# EDGAR Filing Document

**Accession Number:** 0000275309
**File Stem:** 0001752724-23-067622
**Filing Date:** 2023-3
**Character Count:** 104455
**Document Hash:** 17451d0d518ee11fd4fc909bb865e729
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067622.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067622

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000275309
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02841
- **FILM NUMBER:** 23763742

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY VALUE FUND
- **DATE OF NAME CHANGE:** 19870114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY DISCOVERER FUND
- **DATE OF NAME CHANGE:** 19860803

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ASSET INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19840205

## Series and Classes Contracts Data

### Fidelity Stock Selector Small Cap Fund (Series ID: S000005453)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000014854 | Fidelity Stock Selector Small Cap Fund                  | FDSCX           |
| C000047980 | Fidelity Advisor Stock Selector Small Cap Fund: Class A | FCDAX           |
| C000047982 | Fidelity Advisor Stock Selector Small Cap Fund: Class C | FCDCX           |
| C000047983 | Fidelity Advisor Stock Selector Small Cap Fund: Class M | FCDTX           |
| C000047984 | Fidelity Advisor Stock Selector Small Cap Fund: Class I | FCDIX           |
| C000177514 | Fidelity Advisor Stock Selector Small Cap Fund: Class Z | FSSZX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Stock Selector Small Cap Fund**

**January 31, 2023**

SCS-NPRT1-0423

1.813071.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** |
|  | Shares | Value ($)<br> (000s) <br>|
| COMMUNICATION SERVICES - 1.6%  |  |  |
| Interactive Media & Services - 0.4% |  |  |
| Ziff Davis, Inc. (a) | 91900 | 8223 |
| Media - 1.1% |  |  |
| Nexstar Broadcasting Group, Inc. Class A  | 60500 | 12389 |
| TechTarget, Inc. (a) | 111098 | 5503 |
| Thryv Holdings, Inc. (a) | 275800 | 6170 |
|  |  | 24062 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Gogo, Inc. (a) | 161200 | 2703 |
| TOTAL COMMUNICATION SERVICES |  | 34988 |
| CONSUMER DISCRETIONARY - 13.0%  |  |  |
| Auto Components - 2.3% |  |  |
| Adient PLC (a) | 317500 | 14294 |
| Fox Factory Holding Corp. (a) | 110000 | 12990 |
| Gentherm, Inc. (a) | 52400 | 3900 |
| LCI Industries (b) | 73600 | 8259 |
| Patrick Industries, Inc.  | 126400 | 8971 |
|  |  | 48414 |
| Diversified Consumer Services - 0.6% |  |  |
| Laureate Education, Inc. Class A  | 674700 | 7408 |
| Strategic Education, Inc.  | 64700 | 6040 |
|  |  | 13448 |
| Hotels, Restaurants & Leisure - 2.1% |  |  |
| Brinker International, Inc. (a) | 316500 | 12489 |
| Churchill Downs, Inc.  | 78100 | 19377 |
| Everi Holdings, Inc. (a) | 269700 | 4685 |
| Hilton Grand Vacations, Inc. (a) | 169600 | 8032 |
|  |  | 44583 |
| Household Durables - 1.5% |  |  |
| Green Brick Partners, Inc. (a) | 75426 | 2353 |
| M.D.C. Holdings, Inc.  | 165104 | 6234 |
| Skyline Champion Corp. (a) | 264700 | 15604 |
| Tempur Sealy International, Inc.  | 218100 | 8888 |
|  |  | 33079 |
| Internet & Direct Marketing Retail - 0.3% |  |  |
| Vivid Seats, Inc. Class A (a)(b) | 689867 | 5871 |
| Leisure Products - 0.5% |  |  |
| Acushnet Holdings Corp. (b) | 128300 | 6024 |
| Clarus Corp.  | 536921 | 5396 |
|  |  | 11420 |
| Specialty Retail - 3.0% |  |  |
| Academy Sports & Outdoors, Inc. (b) | 517900 | 30256 |
| Dick's Sporting Goods, Inc.  | 79200 | 10356 |
| Murphy U.S.A., Inc.  | 67450 | 18348 |
| Rent-A-Center, Inc.  | 168600 | 4534 |
|  |  | 63494 |
| Textiles, Apparel & Luxury Goods - 2.7% |  |  |
| Capri Holdings Ltd. (a) | 146300 | 9727 |
| Crocs, Inc. (a) | 191300 | 23295 |
| Deckers Outdoor Corp. (a) | 25400 | 10858 |
| Kontoor Brands, Inc. (b) | 281900 | 13464 |
|  |  | 57344 |
| TOTAL CONSUMER DISCRETIONARY |  | 277653 |
| CONSUMER STAPLES - 3.7%  |  |  |
| Beverages - 0.5% |  |  |
| Primo Water Corp.  | 728900 | 11407 |
| Food & Staples Retailing - 1.5% |  |  |
| BJ's Wholesale Club Holdings, Inc. (a) | 213400 | 15465 |
| Performance Food Group Co. (a) | 190700 | 11694 |
| Sprouts Farmers Market LLC (a) | 187600 | 5994 |
|  |  | 33153 |
| Food Products - 1.3% |  |  |
| Flowers Foods, Inc.  | 146700 | 4062 |
| Nomad Foods Ltd. (a) | 902300 | 16052 |
| The Simply Good Foods Co. (a) | 183300 | 6654 |
|  |  | 26768 |
| Personal Products - 0.4% |  |  |
| BellRing Brands, Inc. (a) | 265900 | 7541 |
| TOTAL CONSUMER STAPLES |  | 78869 |
| ENERGY - 7.1%  |  |  |
| Energy Equipment & Services - 1.9% |  |  |
| Championx Corp.  | 333800 | 11022 |
| Liberty Oilfield Services, Inc. Class A  | 1150278 | 18209 |
| TechnipFMC PLC (a) | 841000 | 11681 |
|  |  | 40912 |
| Oil, Gas & Consumable Fuels - 5.2% |  |  |
| Antero Resources Corp. (a) | 771188 | 22241 |
| Denbury, Inc. (a) | 349209 | 30304 |
| Enviva, Inc. (b) | 123900 | 5635 |
| HF Sinclair Corp.  | 259500 | 14766 |
| Magnolia Oil & Gas Corp. Class A  | 485400 | 11460 |
| Northern Oil & Gas, Inc.  | 800722 | 26840 |
|  |  | 111246 |
| TOTAL ENERGY |  | 152158 |
| FINANCIALS - 14.3%  |  |  |
| Banks - 7.9% |  |  |
| East West Bancorp, Inc.  | 129300 | 10153 |
| First Bancorp, Puerto Rico  | 1139200 | 15322 |
| Glacier Bancorp, Inc. (b) | 200400 | 9136 |
| Independent Bank Group, Inc.  | 156100 | 9569 |
| Metropolitan Bank Holding Corp. (a) | 85500 | 5077 |
| PacWest Bancorp  | 573400 | 15860 |
| Pathward Financial, Inc.  | 279600 | 13874 |
| Pinnacle Financial Partners, Inc.  | 104000 | 8188 |
| Preferred Bank, Los Angeles  | 134300 | 9553 |
| ServisFirst Bancshares, Inc.  | 84600 | 5768 |
| Synovus Financial Corp.  | 454300 | 19058 |
| Trico Bancshares  | 329617 | 16662 |
| United Community Bank, Inc.  | 559800 | 18216 |
| Webster Financial Corp.  | 143264 | 7543 |
| Western Alliance Bancorp.  | 77000 | 5803 |
|  |  | 169782 |
| Capital Markets - 2.7% |  |  |
| Focus Financial Partners, Inc. Class A (a) | 156300 | 7057 |
| Houlihan Lokey (b) | 158182 | 15671 |
| Lazard Ltd. Class A  | 337700 | 13535 |
| LPL Financial  | 32200 | 7635 |
| TMX Group Ltd.  | 132900 | 13099 |
|  |  | 56997 |
| Consumer Finance - 0.6% |  |  |
| FirstCash Holdings, Inc.  | 134100 | 12361 |
| Insurance - 1.6% |  |  |
| First American Financial Corp.  | 101900 | 6305 |
| Primerica, Inc.  | 101500 | 16418 |
| Selective Insurance Group, Inc.  | 129970 | 12347 |
|  |  | 35070 |
| Thrifts & Mortgage Finance - 1.5% |  |  |
| Essent Group Ltd.  | 371100 | 16340 |
| Walker & Dunlop, Inc.  | 165142 | 15751 |
|  |  | 32091 |
| TOTAL FINANCIALS |  | 306301 |
| HEALTH CARE - 14.9%  |  |  |
| Biotechnology - 6.7% |  |  |
| ALX Oncology Holdings, Inc. (a) | 149800 | 1393 |
| Arcutis Biotherapeutics, Inc. (a) | 272102 | 4509 |
| Argenx SE ADR (a) | 22131 | 8460 |
| Ascendis Pharma A/S sponsored ADR (a) | 32406 | 4021 |
| Astria Therapeutics, Inc. (a) | 266600 | 3666 |
| BioCryst Pharmaceuticals, Inc. (a) | 482600 | 5091 |
| Blueprint Medicines Corp. (a) | 180000 | 8413 |
| Celldex Therapeutics, Inc. (a) | 142100 | 6261 |
| Cerevel Therapeutics Holdings (a) | 190200 | 6495 |
| Cytokinetics, Inc. (a) | 245900 | 10446 |
| Day One Biopharmaceuticals, Inc. (a) | 337100 | 7339 |
| Exelixis, Inc. (a) | 350300 | 6172 |
| Icosavax, Inc. (a) | 345300 | 3643 |
| Instil Bio, Inc. (a) | 151220 | 123 |
| Janux Therapeutics, Inc. (a) | 249100 | 5533 |
| Keros Therapeutics, Inc. (a) | 175400 | 10273 |
| Madrigal Pharmaceuticals, Inc. (a) | 7400 | 2133 |
| Morphic Holding, Inc. (a) | 104538 | 3422 |
| PepGen, Inc.  | 242700 | 3791 |
| PTC Therapeutics, Inc. (a) | 152600 | 7003 |
| Scholar Rock Holding Corp. warrants 12/31/25 (a)(c) | 7350 | 48 |
| Tango Therapeutics, Inc. (a) | 620500 | 4095 |
| Tyra Biosciences, Inc. (a) | 457100 | 4854 |
| Vaxcyte, Inc. (a) | 148539 | 6736 |
| Vera Therapeutics, Inc. (a) | 233224 | 1978 |
| Verve Therapeutics, Inc. (a)(b) | 243900 | 5549 |
| Xenon Pharmaceuticals, Inc. (a) | 202371 | 7911 |
| Zentalis Pharmaceuticals, Inc. (a) | 196548 | 4639 |
|  |  | 143997 |
| Health Care Equipment & Supplies - 2.7% |  |  |
| Envista Holdings Corp. (a) | 265100 | 10336 |
| Globus Medical, Inc. (a) | 64200 | 4847 |
| Haemonetics Corp. (a) | 171000 | 14467 |
| Inspire Medical Systems, Inc. (a) | 43300 | 10957 |
| Omnicell, Inc. (a) | 91000 | 5048 |
| TransMedics Group, Inc. (a) | 174472 | 10995 |
|  |  | 56650 |
| Health Care Providers & Services - 2.9% |  |  |
| Acadia Healthcare Co., Inc. (a) | 154800 | 13006 |
| agilon health, Inc. (a) | 454000 | 9879 |
| Molina Healthcare, Inc. (a) | 43700 | 13627 |
| Owens & Minor, Inc.  | 245560 | 4847 |
| R1 Rcm, Inc. (a) | 499952 | 7154 |
| Surgery Partners, Inc. (a) | 273736 | 9088 |
| Tenet Healthcare Corp. (a) | 49600 | 2721 |
| The Oncology Institute, Inc. (a)(c) | 373842 | 553 |
|  |  | 60875 |
| Health Care Technology - 0.6% |  |  |
| Evolent Health, Inc. (a) | 400934 | 12918 |
| Life Sciences Tools & Services - 0.2% |  |  |
| Olink Holding AB ADR (a) | 217773 | 4264 |
| Pharmaceuticals - 1.8% |  |  |
| Acelyrin, Inc. (d) | 176729 | 1099 |
| Acelyrin, Inc. rights (a)(d) | 21475 | 127 |
| Axsome Therapeutics, Inc. (a)(b) | 66400 | 4980 |
| DICE Therapeutics, Inc. (a) | 138700 | 4406 |
| Edgewise Therapeutics, Inc. (a) | 552500 | 5652 |
| Enliven Therapeutics, Inc. (e) | 378877 | 1575 |
| Intra-Cellular Therapies, Inc. (a) | 143500 | 6877 |
| Terns Pharmaceuticals, Inc. (a) | 435000 | 3945 |
| Ventyx Biosciences, Inc. (a) | 194633 | 8175 |
| Verona Pharma PLC ADR (a) | 89834 | 1980 |
|  |  | 38816 |
| TOTAL HEALTH CARE |  | 317520 |
| INDUSTRIALS - 18.0%  |  |  |
| Aerospace & Defense - 0.2% |  |  |
| V2X, Inc. (a) | 120500 | 5321 |
| Building Products - 2.0% |  |  |
| Builders FirstSource, Inc. (a) | 217237 | 17314 |
| Masonite International Corp. (a) | 113200 | 10326 |
| Simpson Manufacturing Co. Ltd.  | 147310 | 15778 |
|  |  | 43418 |
| Commercial Services & Supplies - 0.8% |  |  |
| Casella Waste Systems, Inc. Class A (a) | 114900 | 9206 |
| The Brink's Co.  | 106200 | 6967 |
|  |  | 16173 |
| Construction & Engineering - 3.6% |  |  |
| Comfort Systems U.S.A., Inc.  | 97076 | 11750 |
| Construction Partners, Inc. Class A (a) | 254300 | 7194 |
| Dycom Industries, Inc. (a) | 85100 | 8116 |
| EMCOR Group, Inc.  | 139640 | 20702 |
| Granite Construction, Inc.  | 397300 | 16917 |
| IES Holdings, Inc. (a) | 300015 | 11944 |
|  |  | 76623 |
| Electrical Equipment - 1.9% |  |  |
| Atkore, Inc. (a) | 252070 | 32831 |
| Regal Rexnord Corp.  | 30400 | 4232 |
| Thermon Group Holdings, Inc. (a) | 157855 | 3650 |
|  |  | 40713 |
| Machinery - 4.1% |  |  |
| Federal Signal Corp.  | 360400 | 19191 |
| ITT, Inc.  | 77220 | 7073 |
| Kadant, Inc.  | 40500 | 8253 |
| Oshkosh Corp.  | 70100 | 7065 |
| SPX Technologies, Inc. (a) | 360300 | 27026 |
| Terex Corp.  | 192200 | 9796 |
| Timken Co.  | 103600 | 8531 |
|  |  | 86935 |
| Professional Services - 3.0% |  |  |
| ASGN, Inc. (a) | 218300 | 19854 |
| CACI International, Inc. Class A (a) | 24600 | 7579 |
| CRA International, Inc.  | 68500 | 8141 |
| KBR, Inc.  | 193800 | 9928 |
| NV5 Global, Inc. (a) | 87800 | 11703 |
| TriNet Group, Inc. (a) | 84000 | 6338 |
|  |  | 63543 |
| Trading Companies & Distributors - 2.4% |  |  |
| Beacon Roofing Supply, Inc. (a) | 147900 | 8413 |
| Finning International, Inc.  | 177000 | 4994 |
| GMS, Inc. (a) | 166300 | 9865 |
| Rush Enterprises, Inc. Class A  | 402388 | 21652 |
| Univar Solutions, Inc. (a) | 201800 | 6958 |
|  |  | 51882 |
| TOTAL INDUSTRIALS |  | 384608 |
| INFORMATION TECHNOLOGY - 12.6%  |  |  |
| Communications Equipment - 0.4% |  |  |
| Extreme Networks, Inc. (a) | 438800 | 7912 |
| Electronic Equipment & Components - 3.7% |  |  |
| Advanced Energy Industries, Inc.  | 234700 | 21766 |
| Fabrinet (a) | 163940 | 21584 |
| Insight Enterprises, Inc. (a) | 165685 | 18676 |
| Napco Security Technologies, Inc. (a) | 257700 | 7466 |
| TD SYNNEX Corp.  | 90400 | 9234 |
|  |  | 78726 |
| IT Services - 3.6% |  |  |
| Cyxtera Technologies, Inc. Class A (a) | 1186027 | 3819 |
| Endava PLC ADR (a) | 112200 | 9859 |
| ExlService Holdings, Inc. (a) | 166233 | 28359 |
| Maximus, Inc.  | 28400 | 2126 |
| Perficient, Inc. (a) | 138600 | 10276 |
| WNS Holdings Ltd. sponsored ADR (a) | 262850 | 22271 |
|  |  | 76710 |
| Semiconductors & Semiconductor Equipment - 2.3% |  |  |
| Axcelis Technologies, Inc. (a) | 196000 | 21550 |
| MACOM Technology Solutions Holdings, Inc. (a) | 172500 | 11561 |
| Onto Innovation, Inc. (a) | 123650 | 9725 |
| Synaptics, Inc. (a) | 52100 | 6514 |
|  |  | 49350 |
| Software - 2.4% |  |  |
| Five9, Inc. (a) | 47800 | 3766 |
| Intapp, Inc. (a) | 238448 | 6910 |
| Manhattan Associates, Inc. (a) | 55900 | 7287 |
| NCR Corp. (a) | 137200 | 3762 |
| Qualys, Inc. (a) | 34400 | 3968 |
| Rapid7, Inc. (a) | 70500 | 2811 |
| SPS Commerce, Inc. (a) | 55900 | 7607 |
| Tenable Holdings, Inc. (a) | 360800 | 14515 |
|  |  | 50626 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Avid Technology, Inc. (a) | 181169 | 5491 |
| TOTAL INFORMATION TECHNOLOGY |  | 268815 |
| MATERIALS - 5.6%  |  |  |
| Chemicals - 0.8% |  |  |
| Element Solutions, Inc.  | 501000 | 10260 |
| Tronox Holdings PLC  | 416100 | 7136 |
|  |  | 17396 |
| Construction Materials - 0.8% |  |  |
| Eagle Materials, Inc.  | 120600 | 17617 |
| Containers & Packaging - 0.5% |  |  |
| O-I Glass, Inc. (a) | 549400 | 10576 |
| Metals & Mining - 2.9% |  |  |
| Arconic Corp. (a) | 210700 | 4954 |
| Commercial Metals Co.  | 599800 | 32551 |
| Constellium NV (a) | 603100 | 8763 |
| Lundin Mining Corp.  | 1301200 | 9848 |
| Warrior Metropolitan Coal, Inc.  | 163090 | 6178 |
|  |  | 62294 |
| Paper & Forest Products - 0.6% |  |  |
| Louisiana-Pacific Corp.  | 115500 | 7864 |
| Sylvamo Corp.  | 102200 | 4858 |
|  |  | 12722 |
| TOTAL MATERIALS |  | 120605 |
| REAL ESTATE - 5.4%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 4.4% |  |  |
| EastGroup Properties, Inc.  | 56700 | 9540 |
| Elme Communities (SBI)  | 652900 | 12536 |
| Equity Commonwealth  | 350100 | 8935 |
| Essential Properties Realty Trust, Inc.  | 784600 | 19992 |
| Lamar Advertising Co. Class A  | 104500 | 11133 |
| LXP Industrial Trust (REIT)  | 1378400 | 15921 |
| Sunstone Hotel Investors, Inc.  | 945800 | 10394 |
| Terreno Realty Corp.  | 94510 | 6089 |
|  |  | 94540 |
| Real Estate Management & Development - 1.0% |  |  |
| Cushman & Wakefield PLC (a) | 503400 | 7264 |
| Jones Lang LaSalle, Inc. (a) | 68100 | 12590 |
|  |  | 19854 |
| TOTAL REAL ESTATE |  | 114394 |
| UTILITIES - 2.0%  |  |  |
| Gas Utilities - 1.7% |  |  |
| Brookfield Infrastructure Corp. A Shares  | 538200 | 23799 |
| ONE Gas, Inc.  | 151600 | 12486 |
|  |  | 36285 |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| Clearway Energy, Inc. Class C  | 189300 | 6396 |
| TOTAL UTILITIES |  | 42681 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,647,268) |  | <br> **2098592** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** |
|  | Shares | Value ($)<br> (000s) <br>|
| HEALTH CARE - 0.2%  |  |  |
| Biotechnology - 0.1% |  |  |
| Dianthus Therapeutics, Inc. Series A (c)(d) | 422467 | 1829 |
| Pharmaceuticals - 0.1% |  |  |
| Aristea Therapeutics, Inc. Series B (a)(c)(d) | 186831 | 1029 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $2,866) |  | <br> **2858** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  | Principal<br> Amount (f)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| U.S. Treasury Bills, yield at date of purchase 4.43% to 4.47% 4/6/23 (g) <br>(Cost $1,538) <br>| 1550 | **1538** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.4%** | &nbsp;&nbsp;**Money Market Funds - 3.4%** | &nbsp;&nbsp;**Money Market Funds - 3.4%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (h) | 33732094 | 33739 |
| Fidelity Securities Lending Cash Central Fund 4.38% (h)(i) | 39297318 | 39301 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $73,040) |  | **73040** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.9%**<br> (Cost $1,724,712)<br>| <br>**2176028** |
| **NET OTHER ASSETS (LIABILITIES) - (1.9)%**  | **(39529)** |
| **NET ASSETS - 100.0%** | **2136499** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br> (000s) <br>| Value ($)<br> (000s) <br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br> (000s) <br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| CME E-mini Russell 2000 Index Contracts (United States) | 83 | Mar 2023 | 8049 | 222 | 222 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% |

---

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $3,459,000 or 0.2% of net assets.

(d) Level 3 security

(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(f) Amount is stated in United States dollars unless otherwise noted.

(g) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $312,000.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(i) Investment made with cash collateral received from securities on loan.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br> (000s) |
| Aristea Therapeutics, Inc. Series B | 10/06/20 - 7/27/21 | 1030 |
| Dianthus Therapeutics, Inc. Series A | 4/06/22 | 1836 |
| Scholar Rock Holding Corp. warrants 12/31/25 | 6/17/22 | 0 |
| The Oncology Institute, Inc. | 6/28/21 | 3738 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 34195 | 195207 | 195663 | 319 | - | - | 33739 | 0.1% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 57129 | 172579 | 190407 | 35 | - | - | 39301 | 0.1% |
| Total | 91324 | 367786 | 386070 | 354 | - | - | 73040 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Capital Trust

- **b. Investment Company Act file number:** 811-02841

- **c. CIK number of Registrant:** 0000275309

- **d. LEI of Registrant:** IV6I0ESBGYIQU6DO1B35

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Stock Selector Small Cap Fund

- **b. EDGAR series identifier (if any):** S000005453

- **c. LEI of Series:** 5GBC6R9P14SE4A0SWL52

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2180156062.96

**Total Liabilities:** $44000083.38

**Net Assets:** $2136155979.58

**Delayed Delivery Securities:** $1455258.98

**Cash Not Reported:** $41386.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047982 | 2.85%                | -6.26%               | 8.15%                |
| Class ID C000047984 | 3.94%                | -5.22%               | 9.22%                |
| Class ID C000177514 | 3.95%                | -5.21%               | 9.24%                |
| Class ID C000014854 | 3.93%                | -5.22%               | 9.24%                |
| Class ID C000047983 | 0.25%                | -8.55%               | 5.34%                |
| Class ID C000047980 | -2.08%               | -10.65%              | 2.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4434153.08             | $80992094.84                               |
| Month 2  | $-14235698.76            | $-92338996.90                              |
| Month 3  | $-1718596.46             | $182095214.32                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                    | SURGERY PARTNERS INC                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    273736 | NS      | $9088035.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                 | EXLSERVICE HOLDINGS INC                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    166233 | NS      | $28359349.80  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HLDGS INC                 | THERMON GROUP HOLDINGS INC                    | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |    157855 | NS      | $3649607.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC          | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    218100 | NS      | $8887575.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNS PHARMACEUTICALS INC               | TERNS PHARMACEUTICALS INC                     | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |    435000 | NS      | $3945450.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                      | THRYV HOLDINGS INC                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275800 | NS      | $6169646.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MASONITE INTERNATIONAL CORP             | MASONITE WORLDWIDE HOLDINGS                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |    113200 | NS      | $10326104.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                          | HOULIHAN LOKEY                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    158182 | NS      | $15671090.74  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| EXELIXIS INC                            | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    350300 | NS      | $6172286.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                        | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    371100 | NS      | $16339533.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MORPHIC HOLDING INC                     | MORPHIC HOLDING INC                           | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |    104538 | NS      | $3421528.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172500 | NS      | $11560950.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                   | HAEMONETICS CORP MASS                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    171000 | NS      | $14466600.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC         | NAPCO SECURITY TECHNOLOGIES INC               | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |    257700 | NS      | $7465569.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC            | BIOCRYST PHARMACEUTICALS INC                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    482600 | NS      | $5091430.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                        | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259500 | NS      | $14765550.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                 | AXSOME THERAPEUTICS INC                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     66400 | NS      | $4980000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| CLARUS CRP                              | CLARUS CORP                                   | CUSIP: 18270P109<br>LEI: F174K6FB0TWGSP17QZ32 | Long             | EC               | CORP              | US        |    536921 | NS      | $5396056.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                              | INTAPP INC                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238448 | NS      | $6910223.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                    | LXP INDUSTRIAL TRUST REIT                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   1378400 | NS      | $15920520.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    180000 | NS      | $8413200.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP          | METROPOLITAN BANK HOLDING CORP                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85500 | NS      | $5076990.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                              | TEREX CORP                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    192200 | NS      | $9796434.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                 | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    165685 | NS      | $18676013.20  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                | FOX FACTORY HOLDING CORP                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    110000 | NS      | $12989900.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                       | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94510 | NS      | $6089279.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                       | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |   1139200 | NS      | $15322240.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                            | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     70100 | NS      | $7064678.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN           | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     77000 | NS      | $5803490.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC               | BRINKER INTERNATIONAL INC                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    316500 | NS      | $12489090.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC               | CASELLA WASTE SYS INC CL A                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    114900 | NS      | $9205788.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC               | FINNING LTD                                   | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |    177000 | NS      | $4993859.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC                 | ASTRIA THERAPEUTICS INC                       | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266600 | NS      | $3665750.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC            | INTRA-CELLULAR THERAPIES INC                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    143500 | NS      | $6876520.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                               | TIMKEN CO                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    103600 | NS      | $8531460.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                          | LCI INDUSTRIES                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     73600 | NS      | $8259392.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| JONES LANG LASALLE INC                  | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     68100 | NS      | $12589647.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                | GREEN BRICK PARTNERS INC                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     70560 | NS      | $2201472.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                 | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     77220 | NS      | $7072579.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                          | CHAMPIONX CORP                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    333800 | NS      | $11022076.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                          | CONSTELLIUM SE CL A                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    603100 | NS      | $8763043.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                           | WNS HLDGS LTD SP ADR                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    262850 | NS      | $22271280.50  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPGEN INC                              | PEPGEN INC                                    | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242700 | NS      | $3790974.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                  | PATRICK INDUSTRIES INC                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    126400 | NS      | $8970608.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION        | MAGNOLIA OIL and GAS CORPO CL A               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    485400 | NS      | $11460294.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                     | FEDERAL SIGNAL CORP                           | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    360400 | NS      | $19191300.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                | NORTHERN OIL AND GAS INC                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    800722 | NS      | $26840201.44  | 1.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE GAS INC                             | ONE GAS INC                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    151600 | NS      | $12485776.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION            | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    771188 | NS      | $22241061.92  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                 | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     97076 | NS      | $11750079.04  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC            | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196548 | NS      | $4638532.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                 | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     41000 | NS      | $2717890.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                     | EQUITY COMMONWEALTH                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    350100 | NS      | $8934552.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                               | BRINKS CO                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    106200 | NS      | $6966720.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                  | VERVE THERAPEUTICS INC                        | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    243900 | NS      | $5548725.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| LUNDIN MINING CORP                      | LUNDIN MINING CORP                            | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |   1301200 | NS      | $9847870.43   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                      | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     30400 | NS      | $4231680.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                          | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     67450 | NS      | $18348423.50  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                           | O-I GLASS INC                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    549400 | NS      | $10575950.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OLINK HOLDING AB                        | OLINK HOLDING AB ADR                          | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |    217773 | NS      | $4263995.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                        | PRIMO WATER CORP                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |    728900 | NS      | $11407285.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                      | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    146300 | NS      | $9727487.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     79200 | NS      | $10356192.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                    | DYCOM INDUSTRIES INC                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     85100 | NS      | $8115987.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                  | FIRSTCASH HOLDINGS INC                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134100 | NS      | $12361338.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                  | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175400 | NS      | $10273178.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL INC                          | NV5 GLOBAL INC                                | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87800 | NS      | $11702862.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC              | HILTON GRAND VACATIONS INC                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    169600 | NS      | $8032256.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                     | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    189300 | NS      | $6396447.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                          | TECHTARGET INC                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    111098 | NS      | $5502683.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                    | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    201800 | NS      | $6958064.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                               | ARGENX SE SPONSORED ADR                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     22131 | NS      | $8459574.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC               | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    503400 | NS      | $7264062.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                              | ADIENT PLC                                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    317500 | NS      | $14293850.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC       | CEREVEL THERAPEUTICS HOLDINGS INC             | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |    190200 | NS      | $6495330.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                          | INSTIL BIO INC                                | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151220 | NS      | $123077.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA           | PREFERRED BANK LOS ANGELES                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    134300 | NS      | $9552759.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                               | CROCS INC                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    191300 | NS      | $23294601.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC              | INDEPENDENT BANK GROUP INC                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156100 | NS      | $9568930.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO               | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    190700 | NS      | $11693724.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                   | DICE MOLECULES HOLDING LLC                    | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138700 | NS      | $4406499.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC               | EDGEWISE THERAPEUTICS INC                     | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    552500 | NS      | $5652075.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                    | SPX TECHNOLOGIES INC                          | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    360300 | NS      | $27026103.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                   | TRANSMEDICS GROUP INC                         | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183340 | NS      | $11554086.80  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                   | SKYLINE CHAMPION CORP                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    264700 | NS      | $15604065.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                    | MANHATTAN ASSOCIATES INC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     55900 | NS      | $7287124.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVID SEATS INC                         | VIVID SEATS INC-CL A                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    689867 | NS      | $5870768.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| BELLRING BRANDS INC                     | BELLRING BRANDS INC                           | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265900 | NS      | $7540924.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                           | SYNAPTICS INC                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     52100 | NS      | $6514063.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                    | TENABLE HOLDINGS INC                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    360800 | NS      | $14514984.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOLOGY INSTITUTE INC/THE              | ONCOLOGY INSTITUTE INC/THE PIPE               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    373842 | NS      | $553286.16    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TYRA BIOSCIENCES INC                    | TYRA BIOSCIENCES INC                          | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    457100 | NS      | $4854402.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     24600 | NS      | $7579014.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC               | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    147900 | NS      | $8412552.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                      | EVERI HOLDINGS INC                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    269700 | NS      | $4684689.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                    | RUSH ENTERPRISES INC CL A                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    402388 | NS      | $21652498.28  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION NEW                     | NCR CORP                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    137200 | NS      | $3762024.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO                | SIMPSON MANUFACTURING CO                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |    147310 | NS      | $15778374.10  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                     | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     78100 | NS      | $19376610.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                          | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    841000 | NS      | $11681490.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                              | QUALYS INC                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     34400 | NS      | $3968384.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC             | ARCUTIS BIOTHERAPEUTICS INC                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262700 | NS      | $4352939.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    200400 | NS      | $9136236.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUX THERAPEUTICS INC                  | JANUX THERAPEUTICS INC                        | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249100 | NS      | $5532511.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                      | EVOLENT HEALTH INC A                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    400934 | NS      | $12918093.48  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                 | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    193800 | NS      | $9928374.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC              | UNITED COMMUNITY BANKS GA                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    559800 | NS      | $18215892.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                     | TRONOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    416100 | NS      | $7136115.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                      | GLOBUS MEDICAL INC                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     64200 | NS      | $4847100.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDAVA PLC                              | ENDAVA PLC SPON ADR                           | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |    112200 | NS      | $9859014.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    218300 | NS      | $19854385.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                    | WARRIOR MET COAL INC                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    163090 | NS      | $6177849.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                | GRANITE CONSTRUCTION INC                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    397300 | NS      | $16917034.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC             | E-MINI RUSS 2000 FUT MAR23 RTYH3              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        22 | NC      | $182492.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    129970 | NS      | $12347150.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                             | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    148539 | NS      | $6736243.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                 | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     60500 | NS      | $12388585.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                   | CRA INTERNATIONAL INC                         | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68500 | NS      | $8140540.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                      | KONTOOR BRANDS INC                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    281900 | NS      | $13463544.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| PATHWARD FINANCIAL INC                  | PATHWARD FINANCIAL INC                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    279600 | NS      | $13873752.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                           | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    101500 | NS      | $16417625.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGO THERAPEUTICS INC                  | TANGO THERAPEUTICS INC                        | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620500 | NS      | $4095300.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     28400 | NS      | $2125740.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                        | TRINET GROUP INC                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     84000 | NS      | $6337800.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                 | V2X INC                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120500 | NS      | $5321280.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                | AXCELIS TECHNOLOGIES INC                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    196000 | NS      | $21550200.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERA THERAPEUTICS INC                   | VERA THERAPEUTICS INC                         | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233224 | NS      | $1977739.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                          | ZIFF DAVIS INC                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     91900 | NS      | $8223212.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERONA PHARMA PLC                       | VERONA PHARMA PLC ADR                         | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |     89834 | NS      | $1979941.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                             | DENBURY INC                                   | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |    349209 | NS      | $30304357.02  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                         | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    139640 | NS      | $20701630.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                   | WALKER and DUNLOP INC                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165142 | NS      | $15751243.96  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                     | OWENS AND MINOR INC                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    245560 | NS      | $4847354.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                              | RAPID7 INC                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     70500 | NS      | $2810835.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                            | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    102200 | NS      | $4857566.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW             | SUNSTONE HOTEL INVS INC                       | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    945800 | NS      | $10394342.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                              | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    337700 | NS      | $13535016.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                    | RENT A CTR INC                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    168600 | NS      | $4533654.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACELYRIN INC                            | ACELYRIN INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    176729 | NS      | $1099272.05   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC              | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     32200 | NS      | $7635264.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC               | CONSTRUCTION PARTNERS INC CL A                | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |    254300 | NS      | $7194147.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACELYRIN INC                            | ACELYRIN INC CVR RT                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21475 | NS      | $127271.80    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC   | ESSENTIAL PROPERTIES REALTY TRUST INC         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    784600 | NS      | $19991608.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                  | LAUREATE EDUCATION INC CL A                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    674700 | NS      | $7408206.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                  | VENTYX BIOSCIENCES INC                        | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189833 | NS      | $7972986.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC              | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |    187600 | NS      | $5993820.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                        | ELME COMMUNITIES                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    652900 | NS      | $12535680.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                       | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    454000 | NS      | $9879040.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                        | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    245900 | NS      | $10445832.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP               | SCHOLAR ROCK HOLDING CORP WT 12/31/2025 PP    | CUSIP: N/A<br>LEI: 549300Z1FLPGL4OWJ459       | Long             | EC               | CORP              | US        |      7350 | NS      | $47973.06     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NOMAD FOODS LTD                         | NOMAD FOODS LTD                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    902300 | NS      | $16051917.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTEA THERAPEUTICS INC                | ARISTEA THERAPEUTICS INC SER B PC PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    186831 | NS      | $1029438.81   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                   | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     49600 | NS      | $2720560.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIANTHUS THERAPEUTICS INC               | DIANTHUS THERAPEUTICS INC SER A PC PP         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    422467 | NS      | $1829282.11   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                    | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    599800 | NS      | $32551146.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  33732094 | NS      | $33738840.83  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                     | ASCENDIS PHARMA AS SPON ADR                   | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     32406 | NS      | $4020936.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                        | IES HOLDINGS INC                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |    300015 | NS      | $11943597.15  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |    163940 | NS      | $21584340.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                 | STRATEGIC EDUCATION INC                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     64700 | NS      | $6039745.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                   | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    501000 | NS      | $10260480.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                   | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     43700 | NS      | $13626971.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC         | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    517900 | NS      | $30255718.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: —       |
| UST BILLS                               | UST BILLS 0% 04/06/2023                       | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1537668.88   | 0.07%             | 2023-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINL PARTNERS INC              | PINNACLE FINL PARTNERS INC                    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    104000 | NS      | $8187920.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC.                             | R1 RCM INC                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    499952 | NS      | $7154313.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC            | MADRIGAL PHARMACEUTICALS INC                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      7400 | NS      | $2133050.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICOSAVAX INC                            | ICOSAVAX INC                                  | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345300 | NS      | $3642915.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                    | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    152600 | NS      | $7002814.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    154800 | NS      | $13006296.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC          | DAY ONE BIOPHARMACEUTICALS INC                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337100 | NS      | $7338667.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION            | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    265100 | NS      | $10336249.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                   | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    101900 | NS      | $6304553.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    217237 | NS      | $17313788.90  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                    | SIMPLY GOOD FOODS CO                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183300 | NS      | $6653790.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC              | SERVISFIRST BANCSHARES INC                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84600 | NS      | $5768028.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                              | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    252070 | NS      | $32832117.50  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                    | EXTREME NETWORKS INC                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    438800 | NS      | $7911564.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                | GOGO INC                                      | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    161200 | NS      | $2703324.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                         | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    120600 | NS      | $17617248.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                  | SYNOVUS FINANCIAL CORP.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    454300 | NS      | $19057885.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                  | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    115500 | NS      | $7864395.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  39945408 | NS      | $39949402.86  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                     | AVID TECHNOLOGY INC                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    181169 | NS      | $5491232.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC               | XENON PHARMACEUTICALS INC                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |    202371 | NS      | $7910682.39   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                  | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    143264 | NS      | $7542849.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                            | GENTHERM INC                                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     52400 | NS      | $3900132.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES INC                | CYXTERA TECHNOLOGIES INC A                    | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1186027 | NS      | $3819006.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC            | FOCUS FINANCIAL PARTNERS INC CL A             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    156300 | NS      | $7056945.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC         | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    213400 | NS      | $15465098.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                          | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     90400 | NS      | $9234360.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                           | TMX GROUP LTD                                 | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |    132900 | NS      | $13098723.08  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                    | DECKERS OUTDOOR CORP                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     25400 | NS      | $10857992.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     56700 | NS      | $9539775.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                              | ENVIVA INC                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    123900 | NS      | $5634972.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPIRE MEDICAL SYSTEMS INC             | INSPIRE MEDICAL SYSTEMS INC                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     43300 | NS      | $10957498.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                        | M D C HOLDINGS INC                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    165104 | NS      | $6234327.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC               | ALX ONCOLOGY HOLDINGS INC                     | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149800 | NS      | $1393140.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC          | ADVANCED ENERGY INDUSTRIES INC                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    234700 | NS      | $21766078.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                               | FIVE9 INC                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     47800 | NS      | $3765684.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                      | LIBERTY ENERGY INC CL A                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1150278 | NS      | $18208900.74  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                            | ARCONIC CORP                                  | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    210700 | NS      | $4953557.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                       | FLOWERS FOODS INC                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    146700 | NS      | $4062123.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                  | ACUSHNET HOLDINGS CORP                        | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |    128300 | NS      | $6023685.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| TRICO BANCSHARES                        | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329617 | NS      | $16662139.35  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                   | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129300 | NS      | $10152636.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                      | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    573400 | NS      | $15860244.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP          | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    538200 | NS      | $23799204.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                 | GMS INC                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    166300 | NS      | $9864916.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IMARA INC                               | ENLIVEN THERAPEUTICS INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    378877 | NS      | $1575370.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                | CELLDEX THERAPEUTICS INC                      | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    142100 | NS      | $6260926.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                          | PERFICIENT INC                                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    138600 | NS      | $10275804.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                              | KADANT INC                                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     40500 | NS      | $8252685.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                     | ONTO INNOVATION INC                           | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |    123650 | NS      | $9725072.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                    | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    104500 | NS      | $11133430.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                            | SPS COMMERCE INC                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     55900 | NS      | $7606872.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                            | OMNICELL INC                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     91000 | NS      | $5047770.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer