsp;&nbsp;8074753 |
| &nbsp;&nbsp;PROS Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;181148 | &nbsp;&nbsp;&nbsp;&nbsp;4314945 |
| &nbsp;&nbsp;Q2 Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;104215 | &nbsp;&nbsp;&nbsp;&nbsp;2834648 |
| &nbsp;&nbsp;SecureWorks Corp., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67047 |
| &nbsp;&nbsp;SentinelOne, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88669 | &nbsp;&nbsp;&nbsp;&nbsp;1285700 |
| &nbsp;&nbsp;Smartsheet, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60682 | &nbsp;&nbsp;&nbsp;&nbsp;1865365 |
| &nbsp;&nbsp;SolarWinds Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182649 |
| &nbsp;&nbsp;Sprout Social, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956450 |
| &nbsp;&nbsp;SPS Commerce, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77850 | &nbsp;&nbsp;&nbsp;&nbsp;11074941 |
| &nbsp;&nbsp;Telos Corp.<sup>(a)</sup> | &nbsp;&nbsp;120700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494870 |
| &nbsp;&nbsp;Upland Software, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360163 |
| &nbsp;&nbsp;Vertex, Inc.<sup>(a)</sup> | &nbsp;&nbsp;280500 | &nbsp;&nbsp;&nbsp;&nbsp;4818990 |
| &nbsp;&nbsp;Workiva, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45080 | &nbsp;&nbsp;&nbsp;&nbsp;3631645 |
| &nbsp;&nbsp;Xperi, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164506 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;101770233 |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.4%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.4%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 0.4%** |
| &nbsp;&nbsp;Avid Technology, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654517 |
| &nbsp;&nbsp;Diebold, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76110 |
| &nbsp;&nbsp;Quantum Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67259 |
| &nbsp;&nbsp;Super Micro Computer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20226 | &nbsp;&nbsp;&nbsp;&nbsp;1824992 |
| &nbsp;&nbsp;Xerox Holdings Corp. | &nbsp;&nbsp;143083 | &nbsp;&nbsp;&nbsp;&nbsp;2333684 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4956562 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**182118467** |

---

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 13

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Materials 3.5%** | &nbsp;&nbsp;**Materials 3.5%** | &nbsp;&nbsp;**Materials 3.5%** |
| &nbsp;&nbsp;**Chemicals 2.0%** | &nbsp;&nbsp;**Chemicals 2.0%** | &nbsp;&nbsp;**Chemicals 2.0%** |
| &nbsp;&nbsp;AdvanSix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42088 | &nbsp;&nbsp;&nbsp;&nbsp;1732342 |
| &nbsp;&nbsp;Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;3736458 |
| &nbsp;&nbsp;Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48732 | &nbsp;&nbsp;&nbsp;&nbsp;6861466 |
| &nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52300 | &nbsp;&nbsp;&nbsp;&nbsp;3850326 |
| &nbsp;&nbsp;Chase Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693500 |
| &nbsp;&nbsp;Ecovyst, Inc.<sup>(a)</sup> | &nbsp;&nbsp;182564 | &nbsp;&nbsp;&nbsp;&nbsp;1696020 |
| &nbsp;&nbsp;FutureFuel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335036 |
| &nbsp;&nbsp;Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291200 |
| &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;3758508 |
| &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360042 |
| &nbsp;&nbsp;Innospec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709696 |
| &nbsp;&nbsp;Koppers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100511 |
| &nbsp;&nbsp;NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316020 |
| &nbsp;&nbsp;Tredegar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560428 |
| &nbsp;&nbsp;Trinseo PLC | &nbsp;&nbsp;&nbsp;&nbsp;52075 | &nbsp;&nbsp;&nbsp;&nbsp;1283649 |
| &nbsp;&nbsp;Valhi, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53869 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;26339071 |
| &nbsp;&nbsp;**Containers & Packaging 0.3%** | &nbsp;&nbsp;**Containers & Packaging 0.3%** | &nbsp;&nbsp;**Containers & Packaging 0.3%** |
| &nbsp;&nbsp;O-I Glass, Inc.<sup>(a)</sup> | &nbsp;&nbsp;241200 | &nbsp;&nbsp;&nbsp;&nbsp;3958092 |
| &nbsp;&nbsp;TriMas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525120 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4483212 |
| &nbsp;&nbsp;**Metals & Mining 1.1%** | &nbsp;&nbsp;**Metals & Mining 1.1%** | &nbsp;&nbsp;**Metals & Mining 1.1%** |
| &nbsp;&nbsp;Arconic Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600993 |
| &nbsp;&nbsp;ATI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;80400 | &nbsp;&nbsp;&nbsp;&nbsp;2453004 |
| &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792442 |
| &nbsp;&nbsp;Compass Minerals International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363670 |
| &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260205 |
| &nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16247 | &nbsp;&nbsp;&nbsp;&nbsp;1468729 |
| &nbsp;&nbsp;Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38200 | &nbsp;&nbsp;&nbsp;&nbsp;3077392 |
| &nbsp;&nbsp;Olympic Steel, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354409 |
| &nbsp;&nbsp;Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660576 |
| &nbsp;&nbsp;Schnitzer Steel Industries, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893850 |
| &nbsp;&nbsp;SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387688 |
| &nbsp;&nbsp;Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63177 | &nbsp;&nbsp;&nbsp;&nbsp;2326177 |
| &nbsp;&nbsp;Worthington Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351788 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13990923 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Paper & Forest Products 0.1%** | &nbsp;&nbsp;**Paper & Forest Products 0.1%** | &nbsp;&nbsp;**Paper & Forest Products 0.1%** |
| &nbsp;&nbsp;Clearwater Paper Corp.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503994 |
| &nbsp;&nbsp;Glatfelter Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69553 |
| &nbsp;&nbsp;Mercer International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922337 |
| &nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532245 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2028129 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**46841335** |
| &nbsp;&nbsp;**Real Estate 4.2%** | &nbsp;&nbsp;**Real Estate 4.2%** | &nbsp;&nbsp;**Real Estate 4.2%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 3.3%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 3.3%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 3.3%** |
| &nbsp;&nbsp;Alexander's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;1099080 |
| &nbsp;&nbsp;American Assets Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98800 | &nbsp;&nbsp;&nbsp;&nbsp;2893852 |
| &nbsp;&nbsp;Apple Hospitality REIT, Inc. | &nbsp;&nbsp;255896 | &nbsp;&nbsp;&nbsp;&nbsp;4365586 |
| &nbsp;&nbsp;Armada Hoffler Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271735 |
| &nbsp;&nbsp;Braemar Hotels & Resorts, Inc. | &nbsp;&nbsp;144600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533574 |
| &nbsp;&nbsp;Chatham Lodging Trust<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304636 |
| &nbsp;&nbsp;CTO Realty Growth, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290812 |
| &nbsp;&nbsp;CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;41126 | &nbsp;&nbsp;&nbsp;&nbsp;1702205 |
| &nbsp;&nbsp;Equity Commonwealth | &nbsp;&nbsp;&nbsp;&nbsp;85469 | &nbsp;&nbsp;&nbsp;&nbsp;2315355 |
| &nbsp;&nbsp;First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;2320245 |
| &nbsp;&nbsp;Hersha Hospitality Trust | &nbsp;&nbsp;&nbsp;&nbsp;16244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156430 |
| &nbsp;&nbsp;Industrial Logistics Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;13633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55486 |
| &nbsp;&nbsp;Kite Realty Group Trust | &nbsp;&nbsp;170300 | &nbsp;&nbsp;&nbsp;&nbsp;3882840 |
| &nbsp;&nbsp;NetSTREIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753858 |
| &nbsp;&nbsp;Park Hotels & Resorts, Inc. | &nbsp;&nbsp;107332 | &nbsp;&nbsp;&nbsp;&nbsp;1377070 |
| &nbsp;&nbsp;Pebblebrook Hotel Trust | &nbsp;&nbsp;&nbsp;&nbsp;63700 | &nbsp;&nbsp;&nbsp;&nbsp;1060605 |
| &nbsp;&nbsp;Piedmont Office Realty Trust, Inc. | &nbsp;&nbsp;117423 | &nbsp;&nbsp;&nbsp;&nbsp;1222373 |
| &nbsp;&nbsp;Rayonier, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66100 | &nbsp;&nbsp;&nbsp;&nbsp;2371668 |
| &nbsp;&nbsp;RLJ Lodging Trust | &nbsp;&nbsp;187686 | &nbsp;&nbsp;&nbsp;&nbsp;2274754 |
| &nbsp;&nbsp;Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46485 | &nbsp;&nbsp;&nbsp;&nbsp;4254772 |
| &nbsp;&nbsp;Sunstone Hotel Investors, Inc. | &nbsp;&nbsp;170467 | &nbsp;&nbsp;&nbsp;&nbsp;1873432 |
| &nbsp;&nbsp;Tanger Factory Outlet Centers, Inc. | &nbsp;&nbsp;192700 | &nbsp;&nbsp;&nbsp;&nbsp;3748015 |
| &nbsp;&nbsp;Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52388 | &nbsp;&nbsp;&nbsp;&nbsp;3072032 |
| &nbsp;&nbsp;Xenia Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83118 | &nbsp;&nbsp;&nbsp;&nbsp;1281680 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;43482095 |

---

14 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Real Estate Management & Development 0.9%** | &nbsp;&nbsp;**Real Estate Management & Development 0.9%** | &nbsp;&nbsp;**Real Estate Management & Development 0.9%** |
| &nbsp;&nbsp;Douglas Elliman, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168203 |
| &nbsp;&nbsp;FirstService Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57250 | &nbsp;&nbsp;&nbsp;&nbsp;7406432 |
| &nbsp;&nbsp;Forestar Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160031 |
| &nbsp;&nbsp;Marcus & Millichap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;1132096 |
| &nbsp;&nbsp;RE/MAX Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840320 |
| &nbsp;&nbsp;RMR Group, Inc. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;38300 | &nbsp;&nbsp;&nbsp;&nbsp;1107253 |
| &nbsp;&nbsp;Seritage Growth Properties, Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;86900 | &nbsp;&nbsp;&nbsp;&nbsp;1040193 |
| &nbsp;&nbsp;Zillow Group, Inc., Class A<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480403 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;12334931 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**55817026** |
| &nbsp;&nbsp;**Utilities 2.6%** | &nbsp;&nbsp;**Utilities 2.6%** | &nbsp;&nbsp;**Utilities 2.6%** |
| &nbsp;&nbsp;**Electric Utilities 1.0%** | &nbsp;&nbsp;**Electric Utilities 1.0%** | &nbsp;&nbsp;**Electric Utilities 1.0%** |
| &nbsp;&nbsp;Allete, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30140 | &nbsp;&nbsp;&nbsp;&nbsp;1995268 |
| &nbsp;&nbsp;Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;1211860 |
| &nbsp;&nbsp;Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;1061414 |
| &nbsp;&nbsp;PNM Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;1244600 |
| &nbsp;&nbsp;Portland General Electric Co. | &nbsp;&nbsp;160956 | &nbsp;&nbsp;&nbsp;&nbsp;7923864 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13437006 |
| &nbsp;&nbsp;**Gas Utilities 0.9%** | &nbsp;&nbsp;**Gas Utilities 0.9%** | &nbsp;&nbsp;**Gas Utilities 0.9%** |
| &nbsp;&nbsp;New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89400 | &nbsp;&nbsp;&nbsp;&nbsp;4447650 |
| &nbsp;&nbsp;Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;21771 | &nbsp;&nbsp;&nbsp;&nbsp;1090945 |
| &nbsp;&nbsp;ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47600 | &nbsp;&nbsp;&nbsp;&nbsp;4138820 |
| &nbsp;&nbsp;South Jersey Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;1283900 |
| &nbsp;&nbsp;Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;1185600 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;12146915 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.5%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.5%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.5%** |
| &nbsp;&nbsp;Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281744 |
| &nbsp;&nbsp;Sunnova Energy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084333 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6366077 |
| &nbsp;&nbsp;**Multi-Utilities 0.2%** | &nbsp;&nbsp;**Multi-Utilities 0.2%** | &nbsp;&nbsp;**Multi-Utilities 0.2%** |
| &nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135200 |
| &nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160406 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295606 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34245604** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,237,304,512) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,237,304,512) | &nbsp;&nbsp;**1300057243** |
| &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.4%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.4%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.4%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Sector 0.4%** | &nbsp;&nbsp;**Sector 0.4%** | &nbsp;&nbsp;**Sector 0.4%** |
| &nbsp;&nbsp;SPDR S&P Biotech ETF<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477110 |
| &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $5,649,890) | &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $5,649,890) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5477110** |
| &nbsp;&nbsp;**Money Market Funds 1.7%** | &nbsp;&nbsp;**Money Market Funds 1.7%** | &nbsp;&nbsp;**Money Market Funds 1.7%** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(e),(f)</sup> | &nbsp;&nbsp;22318638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22309711 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $22,309,727) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $22,309,727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22309711** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,265,264,129)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,265,264,129)** | &nbsp;&nbsp;**1327844064** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(135385)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**1327708679** |

---

#### Notes to Portfolio of Investments
(a) Non-income producing investment.

(b) Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At November 30, 2022, the total value of these securities amounted to $0, which
represents less than 0.01% of total net assets.

(c) Denotes a restricted security, which is subject to legal or contractual restrictions on resale under federal securities laws. Disposal of a restricted investment may involve
time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those
securities may be traded between qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. These securities are valued
at fair value determined in good faith under consistently applied procedures established by the Fund's Board of Trustees. At November 30, 2022, the total market value of these securities amounted to $0, which
represents less than 0.01% of total net assets. Additional information on these securities is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Security** | **Acquisition<br> Dates** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Clementia Pharmaceuticals, Inc. | 04/23/2019 | &nbsp;&nbsp;134864 | &nbsp;&nbsp;— | &nbsp;&nbsp;— |

---

(d) Valuation based on significant unobservable inputs.

(e) The rate shown is the seven-day current annualized yield at November 30, 2022.

Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022<br> 15

------

Portfolio of Investments (continued)<br> Multi-Manager Small Cap Equity Strategies Fund, November 30, 2022 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(f)** **As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended November 30, 2022 are as follows:** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 14327819 | &nbsp;&nbsp;55693029 | &nbsp;&nbsp;(47711248) | &nbsp;&nbsp;111 | &nbsp;&nbsp;22309711 | &nbsp;&nbsp;1063 | &nbsp;&nbsp;137593 | &nbsp;&nbsp;22318638 |

---

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

16 Multi-Manager Small Cap Equity Strategies Fund \| First Quarter Report 2022

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You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

1QT102_08_N01_(01/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Multi-Manager Small Cap Equity Strategies Fund

- **b. EDGAR series identifier (if any):** S000036206

- **c. LEI of Series:** I63L66XBXCO20QMLJ426

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

- **a. Date of fiscal year-end:** 2023-08-31

- **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:** $1333990636.23

**Total Liabilities:** $5886127.75

**Net Assets:** $1328104508.48

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 2.432400000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179756 | -9.45%               | 10.23%               | 3.54%                |
| Class ID C000216710 | -9.52%               | 10.23%               | 3.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2428041.94             | $-120324282.49                             |
| Month 2  | $-16386005.13            | $135041675.24                              |
| Month 3  | $2150358.71              | $42652963.77                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TERRITORIAL BANCORP INC                                 | Territorial Bancorp Inc                                 | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |     12700 | NS      | $288290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                                     | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52388 | NS      | $3072032.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL                                           | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     62017 | NS      | $3720399.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                     | Texas Roadhouse Inc                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     38242 | NS      | $3798195.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HOLDINGS INC                              | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     51900 | NS      | $1054089.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                              | Third Coast Bancshares Inc                              | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3180 | NS      | $62455.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                                     | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     11100 | NS      | $956154.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     40800 | NS      | $1240320.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                             | Tilly's Inc                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73775 | NS      | $700862.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                           | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     19500 | NS      | $1481610.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC                                     | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     42372 | NS      | $1865639.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     29752 | NS      | $960989.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat                                                | Transcat Inc                                            | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |     37713 | NS      | $3018171.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     23800 | NS      | $925106.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC                            | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      5800 | NS      | $296670.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52867 | NS      | $1064212.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TREAN INSURANCE GROUP INC                               | Trean Insurance Group Inc                               | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62900 | NS      | $173604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORP                                           | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     54200 | NS      | $560428.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     71100 | NS      | $3514473.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                             | Trex Co Inc                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76275 | NS      | $3500259.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                        | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17323 | NS      | $944103.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICIDA INC                                             | Tricida Inc                                             | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |     21720 | NS      | $5212.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORP                                             | TriMas Corp                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     19200 | NS      | $525120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY IND INC.                                        | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     32709 | NS      | $1001876.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH BANCORP INC                                     | Triumph Bancorp Inc                                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     29012 | NS      | $1733757.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR INC                                             | TrueCar Inc                                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     77591 | NS      | $193201.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                                            | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94974 | NS      | $2049538.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BK CORP NY                                      | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22340 | NS      | $867685.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                                          | Trustmark Corp                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     43094 | NS      | $1576378.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORP                                  | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     43000 | NS      | $199090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    126806 | NS      | $906662.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 2SEVENTY BIO INC                                        | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $53262.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                   | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     71073 | NS      | $1943846.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U INC                                                  | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     96100 | NS      | $771683.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINL CORP                                           | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     60474 | NS      | $5171736.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                                      | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      3794 | NS      | $310576.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HLTH SCIENCES INC                                 | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      8700 | NS      | $478848.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US SILICA HOLDINGS INC                                  | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     13234 | NS      | $173233.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HLD                                         | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     90900 | NS      | $3238767.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                           | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     23789 | NS      | $863540.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFI INC.                                              | Unifi Inc                                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     19774 | NS      | $173220.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      5551 | NS      | $23869.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3315 | NS      | $129185.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     37100 | NS      | $1591219.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                   | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9970 | NS      | $304583.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     91700 | NS      | $4372256.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP                  | National Energy Services Reunited Corp                  | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |    158200 | NS      | $1010898.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYSAFE LTD                                             | Paysafe Ltd                                             | CUSIP: G6964L107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    427342 | NS      | $606825.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                     | Signet Jewelers Ltd                                     | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     41100 | NS      | $2671500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                                         | Third Point Reinsurance Ltd                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    155215 | NS      | $1012001.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                          | TechnipFMC PLC                                          | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     68400 | NS      | $848160.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance                                              | Theravance Biopharma Inc                                | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     14850 | NS      | $159786.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                             | Trinseo PLC                                             | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     52075 | NS      | $1283648.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                                | Triton International Ltd/Bermuda                        | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     60500 | NS      | $4081935.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                           | Golar LNG Ltd                                           | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    126200 | NS      | $3163834.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC THERAPEUTICS SA                                     | ADC Therapeutics SA                                     | CUSIP: H0036K147<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     78966 | NS      | $289015.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT SA                                              | Globant SA                                              | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |     13146 | NS      | $2463297.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBER ARK SOFTWARE LTD                                  | CyberArk Software Ltd                                   | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |     22364 | NS      | $3333801.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL-E ONLINE LTD                                     | Global-e Online Ltd                                     | CUSIP: M5216V106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     43816 | NS      | $945111.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INMODE LTD                                              | Inmode Ltd                                              | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |      4600 | NS      | $176594.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                               | JFrog Ltd                                               | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     52507 | NS      | $1154103.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARO PHARMACEUTICAL IND LTD.                            | Taro Pharmaceutical Industries Ltd                      | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | IL        |     27400 | NS      | $826110.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                              | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |     30072 | NS      | $1840105.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                 | Expro Group Holdings NV                                 | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     63649 | NS      | $1105583.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                                     | Stevanato Group SpA                                     | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |    158925 | NS      | $2433141.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD                                      | Teekay Tankers Ltd                                      | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |     36290 | NS      | $1224424.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                                        | Haemonetics Corp                                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     43800 | NS      | $3736578.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC                                | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     41505 | NS      | $777803.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                               | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     89336 | NS      | $5115379.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK HOLDING CO                                      | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    100916 | NS      | $5534233.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     67049 | NS      | $1813675.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47600 | NS      | $1544144.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     25511 | NS      | $373225.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD BIOSCIENCE INC.                                 | Harvard Bioscience Inc                                  | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      4600 | NS      | $11776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HASHICORP INC                                           | HashiCorp Inc                                           | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |     87051 | NS      | $2376492.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                               | Haverty Furniture Cos Inc                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     46028 | NS      | $1451262.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELEC INDS INC                                  | Hawaiian Electric Industries Inc                        | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     29500 | NS      | $1211860.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS                                                 | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7000 | NS      | $291200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERV GRP INC.                                | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     84900 | NS      | $1184355.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream                                            | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     21581 | NS      | $548157.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                                     | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    115202 | NS      | $1207316.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                                   | Heartland Express Inc                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    165400 | NS      | $2768796.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     27792 | NS      | $1355971.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     51781 | NS      | $1537895.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                 | Helios Technologies Inc                                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     87961 | NS      | $4639063.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC                        | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    145400 | NS      | $927652.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     48300 | NS      | $2467164.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                  | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      9375 | NS      | $133218.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     27100 | NS      | $3473407.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19488 | NS      | $641155.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                                  | Heron Therapeutics Inc                                  | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    250999 | NS      | $680207.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                                | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     16244 | NS      | $156429.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     49553 | NS      | $2970702.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Sports Inc                                      | Hibbett Sports Inc                                      | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     45900 | NS      | $3059694.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND                                             | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     27200 | NS      | $1360000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDCADIA HOLDINGS III INC                              | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360030 | NS      | $2865838.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                    | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     42700 | NS      | $1272460.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP INC                                        | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9365 | NS      | $402507.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                                          | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61062 | NS      | $1666992.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7192 | NS      | $184115.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOOKER FURNISHINGS CORP                                 | Hooker Furniture Corp                                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36300 | NS      | $617463.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                                        | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     85200 | NS      | $1160424.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                              | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     26204 | NS      | $1011212.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     54659 | NS      | $888755.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                      | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     41300 | NS      | $4061855.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING INC                      | Hyster-Yale Materials Handling Inc                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $269376.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF Intnl                                               | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     30600 | NS      | $3316122.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY INC                                     | Crescent Energy Co                                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72500 | NS      | $1018625.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     26351 | NS      | $2873576.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                 | ITT Inc                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     32268 | NS      | $2727291.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICOSAVAX INC                                            | Icosavax Inc                                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12087 | NS      | $40370.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                                  | Ideaya Biosciences Inc                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     51800 | NS      | $926184.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                              | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      7110 | NS      | $906880.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                                   | Independent Bank Corp/Rockland MA                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     35700 | NS      | $3231564.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69261 | NS      | $1699664.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                              | Independent Bank Group Inc                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41700 | NS      | $2749698.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                   | Industrial Logistics Properties Trust                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     13633 | NS      | $55486.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATICA INC                                         | Informatica Inc                                         | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34021 | NS      | $584480.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4600 | NS      | $360042.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                 | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      9800 | NS      | $1018318.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED                                                  | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     35000 | NS      | $647150.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                            | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      6400 | NS      | $709696.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECARD CORP                                           | CoreCard Corp                                           | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11900 | NS      | $355929.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                   | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       932 | NS      | $69266.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                                           | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     42000 | NS      | $454860.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORP                           | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     20900 | NS      | $1101012.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC                            | Intra-Cellular Therapies Inc                            | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     35690 | NS      | $1935111.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTAR HOLDING CORP                                   | Investar Holding Corp                                   | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     15700 | NS      | $347598.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                               | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2649 | NS      | $108052.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                             | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     27750 | NS      | $177600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC                            | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     48800 | NS      | $590968.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITEOS THERAPEUTICS INC                                  | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25424 | NS      | $512293.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                               | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     43949 | NS      | $2337207.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC BIO INC                                          | IVERIC bio Inc                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     38900 | NS      | $918818.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                    | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      4700 | NS      | $339810.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                                | AAON Inc                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130762 | NS      | $10364196.12  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                                | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     13800 | NS      | $642528.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORP                                        | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    163200 | NS      | $909024.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                               | ACNB Corp                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $259380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                                        | ACV Auctions Inc                                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151829 | NS      | $1342168.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM IND INC                                             | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     85600 | NS      | $4038608.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                        | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      4042 | NS      | $536454.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |    136100 | NS      | $1233066.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                                          | API Group Corp                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | VG        |    191200 | NS      | $3674864.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ                                                     | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     29400 | NS      | $1223922.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AARON S COMPANY INC                                     | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142073 | NS      | $1731869.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     38419 | NS      | $3421596.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                              | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     65098 | NS      | $1014226.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOLADE INC                                            | Accolade Inc                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |    112537 | NS      | $993701.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAGIO THERAPEUTICS INC                                 | Adagio Therapeutics Inc                                 | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25905 | NS      | $58545.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                                        | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129600 | NS      | $2891376.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                               | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38400 | NS      | $424320.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                            | Adtalem Global Education Inc                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     30200 | NS      | $1256320.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                                            | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     42088 | NS      | $1732342.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVERUM BIOTECHNOLOGIES INC                             | Adverum Biotechnologies Inc                             | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |     26894 | NS      | $18016.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC                         | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      6540 | NS      | $340080.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                           | Advanced Drainage Systems Inc                           | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     18252 | NS      | $1775189.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AERSALE CORP                                            | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12583 | NS      | $199440.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GRP INC.                            | Affiliated Managers Group Inc                           | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4900 | NS      | $786058.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                               | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     62702 | NS      | $1889838.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                   | Air Lease Corp                                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     48016 | NS      | $1854377.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AKEBIA THERAPEUTICS INC                                 | Akebia Therapeutics Inc                                 | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    155272 | NS      | $42001.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKERO THERAPEUTICS INC                                  | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     17700 | NS      | $823050.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALECTOR INC                                             | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     68332 | NS      | $580138.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                         | Alexander's Inc                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      4500 | NS      | $1099080.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                 | Allegheny Technologies Inc                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     80400 | NS      | $2453004.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC.                                             | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     30140 | NS      | $1995268.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                            | Alliance Data Systems Corp                              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     14200 | NS      | $582626.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                       | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     30200 | NS      | $1352960.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLOGENE THERAPEUTICS INC                               | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120607 | NS      | $1189185.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTION INC                      | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    125150 | NS      | $2370341.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                | Alta Equipment Group Inc                                | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3850 | NS      | $46354.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC                                  | Altair Engineering Inc                                  | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |    111793 | NS      | $5485682.51   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC                                    | Kinetik Holdings Inc                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22700 | NS      | $772481.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     62600 | NS      | $4216736.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                 | Clean Energy Fuels Corp                                 | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    295300 | NS      | $1996228.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE INC                                        | Clear Secure Inc                                        | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55966 | NS      | $1739423.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                       | Clearwater Analytics Holdings Inc                       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162525 | NS      | $3048969.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37566 | NS      | $1001885.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                            | Amedisys Inc                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     17860 | NS      | $1626867.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                               | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98800 | NS      | $2893852.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS INC              | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175904 | NS      | $1831160.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                           | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     46500 | NS      | $735630.00    | 0.06%             |  |  |  | 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        |     91031 | NS      | $3687665.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                   | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     12913 | NS      | $503994.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                     | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     92600 | NS      | $3281744.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEMENTIA PHARMACEUTICALS INC                           | CLEMENTIA PHARMACEUTICALS                               | CUSIP: 185CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    134864 | NS      | $0.13         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     26180 | NS      | $960020.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES INC                                 | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    154767 | NS      | $1061701.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30600 | NS      | $1042236.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                           | COLUMBIA SHORT TERM CASH FUND                           | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  22318638 | NS      | $22309710.78  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                   | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4451 | NS      | $319314.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                               | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     16100 | NS      | $792442.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     46400 | NS      | $3022496.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp/The                            | Community Financial Corp/The                            | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |      4100 | NS      | $164205.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25161 | NS      | $1205463.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NTL BKSHARES INC.                              | American National Bankshares Inc                        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      2940 | NS      | $113395.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORP                                  | American Woodmark Corp                                  | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     10900 | NS      | $590780.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I                        | Compass Minerals International Inc                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      8200 | NS      | $363670.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS INC.                      | Computer Programs & Systems Inc                         | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     23093 | NS      | $683552.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMS CORP.                                 | Comtech Telecommunications Corp                         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     27200 | NS      | $317424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                           | Confluent Inc                                           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     67539 | NS      | $1555423.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP (PRE-MERGER)                                | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     30268 | NS      | $2507703.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                  | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     34800 | NS      | $913152.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE                                               | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     52683 | NS      | $3127789.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                          | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     93200 | NS      | $4928416.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                           | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9257 | NS      | $525705.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                                       | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2038 | NS      | $157843.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                 | Amicus Therapeutics Inc                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    247481 | NS      | $2994520.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECH INC                                          | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     34800 | NS      | $975096.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                              | Amylyx Pharmaceuticals Inc                              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $748215.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC                                           | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     27407 | NS      | $1055169.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS                                           | AngioDynamics Inc                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     34055 | NS      | $441012.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                  | Anika Therapeutics Inc                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      8279 | NS      | $261119.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     57100 | NS      | $2087005.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                             | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     32353 | NS      | $1615385.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                               | Construction Partners Inc                               | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |    238999 | NS      | $6835371.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                           | Container Store Group Inc/The                           | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     33929 | NS      | $161162.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC               | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     24300 | NS      | $300348.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                              | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    255896 | NS      | $4365585.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED IND TECH INC.                                   | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     40050 | NS      | $5306224.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                                            | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     70422 | NS      | $5828828.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                            | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     25220 | NS      | $600992.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                             | Arcutis Biotherapeutics Inc                             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52025 | NS      | $896390.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    181983 | NS      | $2416734.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE & MAIN INC                                         | Core & Main Inc                                         | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116000 | NS      | $2412800.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     25300 | NS      | $592779.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                               | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    107332 | NS      | $1377069.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                                      | Coupa Software Inc                                      | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     12603 | NS      | $797013.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                            | Covenant Logistics Group Inc                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27611 | NS      | $1059986.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     38600 | NS      | $3898600.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSFIRST BANKSHARES INC                               | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17900 | NS      | $248273.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKE BANCORP INC                                       | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     10300 | NS      | $224025.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                            | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     90402 | NS      | $4474899.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      9800 | NS      | $278712.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOR HCM INC                                          | Paycor HCM Inc                                          | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279210 | NS      | $8074753.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     28870 | NS      | $1190021.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                 | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     63700 | NS      | $1060605.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                                         | Penn Virginia Corp                                      | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     31900 | NS      | $1389883.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | Peoples Bancorp Inc/OH                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20100 | NS      | $603000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                                 | Career Education Corp                                   | CUSIP: 000000000<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     85332 | NS      | $1224514.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                               | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89200 | NS      | $853644.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                               | Performance Food Group Co                               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     69814 | NS      | $4257257.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                  | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    109900 | NS      | $1116584.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH INC                                   | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13868 | NS      | $290811.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                               | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41126 | NS      | $1702205.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSONALIS INC                                          | Personalis Inc                                          | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |    130797 | NS      | $332224.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                   | Petco Health & Wellness Co Inc                          | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    134246 | NS      | $1482075.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                               | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     15600 | NS      | $192036.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                                          | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     39000 | NS      | $733200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty                                         | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117423 | NS      | $1222373.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACEL FINL PARTNERS INC                              | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     20012 | NS      | $1678806.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS GP HOLDINGS LP                                   | Plains GP Holdings LP                                   | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      7247 | NS      | $95877.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                                      | Planet Fitness Inc                                      | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     42595 | NS      | $3337744.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | Playtika Holding Corp                                   | CUSIP: 72815L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44929 | NS      | $424579.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                            | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     13100 | NS      | $1443882.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                             | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     37900 | NS      | $2767458.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                          | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    160956 | NS      | $7923863.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL IND INC                                          | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     30082 | NS      | $791758.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                                  | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     18626 | NS      | $1499020.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAXIS PRECISION MEDICINES INC                          | Praxis Precision Medicines Inc                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54688 | NS      | $120860.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION DRILLING CORPORATION                          | Precision Drilling Corp                                 | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |     18200 | NS      | $1451814.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     10518 | NS      | $795055.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS CO                              | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      5000 | NS      | $471700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP                                  | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34700 | NS      | $1012546.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC                        | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61600 | NS      | $3785936.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORP                                  | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     64681 | NS      | $1380939.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                           | Primerica Inc                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      2400 | NS      | $357672.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                                  | Nicolet Bankshares Inc                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6085 | NS      | $503351.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMIS FINANCIAL CORP                                   | Primis Financial Corp                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     29133 | NS      | $359792.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     41411 | NS      | $827805.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                       | Aaron's Holdings Co Inc                                 | CUSIP: 000000000<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     63278 | NS      | $1245943.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS                                                    | PROS Holdings Inc                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |    181148 | NS      | $4314945.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                                   | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     68773 | NS      | $2219304.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOMX THERAPEUTICS INC                                 | CytomX Therapeutics Inc                                 | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |     67079 | NS      | $116717.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                                   | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173647 | NS      | $1906644.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC.                           | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8700 | NS      | $68817.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI GROUP INC                                           | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      6506 | NS      | $36563.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DECIPHERA PHARMACEUTICALS IN                            | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     52115 | NS      | $829149.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                                          | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     24300 | NS      | $644436.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                        | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     34548 | NS      | $778366.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR                                                     | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     10580 | NS      | $556613.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                         | Q2 Holdings Inc                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |    104215 | NS      | $2834648.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST BANK                                          | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      7600 | NS      | $321784.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc                         | Northeast Community Bancorp Inc                         | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     25700 | NS      | $371365.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                              | Definitive Healthcare Corp                              | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153650 | NS      | $1747000.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY RESOURCES INC                                   | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      6400 | NS      | $574464.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     32300 | NS      | $1175397.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                                  | Northfield Bancorp Inc                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46570 | NS      | $742791.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHRIM BANCORP INC.                                   | Northrim BanCorp Inc                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      8200 | NS      | $456002.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING CO                            | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21771 | NS      | $1090944.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                         | Descartes Systems Group Inc/The                         | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |    141210 | NS      | $9807034.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill In                                         | Diamond Hill Investment Group Inc                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      3100 | NS      | $551676.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     35400 | NS      | $76110.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                  | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       232 | NS      | $9853.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                               | DigitalOcean Holdings Inc                               | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40569 | NS      | $1210173.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                                  | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      8600 | NS      | $641474.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                              | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     47400 | NS      | $4371702.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP                                           | Donegal Group Inc                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11793 | NS      | $175361.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS DYNAMICS INC                                    | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    127910 | NS      | $4978257.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                     | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     40826 | NS      | $168203.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                             | Novanta Inc                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     64454 | NS      | $10167618.50  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                                 | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     95926 | NS      | $1197156.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC.                                | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     12000 | NS      | $500520.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                             | Nutanix Inc                                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     57095 | NS      | $1613504.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE                                                | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     54068 | NS      | $2100001.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NURIX THERAPEUTICS INC                                  | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22600 | NS      | $280014.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                                           | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     47700 | NS      | $1122858.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                                   | Dyne Therapeutics Inc                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22940 | NS      | $268398.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                           | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241200 | NS      | $3958092.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                             | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     46835 | NS      | $1356809.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                       | Oasis Petroleum Inc                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     19407 | NS      | $2960149.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54409 | NS      | $1270994.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                          | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      9851 | NS      | $541410.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                              | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     53800 | NS      | $586420.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP INC                                       | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     24500 | NS      | $1155420.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix                                                    | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     33300 | NS      | $632367.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                                             | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182564 | NS      | $1696019.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                               | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     48626 | NS      | $2101129.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH                                                 | eHealth Inc                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     22339 | NS      | $79526.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBARK TECHNOLOGY INC                                   | Embark Technology Inc                                   | CUSIP: 29079J202<br>LEI: 549300NVUJ89UY1TGM94 | Long             | EC               | CORP              | US        |     16697 | NS      | $68791.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GRP INC                                           | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     27600 | NS      | $4275240.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIO                                            | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    106362 | NS      | $1308252.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCWEN FIN CORP                                          | Ocwen Financial Corp                                    | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      4495 | NS      | $151661.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BNCP                                           | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     35770 | NS      | $683564.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP INC.                                 | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     12819 | NS      | $223819.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                                       | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     10100 | NS      | $354409.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA FLEX                                              | Omega Flex Inc                                          | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28626 | NS      | $2751244.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                            | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     73696 | NS      | $3803450.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                             | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     47600 | NS      | $4138820.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEWATER MARINE INC                                     | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32900 | NS      | $1075501.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 INC                                                | ON24 Inc                                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9360 | NS      | $71604.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECH INC.                                       | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    105031 | NS      | $529356.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP INC                                      | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2590 | NS      | $105982.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                            | Organon & Co                                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      8968 | NS      | $233347.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES INC                         | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     11300 | NS      | $304083.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX INTL NV                                        | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | CW        |     29802 | NS      | $536137.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                                        | Oscar Health Inc                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79915 | NS      | $230155.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                         | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $1061414.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTBRAIN INC                                            | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     34500 | NS      | $133860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTSET MEDICAL INC                                      | Outset Medical Inc                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113608 | NS      | $2394856.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM TRANSPORTATION SERVICES INC                         | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8900 | NS      | $249467.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                          | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     30407 | NS      | $1209286.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     13900 | NS      | $772145.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                             | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     23900 | NS      | $445018.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                                     | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     29200 | NS      | $577868.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                                       | PNM Resources Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     25400 | NS      | $1244600.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV PHARMACEUTICALS INC                                 | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80295 | NS      | $801344.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                                    | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     37002 | NS      | $1535212.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                             | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     80600 | NS      | $2978170.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                         | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     44300 | NS      | $1157116.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHNS INTL INC                                     | Papa John's International Inc                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     19679 | NS      | $1638473.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                                       | Jamf Holding Corp                                       | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      3400 | NS      | $72352.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING INC                                    | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    113200 | NS      | $1170488.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                             | John Bean Technologies Corp                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     63972 | NS      | $5876467.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors                                        | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18900 | NS      | $1068984.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOUNCE THERAPEUTICS INC                                 | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      9357 | NS      | $8234.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                          | J2 GLOBAL INC                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     18900 | NS      | $1743714.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                 | KBR Inc                                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    120888 | NS      | $6246282.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                             | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16247 | NS      | $1468728.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     70200 | NS      | $2203578.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERV, INC.                                        | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47565 | NS      | $808129.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                                             | Kemper Corp                                             | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     19000 | NS      | $1081480.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEZAR LIFE SCIENCES INC                                 | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     18313 | NS      | $143024.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                             | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     25200 | NS      | $1488564.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                               | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |    140818 | NS      | $1008256.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS INC                                 | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     34054 | NS      | $786306.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                               | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3857 | NS      | $1188765.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GRP                                         | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170300 | NS      | $3882840.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                                     | Kodiak Sciences Inc                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     13400 | NS      | $98892.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                                      | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     16600 | NS      | $721270.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                                    | Koppers Holdings Inc                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3374 | NS      | $100511.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                              | Korn/Ferry International                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     18800 | NS      | $1072164.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    159600 | NS      | $1061340.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS BIO INC                                          | Kronos Bio Inc                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94871 | NS      | $180254.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      5600 | NS      | $556304.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                                            | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     22400 | NS      | $609952.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP INC.                                   | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     60849 | NS      | $1136659.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                                 | Lakeland Industries Inc                                 | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     32300 | NS      | $430559.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                                    | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      8100 | NS      | $517023.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                  | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     41088 | NS      | $430602.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre                                                | LeMaitre Vascular Inc                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     97386 | NS      | $4562534.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                                        | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     87764 | NS      | $904846.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                      | Liberty Oilfield Services Inc                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41800 | NS      | $690954.00    | 0.05%             |  |  |  | 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        |    155369 | NS      | $1993384.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotime                                                 | Lineage Cell Therapeutics Inc                           | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |     43600 | NS      | $63220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      7352 | NS      | $1759407.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                          | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      5699 | NS      | $1404803.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                 | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24800 | NS      | $827080.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS INC                                | Lumber Liquidators Holdings Inc                         | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27300 | NS      | $185913.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUTHER BURBANK CORP                                     | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     22500 | NS      | $266850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     97674 | NS      | $1095902.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC                                       | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     18725 | NS      | $209345.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                             | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    242400 | NS      | $3328152.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     13008 | NS      | $587701.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                                     | MKS Instruments Inc                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     23421 | NS      | $1964085.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                                          | MSA Safety Inc                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     25416 | NS      | $3583910.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC                                           | MYR Group Inc                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3200 | NS      | $305696.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                               | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     10090 | NS      | $382915.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLINGTON ASSET INVESTMENT CORP                         | Arlington Asset Investment Corp                         | CUSIP: 041356205<br>LEI: 549300LA9ZT7L8G7IT53 | Long             | EC               | CORP              | US        |     69800 | NS      | $212192.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     22365 | NS      | $271734.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                           | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     60882 | NS      | $1960400.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMEN                        | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     17300 | NS      | $600137.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS HOLDING CO LLC                                  | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44641 | NS      | $1832066.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                            | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      5500 | NS      | $1031910.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                             | Ashland Global Holdings Inc                             | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     33400 | NS      | $3736458.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                    | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    185952 | NS      | $4574419.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                                    | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     12327 | NS      | $545346.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATARA BIOTHERAPEUTICS INC                               | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    187244 | NS      | $848215.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA PHARMACEUTICALS INC                                | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22410 | NS      | $105102.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHIRA PHARMA INC                                       | Athira Pharma Inc                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34042 | NS      | $105870.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                              | Atkore International Group Inc                          | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $1135995.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANKSHARES CORP                                   | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109224 | NS      | $3896020.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC                           | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5900 | NS      | $594543.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                      | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      3782 | NS      | $101735.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS INC                                      | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      7739 | NS      | $243468.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                                     | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     23309 | NS      | $654516.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                             | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     27500 | NS      | $1135200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     34151 | NS      | $1542600.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     44171 | NS      | $8128789.13   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                                      | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     79400 | NS      | $3184734.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     30400 | NS      | $403712.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building                                         | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     27067 | NS      | $643382.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM CORP                                            | Quantum Corp                                            | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |     52960 | NS      | $67259.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                                 | Quotient Technology Inc                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    107737 | NS      | $317824.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP INC                                         | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     22648 | NS      | $426914.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB INC                                  | BJ's Wholesale Club Holdings Inc                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     16400 | NS      | $1233936.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB BANCORP                                             | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     29881 | NS      | $671426.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                                           | REV Group Inc                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     34799 | NS      | $483358.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                                   | B Riley Financial Inc                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $781776.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF INC                                                | BGSF Inc                                                | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |     15300 | NS      | $202113.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                       | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187686 | NS      | $2274754.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                       | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     38300 | NS      | $1107253.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GRP INC                                          | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    176100 | NS      | $3446277.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT LOGISTICS INC                                   | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     25369 | NS      | $135470.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                              | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     56100 | NS      | $2153118.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID MICRO BIOSYSTEMS INC                              | Rapid Micro Biosystems Inc                              | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50856 | NS      | $104254.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                                            | Balchem Corp                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     48732 | NS      | $6861465.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP BNK                                             | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130765 | NS      | $3919027.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORP                             | United States Cellular Corp                             | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20253 | NS      | $430578.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORP                                         | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19171 | NS      | $1094664.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR INC                                              | Univar Solutions Inc                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     89600 | NS      | $2968448.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.                              | Universal Electronics Inc                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      7316 | NS      | $160000.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                                  | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     12681 | NS      | $357731.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                                     | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     47767 | NS      | $360163.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                                    | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     15300 | NS      | $442782.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALHI INC                                               | Valhi Inc                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2420 | NS      | $53869.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                                  | Valmont Industries Inc                                  | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     10762 | NS      | $3644658.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMA                                            | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    202081 | NS      | $2204703.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                            | Rayonier Inc                                            | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     66100 | NS      | $2371668.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS                                            | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30377 | NS      | $7198437.69   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                      | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     50300 | NS      | $1068372.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                                 | Vectrus Inc                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31900 | NS      | $1289079.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST WESTERN FINANCIAL INC                             | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      1637 | NS      | $49764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTSERVICE CORP                                       | FirstService Corp                                       | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     57250 | NS      | $7406432.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VERA BRADLEY INC                                        | Vera Bradley Inc                                        | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |    177103 | NS      | $672991.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                            | Vericel Corp                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    132699 | NS      | $3029518.17   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                                     | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     38700 | NS      | $804960.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REATA PHARMACEUTICALS INC                               | Reata Pharmaceuticals Inc                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      3200 | NS      | $126656.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                      | Vertiv Holdings Co                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     27702 | NS      | $383672.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                              | Vertex Inc                                              | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |    280500 | NS      | $4818990.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS INC                                    | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37000 | NS      | $1667220.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                           | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     74236 | NS      | $1774240.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                                  | Verve Therapeutics Inc                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40627 | NS      | $943765.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS INC                            | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     34400 | NS      | $997600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                                           | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     18589 | NS      | $424944.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                                  | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     43375 | NS      | $736073.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                               | Five9 Inc                                               | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     25457 | NS      | $1632048.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC                              | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     18807 | NS      | $1403566.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA IN                         | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9133 | NS      | $1318805.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                                  | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83125 | NS      | $1544462.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                     | Virtu Financial Inc                                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     39600 | NS      | $878328.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS INC                          | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      3100 | NS      | $601214.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                   | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14379 | NS      | $516062.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                                          | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     70094 | NS      | $2573851.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECH INC.                                   | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    137100 | NS      | $3158784.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC                                       | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     31200 | NS      | $872664.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                                      | Remitly Global Inc                                      | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109182 | NS      | $1142043.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                                           | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     77700 | NS      | $3167829.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                              | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     36000 | NS      | $1209960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                                   | Flowserve Corp                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     39400 | NS      | $1235584.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     62300 | NS      | $1222949.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE                                            | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     53139 | NS      | $365064.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                           | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     28125 | NS      | $5029875.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                                    | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     61600 | NS      | $1483944.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54900 | NS      | $1145214.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC                            | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    154823 | NS      | $5908045.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     87559 | NS      | $3484848.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     10791 | NS      | $160030.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $612573.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     11566 | NS      | $187369.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                             | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18042 | NS      | $1274126.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP INC                            | Bankwell Financial Group Inc                            | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      3274 | NS      | $96877.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BK                                           | Bar Harbor Bankshares                                   | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3823 | NS      | $115722.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                                        | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     26800 | NS      | $1141412.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                                        | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $955145.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LB FOSTER CO                                            | LB Foster Co                                            | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |     14200 | NS      | $133764.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 CO                                                | WD-40 Co                                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     16200 | NS      | $2713500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     80500 | NS      | $3905055.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    101534 | NS      | $10772757.40  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP INC                                     | Franchise Group Inc                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     11900 | NS      | $309995.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                            | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     33520 | NS      | $2246510.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                           | Frontdoor Inc                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     69985 | NS      | $1635549.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER GROUP HOLDINGS INC                             | Frontier Group Holdings Inc                             | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93801 | NS      | $1223165.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HB FULLER CO                                            | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     46800 | NS      | $3758508.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINL CORP                                        | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     36754 | NS      | $683256.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                                         | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     37900 | NS      | $335036.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 THERAPEUTICS INC                                     | G1 Therapeutics Inc                                     | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |     78384 | NS      | $467168.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                                 | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     27700 | NS      | $599151.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERV INC                               | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5864 | NS      | $576607.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCOM CORP                                             | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     20764 | NS      | $393685.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60091 | NS      | $1159756.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC                                | Revance Therapeutics Inc                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |    113518 | NS      | $2464475.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                                 | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      6000 | NS      | $294600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                       | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27466 | NS      | $1287056.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     55193 | NS      | $1302002.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                             | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37158 | NS      | $1096532.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERATION BIO CO                                       | Generation Bio Co                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $72488.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                            | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     46012 | NS      | $2401826.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLATFELTER CORP                                         | Glatfelter Corp                                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     20044 | NS      | $69552.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                               | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    265848 | NS      | $2982814.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE SAPPHIRE INVESTMENTS                           | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     49993 | NS      | $126482.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                                        | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      6700 | NS      | $189476.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING                                          | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     53600 | NS      | $3129704.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                              | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     15400 | NS      | $1238776.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                             | Root Inc/OH                                             | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12227 | NS      | $88890.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     60352 | NS      | $3109938.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO INC                                               | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    214926 | NS      | $1177794.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                             | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    187100 | NS      | $1010340.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTHS HOSPITALITY GROUP INC                             | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     36200 | NS      | $633862.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                                    | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     22400 | NS      | $660576.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                                      | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1000 | NS      | $643680.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                              | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3744 | NS      | $423334.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                            | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     46485 | NS      | $4254772.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T BANCORP INC                                         | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36058 | NS      | $1349290.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                     | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     47200 | NS      | $1175752.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELEC INC                                      | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     35098 | NS      | $1013279.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST I                          | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     31800 | NS      | $203838.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AJAX CORP                                         | Great Ajax Corp                                         | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     27561 | NS      | $214975.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORP                          | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     98204 | NS      | $718853.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                              | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     15686 | NS      | $982727.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                                | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11500 | NS      | $278070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                          | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43059 | NS      | $877542.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                             | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    104216 | NS      | $2612695.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                    | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     63177 | NS      | $2326177.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER CO INC                                       | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     38032 | NS      | $1460048.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENHILL & CO INC                                      | Greenhill & Co Inc                                      | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |     65734 | NS      | $615270.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    236112 | NS      | $4122515.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     76875 | NS      | $3314081.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GRITSTONE BIO INC                                       | Gritstone bio Inc                                       | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     37967 | NS      | $111622.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                             | Grocery Outlet Holding Corp                             | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82612 | NS      | $2500665.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTO INC                                        | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     19900 | NS      | $3847466.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancsh                                         | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3420 | NS      | $121752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERALD HOLDING INC                                     | Emerald Holding Inc                                     | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94500 | NS      | $362880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE INC                                        | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     77850 | NS      | $11074941.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P BIOTECH ETF                                    | SPDR S&P Biotech ETF                                    | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |     65500 | NS      | $5477110.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ? INC                                             | Guess? Inc                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     32600 | NS      | $676776.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                                  | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55489 | NS      | $2578573.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                      | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $290160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                              | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     22579 | NS      | $988734.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     10310 | NS      | $519624.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORP                                        | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26544 | NS      | $3878343.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     38900 | NS      | $1326101.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                                  | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76154 | NS      | $2685951.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TRUST BANCORP INC.                           | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     11300 | NS      | $562288.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                                   | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     64468 | NS      | $2645766.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SCS TRANSPORTATION INC                                  | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     12326 | NS      | $3002490.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINANCIAL INC                                | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     37402 | NS      | $626483.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                                  | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     19502 | NS      | $857697.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY LIGHTS INC                                     | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |    124496 | NS      | $366018.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC.                            | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     67772 | NS      | $2113130.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                 | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     15391 | NS      | $1984207.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17800 | NS      | $22784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANA BIOTECHNOLOGY INC                                  | Sana Biotechnology Inc                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44232 | NS      | $220717.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP INC                                | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79400 | NS      | $2764708.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                 | Berry Petroleum Corp                                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118700 | NS      | $1069487.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG 5 SPORTING GOODS CORPORATION                        | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |     49800 | NS      | $618018.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC                            | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     52136 | NS      | $696536.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     16200 | NS      | $1160406.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM PENN BANCORP INC                                | William Penn Bancorp                                    | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $153270.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO IND INC                                       | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     22155 | NS      | $1298061.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     19000 | NS      | $1436020.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                 | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     30000 | NS      | $751200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                            | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     13600 | NS      | $898824.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | Wintrust Financial Corp                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10800 | NS      | $987444.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                           | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     20551 | NS      | $1868496.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                             | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     45080 | NS      | $3631644.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                   | World Acceptance Corp                                   | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7960 | NS      | $564443.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERV CORP                                    | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     98927 | NS      | $2814473.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON IND INC                                     | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      6200 | NS      | $351788.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                              | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     83118 | NS      | $1281679.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    143083 | NS      | $2333683.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| XPONENTIAL FITNESS INC                                  | Xponential Fitness Inc                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10300 | NS      | $228042.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                             | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     40567 | NS      | $1713144.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO IND INC                                           | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6600 | NS      | $784080.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     31171 | NS      | $1257438.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CO                        | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     13300 | NS      | $696122.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRAVISION COMMUN CORP                                 | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     57300 | NS      | $318588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                                           | Envestnet Inc                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     46770 | NS      | $2760365.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS, INC.                                             | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11200 | NS      | $556192.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                                | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    388900 | NS      | $3262871.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                     | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     85469 | NS      | $2315355.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                               | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15360 | NS      | $164505.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                              | Zimvie Inc                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     40483 | NS      | $361918.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECH INC.                                          | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     51637 | NS      | $4854394.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                               | Ethan Allen Interiors Inc                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39900 | NS      | $1135155.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                        | Zillow Group Inc                                        | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     12845 | NS      | $480403.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                              | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     14700 | NS      | $341775.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                            | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     33185 | NS      | $3822248.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCOMMERCE INC                                        | EverCommerce Inc                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19751 | NS      | $131739.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERBRIDGE INC                                          | Everbridge Inc                                          | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     34390 | NS      | $1122489.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                                      | Evolent Health Inc                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    114077 | NS      | $3284276.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYNEX INC                                               | Zynex Inc                                               | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34700 | NS      | $476084.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC (FLORIDA)                         | Jackson Financial Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66811 | NS      | $2495390.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                      | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44108 | NS      | $490039.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORP PLC                                          | Noble Corp PLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10500 | NS      | $389865.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE(PRE-REINCORPORATION)                     | Constellium SE                                          | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | NL        |     20900 | NS      | $260205.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                              | Adient PLC                                              | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     35800 | NS      | $1394052.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS LTD                   | Argo Group International Holdings Ltd                   | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     93527 | NS      | $2542063.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                    | Assured Guaranty Ltd                                    | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     21700 | NS      | $1444569.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                               | Axis Capital Holdings Ltd                               | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19800 | NS      | $1139688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOQUA WATER TECHNOLOGIES CORP                          | Evoqua Water Technologies Corp                          | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    226818 | NS      | $9864314.82   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC.                                           | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     90256 | NS      | $1541572.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                 | ExlService Holdings Inc                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     37051 | NS      | $6935947.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC.                                           | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    105741 | NS      | $10934676.81  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MACROGENICS INC                                         | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     12800 | NS      | $82304.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                               | Macy's Inc                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    115500 | NS      | $2714250.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group                                            | Enstar Group Ltd                                        | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      6100 | NS      | $1329739.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                        | Essent Group Ltd                                        | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     28500 | NS      | $1142565.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                                    | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    125100 | NS      | $2623347.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                            | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     47496 | NS      | $475909.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                                            | Flywire Corp                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     32323 | NS      | $701085.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                             | FNB Corp/PA                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    102300 | NS      | $1442430.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                | Fabrinet                                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      7259 | NS      | $968423.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                             | Fresh Del Monte Produce Inc                             | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      7363 | NS      | $203807.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOWOC CO INC                                        | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     48854 | NS      | $479746.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWER GROUP INC                                      | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     11800 | NS      | $1032736.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                                       | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     24952 | NS      | $1068195.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FS BANCOR INC                                           | FS Bancorp Inc                                          | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10780 | NS      | $368676.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                               | Gates Industrial Corp PLC                               | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50400 | NS      | $585648.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENLIGHT CAPITAL RE LTD                               | Greenlight Capital Re Ltd                               | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     33100 | NS      | $259173.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                                       | Helen of Troy Ltd                                       | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15751 | NS      | $1552103.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                                           | Herbalife Nutrition Ltd                                 | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     89940 | NS      | $1575748.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                                  | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     30400 | NS      | $1132096.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                                           | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     33800 | NS      | $1116414.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                               | Janus Henderson Group PLC                               | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     36800 | NS      | $930672.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                        | International Game Technology PLC                       | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |    191700 | NS      | $4704318.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECH INC.                                          | FARO Technologies Inc                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     12555 | NS      | $375645.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                                   | Fate Therapeutics Inc                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     30691 | NS      | $638986.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION               | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGA              | US        |      8900 | NS      | $1120065.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                    | Federated Investors Inc                                 | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     26200 | NS      | $994552.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBROGEN INC                                            | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     26526 | NS      | $381178.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                             | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21570 | NS      | $546152.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: 549300WWJ28EP3GZG107 | Long             | EC               | CORP              | PR        |    166570 | NS      | $2561846.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | First Bancshares Inc/The                                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     13392 | NS      | $457872.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                 | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     37000 | NS      | $964590.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bus Fincl                                         | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     12704 | NS      | $486817.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     89334 | NS      | $1314996.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP                                 | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     41000 | NS      | $1083630.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FIN BANKSHARES INC                                | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     80898 | NS      | $2989181.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27458 | NS      | $1319906.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                      | First Hawaiian Inc                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     49400 | NS      | $1311570.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST IND REALTY TRUST INC                              | First Industrial Realty Trust Inc                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45900 | NS      | $2320245.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                  | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     20527 | NS      | $532880.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                           | First of Long Island Corp/The                           | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30369 | NS      | $590677.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORP                                    | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     14831 | NS      | $655678.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID-ILLINOIS BANCSHARES INC                       | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $273735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                       | Marriott Vacations Worldwide Corp                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     20264 | NS      | $3018930.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                             | Masonite International Corp                             | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     16300 | NS      | $1226901.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS LTD                          | James River Group Holdings Ltd                          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     21339 | NS      | $512562.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS LTD                             | Kiniksa Pharmaceuticals Ltd                             | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     35954 | NS      | $605105.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC.                                             | MasTec Inc                                              | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     16620 | NS      | $1509594.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     80429 | NS      | $5337268.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                                           | Materion Corp                                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     38200 | NS      | $3077392.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                                       | Matrix Service Co                                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    103600 | NS      | $530432.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                              | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      6700 | NS      | $427192.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | Matthews International Corp                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      7681 | NS      | $243180.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                             | MAXIMUS Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      9200 | NS      | $646760.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                            | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      3600 | NS      | $453780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     21868 | NS      | $761225.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                                | Mercer International Inc                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     66836 | NS      | $922336.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     22493 | NS      | $575595.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                     | Mercury Systems Inc                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    121718 | NS      | $6185708.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      7200 | NS      | $261216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYST INC                                  | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    150282 | NS      | $10820304.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      6800 | NS      | $587588.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERSANA THERAPEUTICS INC                                | Mersana Therapeutics Inc                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     25630 | NS      | $170695.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA AIR GROUP INC                                      | Mesa Air Group Inc                                      | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |    109300 | NS      | $136625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Lab                                                | Mesa Laboratories Inc                                   | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     30334 | NS      | $5131602.78   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                                  | Meta Financial Group Inc                                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     22433 | NS      | $976508.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC.                                | Methode Electronics Inc                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     30800 | NS      | $1406944.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP INC                              | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     33210 | NS      | $893681.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWESTONE FINANCIAL GROUP INC                          | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18249 | NS      | $636707.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                         | Herman Miller Inc                                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     51500 | NS      | $1050085.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER IND INC                                          | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     17800 | NS      | $491102.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                                        | MiMedx Group Inc                                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19700 | NS      | $64025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N INC                                             | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |    208381 | NS      | $8101853.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     31247 | NS      | $661498.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     51200 | NS      | $4455936.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                        | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     11332 | NS      | $364777.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER IND INC                                         | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      9300 | NS      | $639561.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                              | Mueller Water Products Inc                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     46700 | NS      | $544522.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     26100 | NS      | $1231920.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                                         | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9565 | NS      | $441520.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                                | NCR Corp                                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     38700 | NS      | $923769.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                                        | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     50900 | NS      | $1095877.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM BIOPHARMACEUTICALS INC                              | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     43967 | NS      | $243137.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     33148 | NS      | $989799.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES INC                          | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     26037 | NS      | $893850.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                              | Natera Inc                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50765 | NS      | $2087456.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                             | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2779 | NS      | $129251.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Nation                                        | Schneider National Inc                                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     29797 | NS      | $767570.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                 | Science Applications International Corp                 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     29700 | NS      | $3270267.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc                                 | National Bankshares Inc                                 | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |      6200 | NS      | $243660.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO IND INC                                 | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15300 | NS      | $1057536.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                                      | Scientific Games Corp                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     44100 | NS      | $2856357.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTERTAINMENT INC                              | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     26052 | NS      | $1486527.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natl Research                                           | National Research Corp                                  | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     39693 | NS      | $1537706.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                            | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     94578 | NS      | $3826625.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SECUREWORKS CORP                                        | SecureWorks Corp                                        | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9338 | NS      | $67046.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEER INC                                                | Seer Inc                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28554 | NS      | $184458.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTQUOTE INC                                         | Selectquote Inc                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    396609 | NS      | $238005.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTINELONE INC                                         | SentinelOne Inc                                         | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88669 | NS      | $1285700.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      2900 | NS      | $611320.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GROCERS BY VITAMIN COTTA                        | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     17600 | NS      | $177408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERITAGE GROWTH PROPERTY                                | Seritage Growth Properties                              | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     86900 | NS      | $1040193.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                                   | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     18298 | NS      | $4640372.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP INC                           | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101411 | NS      | $2937876.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                        | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     56840 | NS      | $3059128.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                          | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15764 | NS      | $341132.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERCREST ASSET MANAGEMENT GROUP INC                  | Silvercrest Asset Management Group Inc                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $332640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                          | Nature's Sunshine Products Inc                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7517 | NS      | $66901.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    236228 | NS      | $3914297.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBACK THERAPEUTICS INC                             | Silverback Therapeutics Inc                             | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35405 | NS      | $220219.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORP                                 | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      2216 | NS      | $60784.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                  | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     26100 | NS      | $605781.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MFG CO INC                                      | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     89420 | NS      | $8320531.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus                                        | Simulations Plus Inc                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115319 | NS      | $4680798.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                            | SiteOne Landscape Supply Inc                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     59356 | NS      | $7450958.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                            | Six Flags Entertainment Corp                            | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     73262 | NS      | $1764881.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                                | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      6800 | NS      | $198900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS INC                               | Smith & Wesson Brands Inc                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     52135 | NS      | $613628.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTFINANCIAL INC (TENNESSEE)                          | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4531 | NS      | $135839.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                     | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     48132 | NS      | $134769.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                                             | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    261643 | NS      | $4332808.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC                                          | Smartsheet Inc                                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     60682 | NS      | $1865364.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARWINDS CORP                                         | SolarWinds Corp                                         | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20898 | NS      | $182648.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     48693 | NS      | $960712.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYST INC                                       | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     16563 | NS      | $617468.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS OILFIELD INFRASTRUCTURE INC                     | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     58600 | NS      | $642842.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     21800 | NS      | $1158452.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                               | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     81282 | NS      | $1424873.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY IND INC                                    | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     37000 | NS      | $1283900.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH PLAINS FINANCIAL INC                              | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      4244 | NS      | $131394.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South State Corp                                        | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     16500 | NS      | $1449525.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenville First                                        | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $55341.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern MO Banc                                        | Southern Missouri Bancorp Inc                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7382 | NS      | $382830.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                                          | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     38600 | NS      | $753858.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP                                              | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     33544 | NS      | $1566840.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     89400 | NS      | $4447650.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                                           | New Relic Inc                                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     39162 | NS      | $2203645.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS INC                                        | Sovos Brands Inc                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11751 | NS      | $169096.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH CO                                          | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      3231 | NS      | $106138.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     12400 | NS      | $269204.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     16000 | NS      | $1185600.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOK HOLDINGS INC                                       | Spok Holdings Inc                                       | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     12900 | NS      | $104748.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                                       | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16129 | NS      | $956449.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC                                            | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    133000 | NS      | $992180.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                             | Starwood Property Trust Inc                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     92100 | NS      | $1971861.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                          | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     39180 | NS      | $310697.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR BANCORP INC                                     | STELLAR BANCORP INC                                     | CUSIP: 000000000<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      4994 | NS      | $168847.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                             | Sterling Construction Co Inc                            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     25200 | NS      | $825300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     28170 | NS      | $1246804.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                          | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    119000 | NS      | $1112650.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                             | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    187400 | NS      | $526594.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINL CORP                                        | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     43200 | NS      | $2775600.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                        | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      9157 | NS      | $929160.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     45826 | NS      | $387687.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                        | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |    135100 | NS      | $3084333.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL                                          | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    170467 | NS      | $1873432.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     20226 | NS      | $1824991.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET                                               | NewMarket Corp                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1000 | NS      | $316020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWPARK RES INC                                         | Newpark Resources Inc                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    250100 | NS      | $1002901.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                 | Nexstar Media Group Inc                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     16900 | NS      | $3203564.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                  | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13839 | NS      | $287851.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTRO BIOPHARMA INC                                     | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     81171 | NS      | $607970.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                            | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      9840 | NS      | $532245.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                              | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     43500 | NS      | $1042260.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC (DELAWARE)                         | TRI Pointe Group Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32500 | NS      | $599300.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23700 | NS      | $175617.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECH INC                                            | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     69700 | NS      | $1120079.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TACTILE SYSTEMS TECHNOLOGY INC                          | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     14544 | NS      | $124496.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILFISH ENERGY HOLDINGS CORP                           | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     33700 | NS      | $662205.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                       | Tanger Factory Outlet Centers Inc                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    192700 | NS      | $3748015.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGO THERAPEUTICS INC                                  | Tango Therapeutics Inc                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $210280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                              | Tarsus Pharmaceuticals Inc                              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4455 | NS      | $74888.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                               | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     21200 | NS      | $644268.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     16600 | NS      | $327684.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                          | Telephone and Data Systems Inc                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68594 | NS      | $722980.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                              | Telos Corp                                              | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    120700 | NS      | $494870.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                           | Blackline Inc                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |    111962 | NS      | $7578707.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORPORATION                                | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    237625 | NS      | $5059036.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                      | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     13500 | NS      | $304020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORP                                          | Blue Bird Corp                                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     25600 | NS      | $302336.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX                                                | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     11100 | NS      | $770340.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                                | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     35210 | NS      | $1682685.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEGREEN VACATIONS HOLDING CORP                        | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      6525 | NS      | $140613.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                                        | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     57456 | NS      | $4254042.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                  | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      8600 | NS      | $579210.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER CO INC                                      | Boston Beer Co Inc/The                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1556 | NS      | $598079.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     36266 | NS      | $2224193.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS INC                            | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |    122200 | NS      | $450918.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                    | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     41422 | NS      | $388124.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                              | Bridgewater Bancshares Inc                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     25304 | NS      | $487608.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS                        | Bright Horizons Family Solutions Inc                    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15463 | NS      | $1147354.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HEALTH GROUP INC                                 | Bright Health Group Inc                                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142359 | NS      | $140508.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                               | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     28777 | NS      | $1604029.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS INC                                 | BrightView Holdings Inc                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     18116 | NS      | $124819.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                               | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     34000 | NS      | $1137300.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                          | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     14500 | NS      | $866375.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP INC.                                  | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43300 | NS      | $615726.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                                              | Brooks Automation Inc                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     77476 | NS      | $4664829.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                                              | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47216 | NS      | $1150181.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                   | Burlington Stores Inc                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     10552 | NS      | $2064815.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES INC                           | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      4812 | NS      | $113178.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                      | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     12033 | NS      | $274232.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC                  | CCC Intelligent Solutions Holdings Inc                  | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89200 | NS      | $820640.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 THERAPEUTICS INC                                     | C4 Therapeutics Inc                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38538 | NS      | $330270.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                               | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     15977 | NS      | $408212.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    164386 | NS      | $3859783.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                              | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     52300 | NS      | $3850326.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                              | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     93077 | NS      | $5062458.03   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     23250 | NS      | $670530.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                               | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     20900 | NS      | $948442.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                                    | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     14000 | NS      | $612920.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANO HEALTH INC                                         | Cano Health Inc                                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    368762 | NS      | $700647.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP INC                             | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      5694 | NS      | $200428.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL BANCORP INC                                     | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      4178 | NS      | $103697.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTAR FINANCIAL HOLDINGS INC                          | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8980 | NS      | $160742.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDLYTICS INC                                          | Cardlytics Inc                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     15939 | NS      | $71566.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER BANK AND TRUST                                   | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23017 | NS      | $426735.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                            | Carter's Inc                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      3900 | NS      | $284856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASA SYSTEMS INC                                        | Casa Systems Inc                                        | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |     84900 | NS      | $232626.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYST INC                                  | Casella Waste Systems Inc                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    175204 | NS      | $15083312.36  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFO SYST                                          | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     29000 | NS      | $1260920.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP INC                              | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    120468 | NS      | $5598147.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                           | Cato Corp/The                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     51700 | NS      | $537680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     13800 | NS      | $566490.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP                          | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     70651 | NS      | $1497094.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cntrl Vly Cmnty                                         | Central Valley Community Bancorp                        | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24415 | NS      | $498066.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                                 | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     12400 | NS      | $597184.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                             | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     58378 | NS      | $1197332.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                                          | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     29700 | NS      | $915948.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES                                        | Chart Industries Inc                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     16956 | NS      | $2424538.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase                                                   | Chase Corp                                              | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $693500.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                   | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22785 | NS      | $304635.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                                     | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     86800 | NS      | $3372180.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMUNG FINANCIAL CORP                                  | Chemung Financial Corp                                  | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1552 | NS      | $73720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | Chesapeake Energy Corp                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     30800 | NS      | $3187800.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDRENS PLACE RETAIL STORES, INC.                     | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      5700 | NS      | $202350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERIX INC                                            | Chimerix Inc                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     55059 | NS      | $119478.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     40791 | NS      | $1833963.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                      | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     15672 | NS      | $1170855.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS                                             | Citi Trends Inc                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      2100 | NS      | $63462.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES INC                                  | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     12500 | NS      | $285750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-23

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer