# EDGAR Filing Document

**Accession Number:** 0001409957
**File Stem:** 0001409957-25-000013
**Filing Date:** 2025-8
**Character Count:** 168463
**Document Hash:** 2ed03c9f788eb41246141a090c65edb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001409957-25-000013.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001409957-25-000013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Montgomery Funds
- **CENTRAL INDEX KEY:** 0001409957

**ORGANIZATION NAME:**
- **EIN:** 261082315
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22114
- **FILM NUMBER:** 251264945

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 610-669-1000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Market Neutral Fund (Series ID: S000019457)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000054090 | Investor Shares      | VMNFX           |
| C000054091 | Institutional Shares | VMNIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MONTGOMERY FUNDS

- **b. Investment Company Act file number:** 811-22114

- **c. CIK number of Registrant:** 0001409957

- **d. LEI of Registrant:** 549300L0S3MIKWENAK42

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MARKET NEUTRAL FUND

- **b. EDGAR series identifier (if any):** S000019457

- **c. LEI of Series:** QX57RZTNJSJ8LE9TYK31

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $726784683.75

**Total Liabilities:** $347346449.97

**Net Assets:** $379438233.78

**Cash Not Reported:** $375372731.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054090 | 0.30%                | 3.17%                | 0.15%                |
| Class ID C000054091 | 0.30%                | 3.18%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5354556.76              | $-5358447.04                               |
| Month 2  | $4242545.43              | $6140451.41                                |
| Month 3  | $-3256126.24             | $3062336.78                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     26272 | NS      | $2092039.36   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                | VAREX IMAGIN                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    102574 | NS      | $889316.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     16461 | NS      | $810045.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     62855 | NS      | $502211.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                            | ORMAT TECHNOLOGI               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |    -39714 | NS      | $-3326444.64  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                             | TRIUMPH FINANCIA               | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Short            | EC               | CORP              | US        |    -39701 | NS      | $-2187922.11  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       573 | NS      | $455804.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8389 | NS      | $892086.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                       | SITIME CORP                    | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14002 | NS      | $-2983546.16  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | OPTION CARE HEAL               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     22791 | NS      | $740251.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | WORKIVA INC                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      7981 | NS      | $546299.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC                        | AVADEL PHARMACEU               | CUSIP: G29687103<br>LEI: 549300E27PTSG2RHC762 | Short            | EC               | CORP              | US        |    -58279 | NS      | $-515769.15   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | EC               | CORP              | US        |    -11961 | NS      | $-1233896.76  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                        | PURECYCLE TECHNO               | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -160259 | NS      | $-2195548.30  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                | NUSCALE POWER CO               | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14484 | NS      | $-572987.04   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                         | BENCHMARK ELECTR               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     10768 | NS      | $418121.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3467 | NS      | $656407.11    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |    -45014 | NS      | $-938541.90   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | TUTOR PERINI COR               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     59146 | NS      | $2766849.88   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                    | NOBLE CORP PLC                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Short            | EC               | CORP              | US        |    -15717 | NS      | $-417286.35   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                    | CLEANSPARK INC                 | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |    -81218 | NS      | $-895834.54   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     24770 | NS      | $1133475.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H               | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45621 | NS      | $-3101771.79  | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                       | PROGYNY INC                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99405 | NS      | $2186910.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                              | KINETIK HOLDINGS               | CUSIP: 02215L209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14615 | NS      | $-643790.75   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-HAUL HOLDING C               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |    -41126 | NS      | $-2490590.56  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                        | SELECT WATER SOL               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     69367 | NS      | $599330.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | MOELIS & CO-CL A               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      7513 | NS      | $468210.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                     | EVERQUOTE INC-A                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10106 | NS      | $244363.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |    -27428 | NS      | $-1580127.08  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92084 | NS      | $1321405.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | TURNING POINT BR               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     18811 | NS      | $1425309.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    119363 | NS      | $1069492.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                        | IBOTTA INC-CL A                | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Short            | EC               | CORP              | US        |     -9485 | NS      | $-347151.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |    -11048 | NS      | $-777447.76   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | FRONTDOOR INC                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     16553 | NS      | $975633.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                   | BANCORP INC/THE                | CUSIP: 05969A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -51405 | NS      | $-2928542.85  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                      | CUSIP: 00676P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -133535 | NS      | $-1888184.90  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                  | KRISPY KREME INC               | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -595718 | NS      | $-1733539.38  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                          | IONQ INC                       | CUSIP: 46222L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24495 | NS      | $-1052550.15  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     76549 | NS      | $2905034.55   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                | ASPEN AEROGELS I               | CUSIP: 04523Y105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44567 | NS      | $-263836.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                             | FARMLAND PARTNER               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Short            | EC               | CORP              | US        |   -210360 | NS      | $-2421243.60  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     99657 | NS      | $2595068.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                           | SPHERE ENTERTAIN               | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -56357 | NS      | $-2355722.60  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                      | DOXIMITY INC-A                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7712 | NS      | $473054.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                         | CALIX INC                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     27735 | NS      | $1475224.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                  | WARBY PARKER-A                 | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51084 | NS      | $1120272.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -72600 | NS      | $-1458534.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     96587 | NS      | $2893746.52   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     33011 | NS      | $1385141.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                 | JOBY AVIATION IN               | CUSIP: G65163100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -346594 | NS      | $-3656566.70  | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                      | TRANSCAT INC                   | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Short            | EC               | CORP              | US        |    -37853 | NS      | $-3253843.88  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                       | JBT MAREL CORP                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -4626 | NS      | $-556322.76   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                         | COASTAL FINANCIA               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Short            | EC               | CORP              | US        |     -4424 | NS      | $-428552.88   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     56538 | NS      | $907434.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86974 | NS      | $354853.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                | LTC PROPERTIES                 | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     24630 | NS      | $852444.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Short            | EC               | CORP              | US        |   -123524 | NS      | $-1741688.40  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     42518 | NS      | $3313852.92   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | SUNRUN INC                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |   -263684 | NS      | $-2156935.12  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                          | GOGO INC                       | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Short            | EC               | CORP              | US        |   -168065 | NS      | $-2467194.20  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                      | COURSERA                       | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    110689 | NS      | $969635.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4668 | NS      | $2027919.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                 | WILLDAN GROUP IN               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     24425 | NS      | $1526806.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:72400263                | ROCKET LAB CORP                | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80692 | NS      | $-2886352.84  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                               | PAR TECHNOLOGY                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |    -46210 | NS      | $-3205587.70  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5706 | NS      | $547490.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |    -17905 | NS      | $-1839380.65  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                   | SELECTQUOTE INC                | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     89043 | NS      | $211922.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |    -21592 | NS      | $-1978474.96  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                         | BRINKER INTL                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3827 | NS      | $690122.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3951 | NS      | $1965266.91   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                               | KRYSTAL BIOTECH                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |     -6484 | NS      | $-891290.64   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     11840 | NS      | $1820163.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                             | PENGUIN SOLUTION               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    108243 | NS      | $2144293.83   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | GLACIER BANCORP                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |    -26428 | NS      | $-1138518.24  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc              | CRACKER BARREL                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |    -18926 | NS      | $-1156000.08  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | COUSINS PROP                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    105362 | NS      | $3164020.86   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                        | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      3814 | NS      | $350125.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      9249 | NS      | $1056698.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                             | CORE LABORATORIE               | CUSIP: 21867A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -140672 | NS      | $-1620541.44  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                            | POWER INTEGRATIO               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |    -10748 | NS      | $-600813.20   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9860 | NS      | $2631239.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                      | LEMONADE INC                   | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Short            | EC               | CORP              | US        |    -43528 | NS      | $-1906961.68  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                    | PORTILLO'S-CL A                | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -150601 | NS      | $-1757513.67  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    195759 | NS      | $2603594.70   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                  | ADAPTHEALTH CORP               | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41628 | NS      | $392552.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                    | ADV ENERGY INDS                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |     -3664 | NS      | $-485480.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP CORP/THE                   | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22702 | NS      | $411587.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |    -30267 | NS      | $-1316917.17  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                    | AIR LEASE C                    | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     18488 | NS      | $1081363.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                           | MILLROSE PROPERT               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55122 | NS      | $1571528.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                      | PHREESIA INC                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     53246 | NS      | $1515381.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     30982 | NS      | $1434156.78   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                   | OSI SYSTEMS INC                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |     -4001 | NS      | $-899664.86   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                           | CLEAN ENERGY FUE               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    191997 | NS      | $374394.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Short            | EC               | CORP              | US        |    -25712 | NS      | $-782416.16   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER               | CUSIP: 46590V100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -174447 | NS      | $-3017933.10  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Holding Corp                    | LIONSGATE STUDIO               | CUSIP: 53626N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -63234 | NS      | $-367389.54   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      5468 | NS      | $480582.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                     | LIQUIDIA CORP                  | CUSIP: 53635D202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -187798 | NS      | $-2339963.08  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -15880 | NS      | $-1509552.80  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    309224 | NS      | $3373633.84   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                | MIDDLESEX WATER                | CUSIP: 596680108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5939 | NS      | $-321775.02   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     31358 | NS      | $495456.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                 | MARA HOLDINGS IN               | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |    -25518 | NS      | $-400122.24   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       996 | NS      | $735137.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                            | TREVI THERAPEUTI               | CUSIP: 89532M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -98110 | NS      | $-536661.70   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                     | BIOVENTUS - A                  | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83657 | NS      | $553809.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |     -6799 | NS      | $-3041056.72  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                       | ARVINAS INC                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337610 | NS      | $2484809.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                     | INSPERITY INC                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |    -34862 | NS      | $-2095903.44  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc         | HA SUSTAINABLE I               | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Short            | EC               | CORP              | US        |   -113007 | NS      | $-3035368.02  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                       | FRESH DEL MONTE                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     10817 | NS      | $350687.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G               | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |    -63156 | NS      | $-2444768.76  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                              | FIRST ADVANTAGE                | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |   -175919 | NS      | $-2922014.59  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |   -263667 | NS      | $-1115311.41  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     21312 | NS      | $1391886.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                 | LITHIA MOTORS                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |     -5258 | NS      | $-1776257.56  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                          | CBIZ INC                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Short            | EC               | CORP              | US        |    -38288 | NS      | $-2745632.48  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     74463 | NS      | $3297221.64   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                   | HERITAGE INSURAN               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     16434 | NS      | $409863.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     26096 | NS      | $540709.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53225 | NS      | $2561719.25   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |    -27868 | NS      | $-428052.48   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                         | ZETA GLOBAL HO-A               | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Short            | EC               | CORP              | US        |    -29805 | NS      | $-461679.45   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                               | VARONIS SYSTEMS                | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |     -9573 | NS      | $-485829.75   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                    | BOWHEAD SPECIALT               | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54121 | NS      | $2031161.13   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13062 | NS      | $526137.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3537 | NS      | $1896574.77   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                              | CELSIUS HOLDINGS               | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -17774 | NS      | $-824535.86   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                  | COEUR MINING INC               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    195688 | NS      | $1733795.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      6188 | NS      | $251232.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |        18 | NS      | $1829.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                | KURA SUSHI USA-A               | CUSIP: 501270102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22873 | NS      | $-1968907.84  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                            | FLAGSTAR FINANCI               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |   -256266 | NS      | $-2716419.60  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                  | RYMAN HOSPITALIT               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               | CORP              | US        |    -16750 | NS      | $-1652722.50  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                          | PHILLIPS EDISON                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     61439 | NS      | $2152208.17   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                             | ALKAMI TECHNOLOG               | CUSIP: 01644J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44304 | NS      | $-1335322.56  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    314988 | NS      | $1603288.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     14509 | NS      | $780148.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     17370 | NS      | $2679322.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1907 | NS      | $680779.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3989 | NS      | $637043.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RESOURC-A               | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |    -96611 | NS      | $-1269468.54  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | TWILIO INC - A                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3144 | NS      | $390987.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     63135 | NS      | $3279231.90   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                       | NEXTNAV INC                    | CUSIP: 65345N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -214500 | NS      | $-3260400.00  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | GROCERY OUTLET                 | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -78843 | NS      | $-979230.06   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                              | AMENTUM HOLDINGS               | CUSIP: 023939101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -43603 | NS      | $-1029466.83  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    101921 | NS      | $440298.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     38005 | NS      | $367888.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                               | BANK OF HAWAII                 | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Short            | EC               | CORP              | US        |    -11062 | NS      | $-747016.86   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |     -2493 | NS      | $-371257.56   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                        | ATLAS ENERGY SOL               | CUSIP: 642045108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -153503 | NS      | $-2052335.11  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Short            | EC               | CORP              | US        |     -5719 | NS      | $-2726247.30  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                    | SWEETGREEN INC-A               | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -118868 | NS      | $-1768755.84  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                      | CRANE NXT CO                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |    -50505 | NS      | $-2722219.50  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |    -66062 | NS      | $-3071222.38  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                  | FIRST WATCH REST               | CUSIP: 33748L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -162681 | NS      | $-2609403.24  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                 | UNIVERSAL TECHNI               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     12784 | NS      | $433249.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                         | SCHOLAR ROCK HOL               | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |    -53413 | NS      | $-1891888.46  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | PAYLOCITY HOLDIN               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      3375 | NS      | $611516.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115839 | NS      | $2161555.74   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |    -28323 | NS      | $-1103180.85  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     33574 | NS      | $153433.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Short            | EC               | CORP              | US        |   -246060 | NS      | $-1060518.60  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | SCOTTS MIRACLE                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7191 | NS      | $474318.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Short            | EC               | CORP              | US        |    -41420 | NS      | $-2189254.10  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6945 | NS      | $600325.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |    -10842 | NS      | $-1799229.90  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     74279 | NS      | $1565058.53   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     65082 | NS      | $1772833.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                           | PAGAYA TECHNOL-A               | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63769 | NS      | $1359555.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                            | ARRAY TECHNOLOGI               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |    -50383 | NS      | $-297259.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                  | ACM RESEARCH-A                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     16114 | NS      | $417352.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                        | ARHAUS INC                     | CUSIP: 04035M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -43249 | NS      | $-374968.83   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |     -7100 | NS      | $-398239.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO               | CUSIP: 87240R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -237784 | NS      | $-3079302.80  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                              | ROIVANT SCIENCES               | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Short            | EC               | CORP              | US        |   -269768 | NS      | $-3040285.36  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                         | BROOKFIELD RENEW               | CUSIP: 11285B108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -99435 | NS      | $-3259479.30  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                           | VIKING THERAPEUT               | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |    -46304 | NS      | $-1227056.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -46288 | NS      | $-735053.44   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR SURGICAL                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Short            | EC               | CORP              | US        |   -115076 | NS      | $-1930975.28  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                 | LOAR HOLDINGS IN               | CUSIP: 53947R105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4620 | NS      | $-398105.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                         | CASELLA WASTE                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |    -27509 | NS      | $-3173988.42  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                         | OPENDOOR TECHNOL               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |   -777769 | NS      | $-414550.88   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | TRADEWEB MARKE-A               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2909 | NS      | $425877.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      9868 | NS      | $1584603.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      7601 | NS      | $837706.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     37825 | NS      | $824963.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                      | DIVERSIFIED HEAL               | CUSIP: 25525P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -289500 | NS      | $-1036410.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     24539 | NS      | $892238.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                      | AERSALE CORP                   | CUSIP: 00810F106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -119071 | NS      | $-715616.71   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                       | NOVANTA INC                    | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5116 | NS      | $-659605.88   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    308627 | NS      | $2768384.19   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                               | ALLEGIANT TRAVEL               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     12843 | NS      | $705722.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -15582 | NS      | $-3264896.46  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                  | 10X GENOMICS I-A               | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     31818 | NS      | $368452.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | MATADOR RESOURCE               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     35498 | NS      | $1693964.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                     | STEELCASE INC-A                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    167538 | NS      | $1747421.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                      | AMERESCO INC-A                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |    -88813 | NS      | $-1349069.47  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Short            | EC               | CORP              | US        |    -44331 | NS      | $-2885948.10  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO TECH INC                  | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      5590 | NS      | $1072553.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     51944 | NS      | $2452276.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |     -1448 | NS      | $-423062.16   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     23499 | NS      | $506873.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                           | DREAM FINDERS-A                | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -119697 | NS      | $-3007985.61  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Short            | EC               | CORP              | US        |    -35048 | NS      | $-359942.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                 | PROS HOLDINGS IN               | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |    130277 | NS      | $2040137.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | AXSOME THERAPEUT               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |    -25564 | NS      | $-2668625.96  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     23675 | NS      | $1186117.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                       | APPLIED OPTOELEC               | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |    -24568 | NS      | $-631151.92   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM HOLDINGS COR               | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -682396 | NS      | $-2825119.44  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19871 | NS      | $1587692.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                               | EDITAS MEDICINE                | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |    118506 | NS      | $260713.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     42195 | NS      | $3053652.15   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                          | WAFD INC                       | CUSIP: 938824109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -42271 | NS      | $-1237694.88  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                       | LIFESTANCE HEALT               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115718 | NS      | $598262.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |    -12610 | NS      | $-547400.10   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     32392 | NS      | $3612355.84   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                        | UPWORK INC                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    122510 | NS      | $1646534.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6728 | NS      | $1499469.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4041 | NS      | $611322.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                      | SEMTECH CORP                   | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     21274 | NS      | $960308.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     12175 | NS      | $1753930.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | ROBINHOOD MARK-A               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     31526 | NS      | $2951779.38   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     43079 | NS      | $1264368.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                          | BKV CORPORATION                | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |     23879 | NS      | $575961.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                             | FATE THERAPEUTIC               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    308409 | NS      | $345418.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                    | PACS GROUP INC                 | CUSIP: 69380Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -87610 | NS      | $-1131921.20  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    363034 | NS      | $3162026.14   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI CORP                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     24116 | NS      | $878304.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                           | PERPETUA RESOURC               | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Short            | EC               | CORP              | US        |   -127418 | NS      | $-1546854.52  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                       | WORTHINGTON ENTE               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     35651 | NS      | $2268829.64   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5282 | NS      | $456047.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Short            | EC               | CORP              | US        |   -166798 | NS      | $-1706343.54  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | VERACYTE INC                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31750 | NS      | $858202.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     52860 | NS      | $1481665.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                | THRYV HOLDINGS I               | CUSIP: 886029206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -28151 | NS      | $-342316.16   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     36397 | NS      | $2705025.04   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 VERTICALS-A                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |    -34090 | NS      | $-936793.20   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |     -3304 | NS      | $-377911.52   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                           | FTAI INFRASTRUCT               | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -257299 | NS      | $-1587534.83  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |     -1709 | NS      | $-406776.18   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc           | KRATOS DEFENSE &               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |    -20406 | NS      | $-947858.70   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     46242 | NS      | $3149080.20   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                          | EVGO INC                       | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Short            | EC               | CORP              | US        |   -587094 | NS      | $-2142893.10  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                           | ALEXANDER & BALD               | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154922 | NS      | $2762259.26   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                      | TERAWULF INC                   | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |    -99149 | NS      | $-434272.62   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                     | REXFORD INDUSTRI               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |    -11042 | NS      | $-392763.94   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                      | INNODATA INC                   | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |     16315 | NS      | $835654.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     36323 | NS      | $2084940.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                        | ALCOA CORP                     | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     23369 | NS      | $689619.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA               | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14050 | NS      | $-677350.50   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | ARCHER AVIATIO-A               | CUSIP: 03945R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -239947 | NS      | $-2603424.95  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                           | INDIE SEMICOND-A               | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |   -101517 | NS      | $-361400.52   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                     | SCHRODINGER INC                | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Short            | EC               | CORP              | US        |    -79643 | NS      | $-1602417.16  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     38701 | NS      | $1529076.51   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                   | BALDWIN INSURANC               | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67243 | NS      | $-2878672.83  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -1077 | NS      | $-295087.23   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                | EXPAND ENERGY CO               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |     -4412 | NS      | $-515939.28   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                               | SABLE OFFSHORE C               | CUSIP: 78574H104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -111506 | NS      | $-2450901.88  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                       | NEOGEN CORP                    | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |   -459928 | NS      | $-2198455.84  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |    -14197 | NS      | $-1059238.17  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                        | FUBOTV INC                     | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    601638 | NS      | $2322322.68   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                  | OSCAR HEALTH -A                | CUSIP: 687793109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -108464 | NS      | $-2325468.16  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                        | RADNET INC                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |    -38612 | NS      | $-2197408.92  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |    -11664 | NS      | $-3323656.80  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   2508854 | NS      | $2508603.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                  | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45767 | NS      | $-2812382.15  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |     -6962 | NS      | $-393492.24   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     51070 | NS      | $1044381.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -6126 | NS      | $-1157875.26  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |    -20473 | NS      | $-2589629.77  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    107792 | NS      | $1296737.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                        | VERTEX INC - A                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -73927 | NS      | $-2612210.55  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                            | TKO GROUP HOLDIN               | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15071 | NS      | $-2742168.45  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     36147 | NS      | $1566972.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                         | ASANA INC- CL A                | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |    135745 | NS      | $1832557.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN               | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -39106 | NS      | $-823963.42   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                          | CHEFS WAREHOUSE                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |    -11616 | NS      | $-741216.96   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC               | CUSIP: 948849104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -25767 | NS      | $-1867849.83  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                        | CAREDX INC                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     69814 | NS      | $1364165.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                         | PIEDMONT REALTY                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170992 | NS      | $1246531.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                 | UPBOUND GROUP IN               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18576 | NS      | $466257.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    200337 | NS      | $2798707.89   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                          | SAVERS VALUE VIL               | CUSIP: 80517M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67673 | NS      | $-690264.60   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -7233 | NS      | $-2315427.96  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                      | COLLEGIUM PHARMA               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |    -24341 | NS      | $-719763.37   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3280 | NS      | $366212.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                       | STERLING INFRAST               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     13181 | NS      | $3041252.13   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     77083 | NS      | $2743383.97   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                        | HURON CONSULTING               | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      6722 | NS      | $924543.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | WIX.COM LTD                    | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | US        |      5186 | NS      | $821773.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      9240 | NS      | $782720.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17906 | NS      | $2851709.56   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     22835 | NS      | $814981.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                          | AAON INC                       | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24361 | NS      | $-1796623.75  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     51170 | NS      | $2356378.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                     | LGI HOMES INC                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |    -31879 | NS      | $-1642406.08  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | AXON ENTERPRISE                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |      -482 | NS      | $-399067.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                         | HOVNANIAN ENT-A                | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      4248 | NS      | $444128.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1611 | NS      | $391521.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                     | BANDWIDTH INC-A                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     52158 | NS      | $829312.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                           | CECO ENVIRONMNTL               | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Short            | EC               | CORP              | US        |    -65510 | NS      | $-1854588.10  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     48826 | NS      | $2456436.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                       | GROUPON INC                    | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     10389 | NS      | $347512.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |     -9972 | NS      | $-1209703.32  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Short            | EC               | CORP              | US        |    -75955 | NS      | $-2423724.05  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37348 | NS      | $-2894843.48  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                  | ACV AUCTIONS-A                 | CUSIP: 00091G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -120772 | NS      | $-1958921.84  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                   | SANDISK CORP                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5041 | NS      | $228609.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     73667 | NS      | $2842072.86   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     19119 | NS      | $3364944.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    167355 | NS      | $1422517.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    119783 | NS      | $3334758.72   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                              | SUPER GROUP SGHC               | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69671 | NS      | $764290.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -142368 | NS      | $-3395476.80  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS INC               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     80301 | NS      | $3387899.19   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    131903 | NS      | $1133046.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Short            | EC               | CORP              | US        |    -87232 | NS      | $-1371287.04  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RES-B                   | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |     -2995 | NS      | $-24499.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -6626 | NS      | $-245228.26   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     34812 | NS      | $3063456.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     14954 | NS      | $2522440.72   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | JANUS HENDERSON                | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |     82753 | NS      | $3214126.52   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |     -5911 | NS      | $-477608.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     21077 | NS      | $933500.33    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                   | NEXTDECADE CORP                | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Short            | EC               | CORP              | US        |   -120375 | NS      | $-1072541.25  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     75895 | NS      | $3399337.05   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Short            | EC               | CORP              | US        |   -206794 | NS      | $-2338840.14  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | BLACK HILLS CORP               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     26994 | NS      | $1514363.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                            | BANC OF CALIFORN               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     26148 | NS      | $367379.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     42658 | NS      | $1199542.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | ASBURY AUTO GRP                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |     -1992 | NS      | $-475171.68   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                          | PROCEPT BIOROBOT               | CUSIP: 74276L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -43317 | NS      | $-2495059.20  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     51162 | NS      | $3107068.26   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     24183 | NS      | $2123509.23   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                              | URBAN OUTFITTER                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     10762 | NS      | $780675.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | AURORA INNOVATIO               | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -311124 | NS      | $-1630289.76  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                            | CASTLE BIOSCIENC               | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49288 | NS      | $1006460.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Short            | EC               | CORP              | US        |    -28670 | NS      | $-374716.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                    | DRAFTKINGS INC                 | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |    -18085 | NS      | $-775665.65   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                  | UNIVERSAL INSURA               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     14207 | NS      | $393960.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | MADRIGAL PHARMAC               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |     -3641 | NS      | $-1101912.24  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                    | SOMNIGROUP INTER               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |    -48340 | NS      | $-3289537.00  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |     -1065 | NS      | $-2083640.55  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                   | LUCID GROUP INC                | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -181244 | NS      | $-382424.84   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN               | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     94166 | NS      | $3342893.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     61727 | NS      | $3185730.47   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                            | J & J SNACK FOOD               | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Short            | EC               | CORP              | US        |     -6272 | NS      | $-711307.52   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     76228 | NS      | $679953.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |     -6268 | NS      | $-3198372.36  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                              | RYERSON HOLDING                | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     15799 | NS      | $340784.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                   | AMER SPORTS INC                | CUSIP: G0260P102<br>LEI: 391200YCSWTRD1J21867 | Short            | EC               | CORP              | US        |    -16750 | NS      | $-649230.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                          | MERSANA THERAPEU               | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |    118116 | NS      | $34962.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                     | MAPLEBEAR INC                  | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42765 | NS      | $1934688.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                          | SILICON LABS                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Short            | EC               | CORP              | US        |     -5879 | NS      | $-866329.44   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                  | MONTROSE ENVIRON               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Short            | EC               | CORP              | US        |   -136915 | NS      | $-2997069.35  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46207 | NS      | $1644045.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                             | TRANSMEDICS GROU               | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |    -14458 | NS      | $-1937516.58  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -5439 | NS      | $-759556.35   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | SAFEHOLD INC                   | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Short            | EC               | CORP              | US        |   -150298 | NS      | $-2338636.88  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |    -15063 | NS      | $-1045673.46  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     27959 | NS      | $1365517.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Short            | EC               | CORP              | US        |    -17639 | NS      | $-634827.61   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                     | JANUS INTERNATIO               | CUSIP: 47103N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -47446 | NS      | $-386210.44   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5097 | NS      | $392519.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                | CUSIP: 177835105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -17216 | NS      | $-2107582.72  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    128373 | NS      | $1508382.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                             | CINEMARK HOLDING               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |    -14293 | NS      | $-431362.74   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    515206 | NS      | $623399.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    206672 | NS      | $1035426.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                          | VSE CORP                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |    -23666 | NS      | $-3099772.68  | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE               | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70489 | NS      | $1429516.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                      | HARMONIC INC                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     78867 | NS      | $746870.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |    -24337 | NS      | $-1284506.86  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                 | PRIMO BRANDS COR               | CUSIP: 741623102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7819 | NS      | $-231598.78   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                         | UDEMY INC                      | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |    376852 | NS      | $2649269.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    116737 | NS      | $2847215.43   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1269403 | NS      | $1485201.51   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7854 | NS      | $2021541.06   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QUANTUMSCAPE COR               | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -93161 | NS      | $-626041.92   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                           | ARS PHARMACEUTIC               | CUSIP: 82835W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -94043 | NS      | $-1641050.35  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |    -13730 | NS      | $-1228423.10  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                    | LITTELFUSE INC                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |     -5150 | NS      | $-1167659.50  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Short            | EC               | CORP              | US        |    -62760 | NS      | $-1105831.20  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    117662 | NS      | $2112032.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                         | IVANHOE ELECTRIC               | CUSIP: 46578C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -116577 | NS      | $-1057353.39  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                          | ALIGNMENT HEALTH               | CUSIP: 01625V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -102023 | NS      | $-1428322.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     77601 | NS      | $1738262.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                          | WEAVE COMMUNICAT               | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54424 | NS      | $452807.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc            | CCC INTELLIGENT                | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -282498 | NS      | $-2658306.18  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                           | SOLENO THERAPEUT               | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |    -25832 | NS      | $-2164204.96  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     82588 | NS      | $1132281.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                | LIBERTY GLOBAL-A               | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Short            | EC               | CORP              | US        |    -48545 | NS      | $-485935.45   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                           | LIVE OAK BANCSHA               | CUSIP: 53803X105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14231 | NS      | $-424083.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    237601 | NS      | $1401845.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102135 | NS      | $2017166.25   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | HAMILTON INSUR-B               | CUSIP: G42706104<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | US        |     49040 | NS      | $1060244.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     20851 | NS      | $2652872.73   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                    | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |    -41180 | NS      | $-1673967.00  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     32405 | NS      | $1676958.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     18035 | NS      | $1550829.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |    -14973 | NS      | $-952582.26   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                  | PJT PARTNERS - A               | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Short            | EC               | CORP              | US        |    -16241 | NS      | $-2679927.41  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     14138 | NS      | $2561098.70   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Short            | EC               | CORP              | US        |    -54986 | NS      | $-2520008.38  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                             | ARDMORE SHIPPING               | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |     37935 | NS      | $364176.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG INC                        | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -62920 | NS      | $-3300154.00  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3371 | NS      | $532584.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     31451 | NS      | $1414665.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                            | PROGRESS SOFTWAR               | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -28016 | NS      | $-1788541.44  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | GLOBANT SA                     | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | US        |    -15747 | NS      | $-1430457.48  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                            | INTUITIVE MACHIN               | CUSIP: 46125A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -142525 | NS      | $-1549246.75  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                      | ENTEGRIS INC                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |     -8511 | NS      | $-686412.15   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                | FLUENCE ENERGY I               | CUSIP: 34379V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -138977 | NS      | $-932535.67   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                     | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |      4200 | NS      | $876624.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     29778 | NS      | $3127881.12   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |     -8480 | NS      | $-2059368.00  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                       | TREX CO INC                    | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -40770 | NS      | $-2217072.60  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2097 | NS      | $594289.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                          | ARIS WATER SOL-A               | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33460 | NS      | $791329.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                              | VERITEX HOLDINGS               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     49221 | NS      | $1284668.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     30287 | NS      | $835618.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                       | FRONTIER GROUP H               | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Short            | EC               | CORP              | US        |   -333711 | NS      | $-1211370.93  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     22172 | NS      | $2755757.88   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |    -12197 | NS      | $-2019091.38  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     15739 | NS      | $2682397.77   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                       | ANTERIX INC                    | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     36634 | NS      | $939662.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                         | FUNKO INC-CL A                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     68111 | NS      | $324208.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CORE NATURAL RES               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Short            | EC               | CORP              | US        |    -15080 | NS      | $-1051679.20  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | STARZ ENTERTAINM               | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | US        |    -24373 | NS      | $-391674.11   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | CHURCHILL DOWNS                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |     -8708 | NS      | $-879508.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22267 | NS      | $1078613.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                 | LEGALZOOMCOM INC               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |    338076 | NS      | $3012257.16   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | SEMPRA                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |     -5058 | NS      | $-383244.66   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |    -42079 | NS      | $-481804.55   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |    -47644 | NS      | $-2231168.52  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                | HALLADOR ENERGY                | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     26412 | NS      | $418101.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     52045 | NS      | $767663.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                 | US LIME & MINERA               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      6467 | NS      | $645406.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA BIOLOGICS INC             | CUSIP: 000899104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27133 | NS      | $-494091.93   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    190823 | NS      | $3007370.48   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | SHIFT4 PAYMENT-A               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29680 | NS      | $-2941584.80  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                   | VIVID SEATS IN-A               | CUSIP: 92854T100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -282931 | NS      | $-478153.39   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |    -78267 | NS      | $-2369924.76  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28234 | NS      | $417863.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                          | BIGCOMMERCE-1                  | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |    474654 | NS      | $2373270.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      9515 | NS      | $1013823.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |    -80173 | NS      | $-2564734.27  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24538 | NS      | $464995.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING               | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    399328 | NS      | $1888821.44   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -16505 | NS      | $-2858666.00  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                    | BROOKFIELD INFRA               | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61773 | NS      | $2569756.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     17834 | NS      | $774352.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                        | AMALGAMATED FINA               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50270 | NS      | $1568424.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     62216 | NS      | $2662844.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |    -17355 | NS      | $-1780102.35  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                      | IRONWOOD PHARMAC               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    476865 | NS      | $342007.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                           | SUMMIT THERAPEUT               | CUSIP: 86627T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -50514 | NS      | $-1074937.92  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                | CADRE HOLDINGS I               | CUSIP: 12763L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18417 | NS      | $-586581.45   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     16130 | NS      | $945701.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     31401 | NS      | $3233360.97   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |    -10449 | NS      | $-414302.85   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     27256 | NS      | $1367160.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                     | ECHOSTAR CORP-A                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |    -28861 | NS      | $-799449.70   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                       | COMPASS INC - A                | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |    100093 | NS      | $628584.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                | ENACT HOLDINGS I               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     25404 | NS      | $943758.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     79111 | NS      | $1954832.81   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                             | EXCELERATE ENE-A               | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50463 | NS      | $1479575.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | VIR BIOTECHNOLOG               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225345 | NS      | $1135738.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5113 | NS      | $781010.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     94392 | NS      | $1975624.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                 | BORR DRILLING LT               | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Short            | EC               | CORP              | US        |   -825518 | NS      | $-1510697.94  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                        | INVENTRUST PROPE               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     74618 | NS      | $2044533.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    388907 | NS      | $3220149.96   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                              | BLUE OWL CAPITAL               | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -164771 | NS      | $-3165250.91  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |     -3536 | NS      | $-372906.56   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                | CUSIP: 14057J101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -46693 | NS      | $-284827.30   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5383 | NS      | $599397.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO INC                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    252121 | NS      | $2069913.41   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     16337 | NS      | $1831704.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                         | PURSUIT ATTRACTI               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Short            | EC               | CORP              | US        |    -15638 | NS      | $-450843.54   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | COLUMBUS MCKI/NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     31721 | NS      | $484379.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7918 | NS      | $655610.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    117193 | NS      | $3322421.55   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                      | NUVALENT INC-A                 | CUSIP: 670703107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16996 | NS      | $-1296794.80  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO BRANDS CORP               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    169137 | NS      | $605510.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                       | NETGEAR INC                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     28156 | NS      | $818494.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    159427 | NS      | $2265457.67   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |     -5125 | NS      | $-1819631.25  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     21855 | NS      | $1273272.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Short            | EC               | CORP              | US        |      -264 | NS      | $-474070.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                      | NATIONAL VISION                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    140815 | NS      | $3240153.15   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Short            | EC               | CORP              | US        |    -71712 | NS      | $-509155.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |     -7170 | NS      | $-2022370.20  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                            | NOVAGOLD RES                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Short            | EC               | CORP              | US        |   -447523 | NS      | $-1830369.07  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     37533 | NS      | $1103470.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                               | VIAVI SOLUTIONS                | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     41763 | NS      | $420553.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** VANGUARD MONTGOMERY FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer