# EDGAR Filing Document

**Accession Number:** 0000932471
**File Stem:** 0001752724-23-050250
**Filing Date:** 2023-3
**Character Count:** 220051
**Document Hash:** fa5c132f0ced4b291fdb70992f254095
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050250.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050250

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD HORIZON FUNDS
- **CENTRAL INDEX KEY:** 0000932471
- **IRS NUMBER:** 232787277
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07239
- **FILM NUMBER:** 23693822

**BUSINESS ADDRESS:**
- **STREET 1:** P O BOX 2600
- **STREET 2:** M33
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD HORIZON FUND INC
- **DATE OF NAME CHANGE:** 19941107

## Series and Classes Contracts Data

### Vanguard Strategic Equity Fund (Series ID: S000002593)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007112 | Investor Shares | VSEQX           |

## Nport-Ex

Vanguard<sup>®</sup> Strategic Equity Fund

#### Schedule of Investments (unaudited)
As of December 31, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.5%)** | **Common Stocks (99.5%)** | **Common Stocks (99.5%)** | **Common Stocks (99.5%)** |
| **Communication Services (3.9%)** | **Communication Services (3.9%)** | **Communication Services (3.9%)** | **Communication Services (3.9%)** |
| <sup>\*</sup> | Live Nation Entertainment Inc. | 516440 | 36017 |
| <sup>\*</sup> | Iridium Communications Inc. | 557706 | 28666 |
| <sup>\*</sup> | Yelp Inc. Class A | 883984 | 24168 |
|  | New York Times Co. Class A | 612870 | 19894 |
|  | News Corp. Class A | 1003228 | 18259 |
|  | News Corp. Class B | 955681 | 17623 |
|  | Interpublic Group of Cos. Inc. | 484804 | 16149 |
| <sup>\*</sup> | Pinterest Inc. Class A | 481859 | 11700 |
|  | Madison Square Garden Sports Corp. | 59310 | 10873 |
|  | Omnicom Group Inc. | 126117 | 10287 |
|  | Cogent Communications Holdings Inc. | 165328 | 9437 |
|  | Cable One Inc. | 13200 | 9397 |
|  | Shutterstock Inc. | 170128 | 8969 |
| <sup>\*</sup> | TripAdvisor Inc. | 416971 | 7497 |
| <sup>\*</sup> | Playtika Holding Corp. | 707301 | 6019 |
| <sup>\*</sup> | Altice USA Inc. Class A | 1295955 | 5961 |
| <sup>\*</sup> | PubMatic Inc. Class A | 347813 | 4455 |
| <sup>\*</sup> | ZipRecruiter Inc. Class A | 264455 | 4342 |
|  | Fox Corp. Class B | 128272 | 3649 |
|  | Sinclair Broadcast Group Inc. Class A | 210164 | 3260 |
| <sup>\*</sup> | ZoomInfo Technologies Inc. Class A | 95158 | 2865 |
| <sup>\*</sup> | Radius Global Infrastructure Inc. Class A (XNMS) | 167633 | 1981 |
| <sup>\*</sup> | Endeavor Group Holdings Inc. Class A | 75092 | 1693 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty SiriusXM Class C | 36649 | 1434 |
| <sup>\*,1</sup> | AMC Entertainment Holdings Inc. Class A | 133800 | 545 |
|  |  |  | **265140** |
| **Consumer Discretionary (11.4%)** | **Consumer Discretionary (11.4%)** | **Consumer Discretionary (11.4%)** | **Consumer Discretionary (11.4%)** |
|  | Genuine Parts Co. | 337116 | 58493 |
| <sup>\*</sup> | Ulta Beauty Inc. | 100854 | 47308 |
| <sup>\*</sup> | AutoNation Inc. | 326760 | 35061 |
|  | LKQ Corp. | 579257 | 30938 |
| <sup>\*</sup> | Expedia Group Inc. | 342568 | 30009 |
|  | Tapestry Inc. | 761653 | 29004 |
|  | Boyd Gaming Corp. | 475040 | 25904 |
| <sup>\*</sup> | NVR Inc. | 5582 | 25747 |
|  | Service Corp. International | 335032 | 23164 |
|  | Travel & Leisure Co. | 628742 | 22886 |
|  | Buckle Inc. | 503737 | 22844 |
|  | Toll Brothers Inc. | 408774 | 20406 |
| <sup>\*</sup> | Capri Holdings Ltd. | 355993 | 20406 |
| <sup>\*</sup> | Skyline Champion Corp. | 372181 | 19171 |
|  | PulteGroup Inc. | 401900 | 18298 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Tri Pointe Homes Inc. | 887192 | 16493 |
|  | Signet Jewelers Ltd. | 226129 | 15377 |
|  | Winnebago Industries Inc. | 287149 | 15133 |
|  | Texas Roadhouse Inc. Class A | 161549 | 14693 |
| <sup>\*</sup> | SeaWorld Entertainment Inc. | 262055 | 14023 |
|  | Brunswick Corp. | 191573 | 13809 |
|  | Harley-Davidson Inc. | 329575 | 13710 |
| <sup>\*</sup> | Under Armour Inc. Class C | 1342200 | 11972 |
| <sup>\*</sup> | Dollar Tree Inc. | 81142 | 11477 |
| <sup>\*</sup> | Meritage Homes Corp. | 124121 | 11444 |
|  | Macy's Inc. | 547769 | 11311 |
| <sup>\*</sup> | Six Flags Entertainment Corp. | 466976 | 10857 |
|  | Tractor Supply Co. | 45976 | 10343 |
| <sup>\*</sup> | Hyatt Hotels Corp. Class A | 104175 | 9423 |
|  | Group 1 Automotive Inc. | 49233 | 8880 |
|  | Wendy's Co. | 377430 | 8541 |
| <sup>\*</sup> | Taylor Morrison Home Corp. Class A | 274196 | 8322 |
|  | Academy Sports & Outdoors Inc. | 157417 | 8271 |
| <sup>\*</sup> | Cavco Industries Inc. | 35426 | 8015 |
|  | Bath & Body Works Inc. | 188942 | 7962 |
|  | Marriott Vacations Worldwide Corp. | 54599 | 7348 |
| <sup>\*</sup> | Chegg Inc. | 287724 | 7271 |
|  | Steven Madden Ltd. | 224050 | 7161 |
| <sup>\*</sup> | Stride Inc. | 227643 | 7121 |
|  | Red Rock Resorts Inc. Class A | 174483 | 6981 |
| <sup>\*</sup> | Goodyear Tire & Rubber Co. | 636567 | 6461 |
| <sup>\*</sup> | Etsy Inc. | 53678 | 6430 |
|  | Columbia Sportswear Co. | 71889 | 6296 |
|  | Patrick Industries Inc. | 88219 | 5346 |
| <sup>\*</sup> | MarineMax Inc. | 164700 | 5142 |
| <sup>\*</sup> | Dave & Buster's Entertainment Inc. | 127780 | 4529 |
| <sup>\*</sup> | American Axle & Manufacturing Holdings Inc. | 550818 | 4307 |
|  | Williams-Sonoma Inc. | 37132 | 4267 |
| <sup>\*</sup> | WW International Inc. | 1083540 | 4182 |
|  | Hilton Grand Vacations Inc. | 103910 | 4005 |
| <sup>\*</sup> | Everi Holdings Inc. | 259747 | 3727 |
|  | Dine Brands Global Inc. | 55705 | 3599 |
|  | Qurate Retail Inc. Series A | 2050988 | 3343 |
| <sup>\*</sup> | Fox Factory Holding Corp. | 29688 | 2708 |
| <sup>\*</sup> | Deckers Outdoor Corp. | 6343 | 2532 |
|  | Hibbett Inc. | 32602 | 2224 |
|  | Aaron's Co. Inc. | 166515 | 1990 |
|  | ADT Inc. | 216936 | 1968 |
|  | Thor Industries Inc. | 24441 | 1845 |
| <sup>\*</sup> | PVH Corp. | 22971 | 1622 |
|  | Century Communities Inc. | 29065 | 1454 |
|  | Vail Resorts Inc. | 6009 | 1432 |
| <sup>\*</sup> | XPEL Inc. | 23631 | 1419 |
| <sup>\*</sup> | RH | 5206 | 1391 |
|  | Oxford Industries Inc. | 14790 | 1378 |
|  | Gentex Corp. | 47372 | 1292 |
|  | Wyndham Hotels & Resorts Inc. | 18073 | 1289 |
| <sup>\*</sup> | Stitch Fix Inc. Class A | 393901 | 1225 |
|  | LCI Industries | 12609 | 1166 |
| <sup>\*</sup> | Dorman Products Inc. | 12020 | 972 |
| <sup>\*</sup> | Light & Wonder Inc. | 14949 | 876 |
| <sup>\*</sup> | Tupperware Brands Corp. | 117461 | 486 |
|  |  |  | **786480** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** | **Consumer Staples (4.0%)** |
|  | Lamb Weston Holdings Inc. | 261777 | 23392 |
|  | Cal-Maine Foods Inc. | 404906 | 22047 |
|  | Ingles Markets Inc. Class A | 225522 | 21754 |
|  | Flowers Foods Inc. | 747460 | 21482 |
| <sup>\*</sup> | Darling Ingredients Inc. | 298999 | 18714 |
| <sup>\*</sup> | Pilgrim's Pride Corp. | 778113 | 18465 |
|  | Ingredion Inc. | 177214 | 17355 |
|  | Coca-Cola Consolidated Inc. | 27004 | 13836 |
|  | J M Smucker Co. | 84237 | 13348 |
| <sup>\*</sup> | Coty Inc. Class A | 1517025 | 12986 |
|  | Campbell Soup Co. | 222207 | 12610 |
| <sup>\*</sup> | Herbalife Nutrition Ltd. | 838983 | 12484 |
| <sup>\*</sup> | elf Beauty Inc. | 217803 | 12045 |
| <sup>\*</sup> | BJ's Wholesale Club Holdings Inc. | 154068 | 10193 |
|  | Medifast Inc. | 81712 | 9425 |
|  | Church & Dwight Co. Inc. | 99678 | 8035 |
| <sup>\*</sup> | Hostess Brands Inc. Class A | 325526 | 7305 |
|  | Kellogg Co. | 56873 | 4052 |
| <sup>\*</sup> | USANA Health Sciences Inc. | 72128 | 3837 |
| <sup>\*</sup> | United Natural Foods Inc. | 96073 | 3719 |
| <sup>\*</sup> | Hain Celestial Group Inc. | 212288 | 3435 |
|  | Vector Group Ltd. | 247366 | 2934 |
|  | Energizer Holdings Inc. | 53990 | 1811 |
|  | Nu Skin Enterprises Inc. Class A | 41872 | 1765 |
|  |  |  | **277029** |
| **Energy (5.1%)** | **Energy (5.1%)** | **Energy (5.1%)** | **Energy (5.1%)** |
|  | Halliburton Co. | 1457134 | 57338 |
|  | APA Corp. | 1210149 | 56490 |
|  | SM Energy Co. | 700728 | 24406 |
|  | Marathon Oil Corp. | 822473 | 22264 |
| <sup>\*</sup> | Plains GP Holdings LP Class A | 1352016 | 16819 |
| <sup>\*</sup> | Southwestern Energy Co. | 2742331 | 16043 |
|  | Liberty Energy Inc. Class A | 890354 | 14255 |
| <sup>\*</sup> | Talos Energy Inc. | 703631 | 13285 |
|  | PBF Energy Inc. Class A | 317017 | 12928 |
|  | Delek US Holdings Inc. | 474732 | 12818 |
|  | PDC Energy Inc. | 158015 | 10031 |
|  | Range Resources Corp. | 390142 | 9761 |
| <sup>\*</sup> | Nabors Industries Ltd. (XNYS) | 48815 | 7560 |
| <sup>\*</sup> | W&T Offshore Inc. | 1319506 | 7363 |
|  | Comstock Resources Inc. | 469039 | 6431 |
| <sup>\*</sup> | Kosmos Energy Ltd. | 986933 | 6277 |
|  | Permian resources Corp. | 658606 | 6191 |
|  | Murphy Oil Corp. | 136424 | 5868 |
|  | Texas Pacific Land Corp. | 2428 | 5692 |
| <sup>\*</sup> | Weatherford International plc | 109931 | 5598 |
|  | Targa Resources Corp. | 66823 | 4911 |
| <sup>\*</sup> | Par Pacific Holdings Inc. | 190446 | 4428 |
| <sup>\*</sup> | US Silica Holdings Inc. | 248236 | 3103 |
| <sup>\*</sup> | Antero Resources Corp. | 99484 | 3083 |
| <sup>\*</sup> | ProPetro Holding Corp. | 248363 | 2575 |
| <sup>\*</sup> | Gulfport Energy Corp. | 32692 | 2407 |
| <sup>\*</sup> | NexTier Oilfield Solutions Inc. | 247722 | 2289 |
| <sup>\*</sup> | Oceaneering International Inc. | 114680 | 2006 |
|  | Diamondback Energy Inc. | 14084 | 1926 |
|  | Patterson-UTI Energy Inc. | 102954 | 1734 |
| <sup>\*</sup> | Callon Petroleum Co. | 35711 | 1324 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | CVR Energy Inc. | 37722 | 1182 |
|  | EQT Corp. | 34953 | 1182 |
|  |  |  | **349568** |
| **Financials (14.7%)** | **Financials (14.7%)** | **Financials (14.7%)** | **Financials (14.7%)** |
|  | W R Berkley Corp. | 712926 | 51737 |
|  | Equitable Holdings Inc. | 1483433 | 42574 |
|  | Comerica Inc. | 618764 | 41364 |
|  | LPL Financial Holdings Inc. | 182106 | 39366 |
|  | MGIC Investment Corp. | 2888468 | 37550 |
|  | Radian Group Inc. | 1922984 | 36671 |
|  | Zions Bancorp NA | 715701 | 35184 |
|  | Hartford Financial Services Group Inc. | 450494 | 34161 |
|  | Essent Group Ltd. | 765897 | 29778 |
|  | SLM Corp. | 1784834 | 29628 |
|  | Fidelity National Financial Inc. | 710182 | 26717 |
|  | CNO Financial Group Inc. | 1125622 | 25720 |
|  | American Financial Group Inc. | 184630 | 25346 |
|  | Stifel Financial Corp. | 425657 | 24846 |
|  | Affiliated Managers Group Inc. | 154555 | 24486 |
|  | Evercore Inc. Class A | 219924 | 23989 |
|  | PacWest Bancorp | 998522 | 22916 |
|  | FNB Corp. | 1706735 | 22273 |
|  | Synovus Financial Corp. | 550511 | 20672 |
|  | Loews Corp. | 328295 | 19149 |
|  | First BanCorp. (XNYS) | 1460330 | 18575 |
|  | Hancock Whitney Corp. | 367141 | 17766 |
|  | Carlyle Group Inc. | 566903 | 16916 |
|  | Ally Financial Inc. | 687313 | 16805 |
|  | Hanover Insurance Group Inc. | 113992 | 15404 |
|  | Western Alliance Bancorp | 255800 | 15235 |
|  | Old National Bancorp | 822919 | 14796 |
|  | Synchrony Financial | 445334 | 14634 |
|  | Primerica Inc. | 102585 | 14549 |
|  | Tradeweb Markets Inc. Class A | 222884 | 14472 |
|  | Popular Inc. | 217771 | 14442 |
| <sup>\*</sup> | LendingClub Corp. | 1617749 | 14236 |
|  | International Bancshares Corp. | 310505 | 14209 |
|  | Unum Group | 332406 | 13639 |
|  | Everest Re Group Ltd. | 39622 | 13125 |
|  | Wintrust Financial Corp. | 147161 | 12438 |
|  | SouthState Corp. | 161689 | 12346 |
|  | Axis Capital Holdings Ltd. | 207549 | 11243 |
|  | Associated Banc-Corp. | 465304 | 10744 |
|  | UMB Financial Corp. | 126690 | 10581 |
|  | Virtu Financial Inc. Class A | 500707 | 10219 |
|  | Cboe Global Markets Inc. | 78781 | 9885 |
|  | Citizens Financial Group Inc. | 191369 | 7534 |
| <sup>\*</sup> | Brighthouse Financial Inc. | 136173 | 6982 |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | 727365 | 5921 |
|  | Navient Corp. | 355612 | 5850 |
|  | KeyCorp. | 313994 | 5470 |
|  | Webster Financial Corp. | 110455 | 5229 |
|  | Nasdaq Inc. | 80352 | 4930 |
|  | Columbia Banking System Inc. | 155548 | 4687 |
|  | Signature Bank | 37936 | 4371 |
|  | OneMain Holdings Inc. | 125441 | 4178 |
|  | Bank OZK | 99466 | 3985 |
|  | Brightsphere Investment Group Inc. | 173942 | 3580 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | American Equity Investment Life Holding Co. | 67683 | 3088 |
|  | First Citizens BancShares Inc. Class A | 3424 | 2597 |
| <sup>\*</sup> | Green Dot Corp. Class A | 159930 | 2530 |
|  | First Republic Bank | 20075 | 2447 |
|  | Kinsale Capital Group Inc. | 8602 | 2250 |
|  | Jackson Financial Inc. Class A | 61281 | 2132 |
|  | East West Bancorp Inc. | 31610 | 2083 |
|  | Simmons First National Corp. Class A | 93570 | 2019 |
|  | Fifth Third Bancorp | 56053 | 1839 |
|  | First Hawaiian Inc. | 69187 | 1802 |
|  | Northern Trust Corp. | 17899 | 1584 |
|  | Assured Guaranty Ltd. | 23873 | 1486 |
| <sup>\*</sup> | Arch Capital Group Ltd. | 22825 | 1433 |
| <sup>\*</sup> | Bread Financial Holdings Inc. | 37593 | 1416 |
|  | Cannae Holdings Inc. | 66301 | 1369 |
|  | Eagle Bancorp Inc. | 28582 | 1260 |
|  | WSFS Financial Corp. | 27289 | 1237 |
|  |  |  | **1015675** |
| **Health Care (12.0%)** | **Health Care (12.0%)** | **Health Care (12.0%)** | **Health Care (12.0%)** |
|  | AmerisourceBergen Corp. Class A | 302801 | 50177 |
|  | Chemed Corp. | 87702 | 44766 |
| <sup>\*</sup> | Medpace Holdings Inc. | 183810 | 39043 |
| <sup>\*</sup> | Alkermes plc | 1476116 | 38571 |
|  | Laboratory Corp. of America Holdings | 149104 | 35111 |
|  | Bruker Corp. | 463042 | 31649 |
|  | West Pharmaceutical Services Inc. | 127886 | 30098 |
| <sup>\*</sup> | AMN Healthcare Services Inc. | 284640 | 29267 |
| <sup>\*</sup> | IQVIA Holdings Inc. | 135568 | 27777 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | 17308 | 25018 |
| <sup>\*</sup> | Incyte Corp. | 282190 | 22665 |
| <sup>\*</sup> | Veeva Systems Inc. Class A | 128731 | 20775 |
| <sup>\*</sup> | Tenet Healthcare Corp. | 424665 | 20719 |
| <sup>\*</sup> | Inspire Medical Systems Inc. | 66561 | 16765 |
| <sup>\*</sup> | TG Therapeutics Inc. | 1403669 | 16605 |
| <sup>\*</sup> | Allscripts Healthcare Solutions Inc. | 926909 | 16351 |
| <sup>\*</sup> | Deciphera Pharmaceuticals Inc. | 966515 | 15841 |
| <sup>\*</sup> | Exact Sciences Corp. | 316124 | 15651 |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 265980 | 14913 |
| <sup>\*</sup> | ACADIA Pharmaceuticals Inc. | 907171 | 14442 |
| <sup>\*</sup> | Merit Medical Systems Inc. | 191285 | 13509 |
| <sup>\*</sup> | STAAR Surgical Co. | 251310 | 12199 |
| <sup>\*</sup> | Intercept Pharmaceuticals Inc. | 933712 | 11550 |
| <sup>\*</sup> | ImmunoGen Inc. | 2320321 | 11509 |
| <sup>\*</sup> | Shockwave Medical Inc. | 53058 | 10909 |
| <sup>\*</sup> | Evolent Health Inc. Class A | 356033 | 9997 |
| <sup>\*</sup> | DaVita Inc. | 126745 | 9464 |
| <sup>\*</sup> | PTC Therapeutics Inc. | 239529 | 9143 |
| <sup>\*</sup> | NuVasive Inc. | 217380 | 8965 |
|  | Universal Health Services Inc. Class B | 62728 | 8838 |
| <sup>\*</sup> | Nevro Corp. | 215839 | 8547 |
| <sup>\*</sup> | Haemonetics Corp. | 107346 | 8443 |
| <sup>\*</sup> | Ionis Pharmaceuticals Inc. | 211811 | 8000 |
| <sup>\*</sup> | Agenus Inc. | 3321368 | 7971 |
| <sup>\*</sup> | Exelixis Inc. | 494737 | 7936 |
| <sup>\*</sup> | Lantheus Holdings Inc. | 141163 | 7194 |
| <sup>\*</sup> | Enanta Pharmaceuticals Inc. | 141360 | 6576 |
|  | Cooper Cos. Inc. | 18325 | 6060 |
| <sup>\*</sup> | Mirati Therapeutics Inc. | 119271 | 5404 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Sarepta Therapeutics Inc. | 38994 | 5053 |
|  | Ultragenyx Pharmaceutical Inc. | 99698 | 4619 |
| <sup>\*</sup> | GoodRx Holdings Inc. Class A | 954526 | 4448 |
| <sup>\*</sup> | Myriad Genetics Inc. | 292903 | 4250 |
| <sup>\*</sup> | Avantor Inc. | 200847 | 4236 |
|  | Neurocrine Biosciences Inc. | 33459 | 3996 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | 18145 | 3954 |
| <sup>\*</sup> | Jazz Pharmaceuticals plc | 24753 | 3943 |
| <sup>\*</sup> | Health Catalyst Inc. | 370741 | 3941 |
| <sup>\*</sup> | Inovio Pharmaceuticals Inc. | 2459398 | 3837 |
| <sup>\*,1</sup> | Novavax Inc. | 367210 | 3775 |
|  | LivaNova plc | 66502 | 3693 |
| <sup>\*</sup> | Arrowhead Pharmaceuticals Inc. | 89007 | 3610 |
| <sup>\*</sup> | Option Care Health Inc. | 118595 | 3568 |
| <sup>\*</sup> | Natera Inc. | 87410 | 3511 |
| <sup>\*</sup> | Nektar Therapeutics Class A | 1517103 | 3429 |
| <sup>\*</sup> | Prestige Consumer Healthcare Inc. | 54373 | 3404 |
| <sup>\*</sup> | Henry Schein Inc. | 38395 | 3067 |
|  | DENTSPLY SIRONA Inc. | 95132 | 3029 |
| <sup>\*</sup> | Pediatrix Medical Group Inc. | 198383 | 2948 |
| <sup>\*</sup> | MacroGenics Inc. | 438261 | 2941 |
| <sup>\*</sup> | Masimo Corp. | 18731 | 2771 |
| <sup>\*</sup> | Travere Thrapeutics Inc. | 125581 | 2641 |
| <sup>\*</sup> | Amedisys Inc. | 30218 | 2524 |
| <sup>\*</sup> | Glaukos Corp. | 53727 | 2347 |
| <sup>\*</sup> | Puma Biotechnology Inc. | 540434 | 2286 |
| <sup>1</sup> | Zymeworks Inc. | 288485 | 2267 |
|  | Axonics Inc. | 35456 | 2217 |
|  | iRhythm Technologies Inc. | 23465 | 2198 |
|  | Silk Road Medical Inc. | 41137 | 2174 |
| <sup>\*</sup> | Bridgebio Pharma Inc. | 284668 | 2169 |
| <sup>\*</sup> | Rigel Pharmaceuticals Inc. | 1318144 | 1977 |
| <sup>\*</sup> | 2seventy bio Inc. | 210012 | 1968 |
|  | Amicus Therapeutics Inc. | 157092 | 1918 |
|  | Omnicell Inc. | 36288 | 1830 |
|  | Teladoc Health Inc. | 75500 | 1786 |
|  | Teleflex Inc. | 6381 | 1593 |
| <sup>\*</sup> | Heron Therapeutics Inc. | 609042 | 1523 |
| <sup>\*</sup> | iTeos Therapeutics Inc. | 76718 | 1498 |
| <sup>\*</sup> | Sangamo Therapeutics Inc. | 467930 | 1469 |
|  | BioCryst Pharmaceuticals Inc. | 116827 | 1341 |
| <sup>\*</sup> | Atea Pharmaceuticals Inc. | 278408 | 1339 |
| <sup>\*</sup> | Editas Medicine Inc. Class A | 143834 | 1276 |
|  | FibroGen Inc. | 76732 | 1229 |
| <sup>\*</sup> | Emergent BioSolutions Inc. | 103851 | 1226 |
| <sup>\*</sup> | Seres Therapeutics Inc. | 195204 | 1093 |
| <sup>\*</sup> | Corcept Therapeutics Inc. | 46230 | 939 |
| <sup>\*</sup> | Joint Corp. | 66951 | 936 |
| <sup>\*</sup> | Syneos Health Inc. | 20407 | 749 |
| <sup>\*</sup> | Organogenesis Holdings Inc. Class A | 116256 | 313 |
|  |  |  | **827267** |
| **Industrials (15.4%)** | **Industrials (15.4%)** | **Industrials (15.4%)** | **Industrials (15.4%)** |
| <sup>\*</sup> | United Rentals Inc. | 177872 | 63219 |
|  | WW Grainger Inc. | 97376 | 54165 |
|  | Owens Corning | 551838 | 47072 |
|  | Allison Transmission Holdings Inc. | 1044961 | 43470 |
| <sup>\*</sup> | Atkore Inc. | 356163 | 40396 |
|  | Textron Inc. | 529649 | 37499 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | IDEX Corp. | 138685 | 31666 |
| <sup>\*</sup> | United Airlines Holdings Inc. | 832341 | 31379 |
|  | Robert Half International Inc. | 421901 | 31149 |
| <sup>\*</sup> | CACI International Inc. Class A | 97698 | 29367 |
|  | ManpowerGroup Inc. | 337189 | 28058 |
|  | Triton International Ltd. | 403275 | 27737 |
| <sup>\*</sup> | Builders FirstSource Inc. | 415657 | 26968 |
|  | Wabash National Corp. | 1183418 | 26745 |
|  | AGCO Corp. | 192685 | 26724 |
|  | Ryder System Inc. | 319174 | 26673 |
|  | Rush Enterprises Inc. Class A | 492763 | 25762 |
|  | UFP Industries Inc. | 316843 | 25110 |
|  | Terex Corp. | 586907 | 25073 |
|  | EMCOR Group Inc. | 161133 | 23865 |
| <sup>\*</sup> | Clean Harbors Inc. | 197842 | 22578 |
|  | Korn Ferry | 437356 | 22139 |
| <sup>\*</sup> | Univar Solutions Inc. | 657068 | 20895 |
|  | Acuity Brands Inc. | 121952 | 20197 |
|  | JB Hunt Transport Services Inc. | 97255 | 16957 |
|  | Boise Cascade Co. | 244132 | 16765 |
| <sup>\*</sup> | Alaska Air Group Inc. | 356055 | 15289 |
|  | Matson Inc. | 203428 | 12716 |
| <sup>\*</sup> | Copart Inc. | 200622 | 12216 |
|  | Encore Wire Corp. | 87539 | 12042 |
|  | Tetra Tech Inc. | 80047 | 11622 |
| <sup>\*</sup> | American Airlines Group Inc. | 871937 | 11091 |
|  | Applied Industrial Technologies Inc. | 87694 | 11052 |
|  | GrafTech International Ltd. | 2294983 | 10924 |
|  | Valmont Industries Inc. | 29332 | 9699 |
|  | Dover Corp. | 68806 | 9317 |
|  | Booz Allen Hamilton Holding Corp. Class A | 78842 | 8241 |
|  | AECOM | 94074 | 7990 |
|  | Watts Water Technologies Inc. Class A | 53637 | 7843 |
| <sup>\*</sup> | ASGN Inc. | 90919 | 7408 |
| <sup>\*</sup> | TrueBlue Inc. | 360610 | 7061 |
|  | MDU Resources Group Inc. | 219493 | 6659 |
|  | Fortune Brands Innovations Inc. | 114190 | 6521 |
|  | Esab Corp. | 124131 | 5824 |
| <sup>\*</sup> | WillScot Mobile Mini Holdings Corp. | 122239 | 5522 |
|  | Ennis Inc. | 238646 | 5288 |
|  | Lincoln Electric Holdings Inc. | 36550 | 5281 |
|  | Howmet Aerospace Inc. | 129815 | 5116 |
|  | Donaldson Co. Inc. | 83933 | 4941 |
|  | Primoris Services Corp. | 223004 | 4893 |
|  | Carlisle Cos. Inc. | 20329 | 4791 |
|  | Ferguson plc | 34294 | 4354 |
| <sup>\*</sup> | GMS Inc. | 86206 | 4293 |
| <sup>\*</sup> | SkyWest Inc. | 258836 | 4273 |
| <sup>\*</sup> | TriNet Group Inc. | 60580 | 4107 |
| <sup>\*</sup> | Avis Budget Group Inc. | 23437 | 3842 |
| <sup>\*</sup> | Hub Group Inc. Class A | 39154 | 3112 |
| <sup>\*</sup> | MYR Group Inc. | 33729 | 3106 |
|  | Huntington Ingalls Industries Inc. | 13420 | 3096 |
|  | ArcBest Corp. | 43050 | 3015 |
|  | Brink's Co. | 54340 | 2919 |
|  | Science Applications International Corp. | 25462 | 2825 |
|  | nVent Electric plc | 62227 | 2394 |
|  | Trinity Industries Inc. | 77581 | 2294 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | EnerSys | 25573 | 1888 |
|  | Genco Shipping & Trading Ltd. | 117466 | 1804 |
| <sup>\*</sup> | GEO Group Inc. | 164562 | 1802 |
|  | Mueller Industries Inc. | 27529 | 1624 |
|  | MSA Safety Inc. | 10382 | 1497 |
|  | RXO Inc. | 86488 | 1488 |
|  | BWX Technologies Inc. | 25058 | 1455 |
|  | Masterbrand Inc. | 114190 | 862 |
|  |  |  | **1057025** |
| **Information Technology (14.3%)** | **Information Technology (14.3%)** | **Information Technology (14.3%)** | **Information Technology (14.3%)** |
|  | CDW Corp. | 324347 | 57922 |
|  | Jabil Inc. | 727260 | 49599 |
| <sup>\*</sup> | Nutanix Inc. Class A | 1709647 | 44536 |
| <sup>\*</sup> | Gartner Inc. | 128876 | 43320 |
| <sup>\*</sup> | Splunk Inc. | 476095 | 40987 |
| <sup>\*</sup> | Flex Ltd. | 1789383 | 38400 |
| <sup>\*</sup> | Arrow Electronics Inc. | 362130 | 37868 |
| <sup>\*</sup> | Manhattan Associates Inc. | 307336 | 37311 |
| <sup>\*</sup> | Cirrus Logic Inc. | 473564 | 35271 |
| <sup>\*</sup> | Cadence Design Systems Inc. | 219429 | 35249 |
| <sup>\*</sup> | Dropbox Inc. Class A | 1573214 | 35209 |
| <sup>\*</sup> | RingCentral Inc. Class A | 928130 | 32856 |
|  | Amkor Technology Inc. | 1311089 | 31440 |
| <sup>\*</sup> | CommScope Holding Co. Inc. | 3523553 | 25898 |
| <sup>\*</sup> | Box Inc. Class A | 674748 | 21005 |
| <sup>\*</sup> | Axcelis Technologies Inc. | 248423 | 19715 |
|  | Avnet Inc. | 473256 | 19678 |
|  | CSG Systems International Inc. | 343773 | 19664 |
| <sup>\*</sup> | EPAM Systems Inc. | 50374 | 16510 |
| <sup>\*</sup> | Fortinet Inc. | 329126 | 16091 |
| <sup>\*</sup> | Kyndryl Holdings Inc. | 1393513 | 15496 |
| <sup>\*</sup> | MaxLinear Inc. | 452097 | 15349 |
| <sup>\*</sup> | Everbridge Inc. | 489495 | 14479 |
| <sup>\*</sup> | Teradata Corp. | 413897 | 13932 |
| <sup>\*</sup> | Extreme Networks Inc. | 759515 | 13907 |
|  | Xerox Holdings Corp. | 826764 | 12071 |
| <sup>\*</sup> | CommVault Systems Inc. | 189071 | 11881 |
|  | NetApp Inc. | 197137 | 11840 |
| <sup>\*</sup> | Diodes Inc. | 151132 | 11507 |
| <sup>\*</sup> | Enphase Energy Inc. | 39599 | 10492 |
|  | Okta Inc. | 141107 | 9642 |
| <sup>\*</sup> | Lattice Semiconductor Corp. | 141848 | 9203 |
| <sup>\*</sup> | Yext Inc. | 1408005 | 9194 |
| <sup>\*</sup> | DocuSign Inc. Class A | 162363 | 8998 |
| <sup>\*</sup> | Pure Storage Inc. Class A | 326214 | 8729 |
| <sup>\*</sup> | SMART Global Holdings Inc. | 538756 | 8017 |
| <sup>\*</sup> | Domo Inc. Class B | 560162 | 7977 |
| <sup>\*</sup> | 8x8 Inc. | 1835432 | 7929 |
| <sup>\*</sup> | GoDaddy Inc. Class A | 103852 | 7770 |
| <sup>\*</sup> | ExlService Holdings Inc. | 43319 | 7340 |
| <sup>\*</sup> | Super Micro Computer Inc. | 86908 | 7135 |
| <sup>\*</sup> | New Relic Inc. | 112355 | 6342 |
| <sup>\*</sup> | Impinj Inc. | 58016 | 6334 |
| <sup>\*</sup> | Synopsys Inc. | 17301 | 5524 |
| <sup>\*</sup> | Ultra Clean Holdings Inc. | 165305 | 5480 |
| <sup>\*</sup> | AvidXchange Holdings Inc. | 541434 | 5382 |
| <sup>\*</sup> | LivePerson Inc. | 504899 | 5120 |
| <sup>\*</sup> | Unisys Corp. | 1001495 | 5118 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | NCR Corp. | 204803 | 4794 |
| <sup>\*</sup> | Elastic NV | 87252 | 4493 |
| <sup>\*</sup> | Ichor Holdings Ltd. | 161689 | 4336 |
|  | Pegasystems Inc. | 125542 | 4299 |
| <sup>\*</sup> | Fabrinet | 30349 | 3891 |
|  | Juniper Networks Inc. | 113596 | 3631 |
| <sup>\*</sup> | Fastly Inc. Class A | 421571 | 3453 |
| <sup>\*</sup> | Semtech Corp. | 113260 | 3249 |
|  | Rapid7 Inc. | 92691 | 3150 |
|  | Synaptics Inc. | 32941 | 3135 |
| <sup>\*</sup> | Cohu Inc. | 96005 | 3077 |
|  | Concentrix Corp. | 19581 | 2607 |
| <sup>\*</sup> | Western Digital Corp. | 79862 | 2520 |
|  | Monolithic Power Systems Inc. | 7088 | 2506 |
| <sup>\*</sup> | Toast Inc. Class A | 125842 | 2269 |
| <sup>\*</sup> | Payoneer Global Inc. | 381769 | 2088 |
|  | Momentive Global Inc. | 279516 | 1957 |
| <sup>\*</sup> | Alpha & Omega Semiconductor Ltd. | 55692 | 1591 |
| <sup>\*</sup> | Ciena Corp. | 30665 | 1563 |
|  | Kulicke & Soffa Industries Inc. | 31369 | 1388 |
| <sup>\*</sup> | Photronics Inc. | 74439 | 1253 |
|  |  |  | **981967** |
| **Materials (5.4%)** | **Materials (5.4%)** | **Materials (5.4%)** | **Materials (5.4%)** |
|  | Reliance Steel & Aluminum Co. | 240845 | 48757 |
|  | Packaging Corp. of America | 305202 | 39038 |
|  | CF Industries Holdings Inc. | 371228 | 31629 |
|  | Albemarle Corp. | 142941 | 30998 |
|  | Chemours Co. | 764790 | 23418 |
|  | Mosaic Co. | 533763 | 23416 |
|  | Olin Corp. | 372028 | 19695 |
|  | Warrior Met Coal Inc. | 478644 | 16580 |
| <sup>\*</sup> | O-I Glass Inc. | 892726 | 14793 |
|  | Eagle Materials Inc. | 110787 | 14718 |
|  | Huntsman Corp. | 485873 | 13352 |
|  | Greif Inc. Class A | 190188 | 12754 |
|  | Westrock Co. | 322278 | 11331 |
|  | Steel Dynamics Inc. | 94021 | 9186 |
|  | Tronox Holdings plc Class A | 662898 | 9088 |
|  | Sonoco Products Co. | 147878 | 8978 |
|  | Avery Dennison Corp. | 33000 | 5973 |
| <sup>\*</sup> | TimkenSteel Corp. | 324475 | 5896 |
|  | Celanese Corp. Class A | 54285 | 5550 |
|  | Berry Global Group Inc. | 80925 | 4890 |
|  | Sylvamo Corp. | 75099 | 3649 |
|  | Sensient Technologies Corp. | 49054 | 3577 |
| <sup>\*</sup> | Ingevity Corp. | 48915 | 3446 |
|  | Louisiana-Pacific Corp. | 52719 | 3121 |
| <sup>\*</sup> | Arconic Corp. | 103563 | 2191 |
|  | Balchem Corp. | 16847 | 2057 |
|  | Avient Corp. | 54768 | 1849 |
|  | Ashland Inc. | 12916 | 1389 |
|  | LSB Industries Inc. | 98199 | 1306 |
|  | Schnitzer Steel Industries Inc. Class A | 35635 | 1092 |
|  |  |  | **373717** |
| **Real Estate (7.5%)** | **Real Estate (7.5%)** | **Real Estate (7.5%)** | **Real Estate (7.5%)** |
|  | Extra Space Storage Inc. | 293793 | 43240 |
|  | Brixmor Property Group Inc. | 1674709 | 37966 |

---

------

---

| | | |
|:---|:---|:---|
|  | Shares | Market<br> Value<br> ($000) |
| Life Storage Inc. | 305701 | 30112 |
| National Retail Properties Inc. | 652187 | 29844 |
| Host Hotels & Resorts Inc. | 1752367 | 28125 |
| Mid-America Apartment Communities Inc. | 173697 | 27269 |
| Gaming and Leisure Properties Inc. | 468303 | 24394 |
| Camden Property Trust | 213521 | 23889 |
| Spirit Realty Capital Inc. | 573749 | 22910 |
| Highwoods Properties Inc. | 804670 | 22515 |
| CubeSmart | 434236 | 17478 |
| Essential Properties Realty Trust Inc. | 713008 | 16734 |
| Invitation Homes Inc. | 504290 | 14947 |
| Outfront Media Inc. | 886342 | 14696 |
| Apple Hospitality REIT Inc. | 921414 | 14540 |
| Sun Communities Inc. | 90978 | 13010 |
| DiamondRock Hospitality Co. | 1402518 | 11487 |
| Sabra Health Care REIT Inc. | 907435 | 11279 |
| Xenia Hotels & Resorts Inc. | 850249 | 11206 |
| National Storage Affiliates Trust | 284768 | 10286 |
| Piedmont Office Realty Trust Inc. Class A | 1025277 | 9402 |
| EPR Properties | 238954 | 9013 |
| SITE Centers Corp. | 636551 | 8695 |
| Kilroy Realty Corp. | 221084 | 8549 |
| Essex Property Trust Inc. | 36178 | 7667 |
| Federal Realty Investment Trust | 62492 | 6314 |
| Universal Health Realty Income Trust | 94854 | 4527 |
| Park Hotels & Resorts Inc. | 378273 | 4460 |
| PotlatchDeltic Corp. | 100739 | 4432 |
| Brandywine Realty Trust | 715833 | 4402 |
| RLJ Lodging Trust | 407317 | 4313 |
| Rayonier Inc. | 109677 | 3615 |
| First Industrial Realty Trust Inc. | 54630 | 2636 |
| Regency Centers Corp. | 38618 | 2414 |
| Uniti Group Inc. | 346841 | 1918 |
| Ryman Hospitality Properties Inc. | 20322 | 1662 |
| Paramount Group Inc. | 239341 | 1422 |
| Tanger Factory Outlet Centers Inc. | 77577 | 1392 |
| Hudson Pacific Properties Inc. | 130565 | 1270 |
| DigitalBridge Group Inc. | 104117 | 1139 |
|  |  | **515169** |
| **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** |
| Evergy Inc. | 799909 | 50338 |
| AES Corp. | 1631395 | 46919 |
| NiSource Inc. | 1701017 | 46642 |
| National Fuel Gas Co. | 617755 | 39104 |
| Edison International | 588984 | 37471 |
| Alliant Energy Corp. | 527355 | 29115 |
| Portland General Electric Co. | 405265 | 19858 |
| FirstEnergy Corp. | 459343 | 19265 |
| PPL Corp. | 648269 | 18943 |
| DTE Energy Co. | 157442 | 18504 |
| Pinnacle West Capital Corp. | 234061 | 17798 |
| Hawaiian Electric Industries Inc. | 423401 | 17719 |
| Vistra Corp. | 387770 | 8996 |
| Entergy Corp. | 70853 | 7971 |
| Constellation Energy Corp. | 79189 | 6827 |
| UGI Corp. | 124746 | 4625 |
| IDACORP Inc. | 34566 | 3728 |
| New Jersey Resources Corp. | 65966 | 3273 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Otter Tail Corp. | 52804 | 3100 |
|  | ALLETE Inc. | 22572 | 1456 |
|  |  |  | **401652** |
| **Total Common Stocks (Cost $6,339,990)** | **Total Common Stocks (Cost $6,339,990)** | **Total Common Stocks (Cost $6,339,990)** | **6850689** |
| **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>2,3</sup> | Vanguard Market Liquidity Fund, 4.334% **(Cost $33,649)** | 336564 | **33653** |
| **Total Investments (100.0%) (Cost $6,373,639)** | **Total Investments (100.0%) (Cost $6,373,639)** | **Total Investments (100.0%) (Cost $6,373,639)** | **6884342** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **1768** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **6886110** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $6,027,000. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 3 | Collateral of $6,102,000 was received for securities on loan. |
|  | REIT—Real Estate Investment Trust. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini Russell 2000 Index | March 2023 | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;7703 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| E-Mini S&P 500 Index | March 2023 | 113 | 21815 | &nbsp;&nbsp;(542) |
| E-mini S&P Mid-Cap 400 Index | March 2023 | &nbsp;&nbsp;&nbsp;49 | 11969 | &nbsp;&nbsp;(356) |
|  |  |  |  | &nbsp;&nbsp;(878) |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and

------

clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

At December 31, 2022, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07239

- **c. CIK number of Registrant:** 0000932471

- **d. LEI of Registrant:** 549300NB21G5LRYCVD47

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD STRATEGIC EQUITY FUND

- **b. EDGAR series identifier (if any):** S000002593

- **c. LEI of Series:** G7HJW2GD8JG2WSE17M51

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $6889281866.65

**Total Liabilities:** $1502208.00

**Net Assets:** $6887779658.65

**Cash Not Reported:** $8238935.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007112 | 11.60%               | 5.14%                | -5.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17493266.95             | $707462949.61                              |
| Month 2  | $33666634.39             | $315484944.76                              |
| Month 3  | $25272464.57             | $-411160794.77                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ExlService Holdings Inc                           | EXLSERVICE HOLDI               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     43319 | NS      | $7339538.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    832341 | NS      | $31379255.70  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                               | NEKTAR THERAPEUT               | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |   1517103 | NS      | $3428652.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     41872 | NS      | $1765323.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA SAFETY INC                 | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     10382 | NS      | $1496980.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                           | TEXAS PACIFIC LA               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2428 | NS      | $5691790.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     87702 | NS      | $44765731.86  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     37722 | NS      | $1182207.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   1631395 | NS      | $46918920.20  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                       | AVANTOR INC                    | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    200847 | NS      | $4235863.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |    213521 | NS      | $23888729.48  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   1003228 | NS      | $18258749.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    125441 | NS      | $4178439.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | SYNOPSYS INC                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     17301 | NS      | $5524036.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | EXELIXIS INC                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    494737 | NS      | $7935581.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |    128876 | NS      | $43320378.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | OPTION CARE HEAL               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    118595 | NS      | $3568523.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust              | UNIVERSAL HEALTH               | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     94854 | NS      | $4527381.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    248423 | NS      | $19714849.28  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                             | PLAINS GP HOLD-A               | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |   1352016 | NS      | $16819079.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                               | DORMAN PRODUCTS                | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12020 | NS      | $972057.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    217380 | NS      | $8964751.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                | INGLES MARKETS-A               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |    225522 | NS      | $21753852.12  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    126117 | NS      | $10287363.69  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     55705 | NS      | $3598543.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                           | AMICUS THERAPEUT               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    157092 | NS      | $1918093.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                          | SANGAMO THERAPEU               | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    467930 | NS      | $1469300.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | COMMVAULT SYSTEM               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |    189071 | NS      | $11881221.64  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                               | HEALTH CATALYST                | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    370741 | NS      | $3940976.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    332406 | NS      | $13638618.18  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     80352 | NS      | $4929595.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    362130 | NS      | $37867934.10  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    124131 | NS      | $5824226.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5206 | NS      | $1390991.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | ALASKA AIR GROUP               | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    356055 | NS      | $15289001.70  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293793 | NS      | $43240453.74  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    107346 | NS      | $8442762.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | BREAD FINANCIAL                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     37593 | NS      | $1415752.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA               | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    966515 | NS      | $15841180.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                   | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207549 | NS      | $11242929.33  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    474732 | NS      | $12817764.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                    | SCHNITZER STEEL                | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     35635 | NS      | $1092212.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    248236 | NS      | $3102950.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                       | GODADDY INC-A                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    103852 | NS      | $7770206.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                    | STITCH FIX INC-A               | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    393901 | NS      | $1225032.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198383 | NS      | $2947971.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    116827 | NS      | $1341173.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                | LIGHT & WONDER I               | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     22210 | NS      | $1301506.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    114190 | NS      | $6521390.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    527355 | NS      | $29115269.55  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                     | IMMUNOGEN INC                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |   2320321 | NS      | $11508792.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    636551 | NS      | $8695286.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                      | AMEDISYS INC                   | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     30218 | NS      | $2524411.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    892726 | NS      | $14792469.82  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    337116 | NS      | $58492997.16  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     70853 | NS      | $7970962.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    727260 | NS      | $49599132.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |   1674709 | NS      | $37965653.03  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                  | TIMKENSTEEL                    | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    324475 | NS      | $5895710.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    799909 | NS      | $50338273.37  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    188942 | NS      | $7962015.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |   1393513 | NS      | $15495864.56  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    586907 | NS      | $25072667.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    822473 | NS      | $22264344.11  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    244132 | NS      | $16764544.44  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                | HOSTESS BRANDS                 | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    325526 | NS      | $7304803.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    550818 | NS      | $4307396.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    223004 | NS      | $4892707.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    356163 | NS      | $40396007.46  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    337189 | NS      | $28057496.69  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SOUTHSTATE CORP                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    161689 | NS      | $12346572.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35426 | NS      | $8015132.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284768 | NS      | $10285820.16  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                          | FOX FACTORY HOLD               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     29688 | NS      | $2708436.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                            | PERMIAN RESOURCE               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    658606 | NS      | $6190896.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1460330 | NS      | $18575397.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                          | WESTERN ALLIANCE               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    255800 | NS      | $15235448.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    274196 | NS      | $8321848.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     20329 | NS      | $4790528.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     68806 | NS      | $9317020.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360610 | NS      | $7060743.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    538756 | NS      | $8016689.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                       | ENDEAVOR GROUP-A               | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75092 | NS      | $1692573.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     38994 | NS      | $5052842.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |   1403669 | NS      | $16605404.27  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      3424 | NS      | $2596624.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |    262055 | NS      | $14022563.05  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     79189 | NS      | $6826883.69   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    126745 | NS      | $9464049.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                        | ENANTA PHARMACEU               | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |    141360 | NS      | $6576067.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    126690 | NS      | $10581148.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                  | RYMAN HOSPITALIT               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     20322 | NS      | $1661933.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |    183810 | NS      | $39043082.10  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                        | ELASTIC NV                     | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     87252 | NS      | $4493478.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     50374 | NS      | $16509574.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    322278 | NS      | $11331294.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    177872 | NS      | $63219266.24  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    135568 | NS      | $27776527.52  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       114 | NC      | $-550575.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | INGREDION INC                  | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    177214 | NS      | $17354567.02  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | WYNDHAM HOTELS &               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     18073 | NS      | $1288785.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     34953 | NS      | $1182459.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    329575 | NS      | $13710320.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |    117466 | NS      | $1804277.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |    113992 | NS      | $15403738.96  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    469039 | NS      | $6430524.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     94021 | NS      | $9185851.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121952 | NS      | $20196470.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     90978 | NS      | $13009854.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     89007 | NS      | $3610123.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                 | DAVE & BUSTER'S                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    127780 | NS      | $4528523.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     22971 | NS      | $1621522.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    191369 | NS      | $7534197.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                      | FIBROGEN INC                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     76732 | NS      | $1229246.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                               | CALLON PETROLEUM               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     35711 | NS      | $1324520.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                    | LIVEPERSON INC                 | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    504899 | NS      | $5119675.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    138685 | NS      | $31665946.05  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | NATIONAL RETAIL                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    652187 | NS      | $29844077.12  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |   1319506 | NS      | $7362843.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN INC                       | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     90919 | NS      | $7408080.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                      | FERGUSON PLC                   | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | US        |     34294 | NS      | $4354309.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR SURGICAL                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |    251310 | NS      | $12198587.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    158015 | NS      | $10030792.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    343773 | NS      | $19663815.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO GROUP INC/TH               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    164562 | NS      | $1801953.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    219924 | NS      | $23989309.92  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     95132 | NS      | $3029002.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     66301 | NS      | $1369115.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BRIDGEBIO PHARMA               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    284668 | NS      | $2169170.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                         | CUBESMART                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    434236 | NS      | $17477999.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   1483433 | NS      | $42574527.10  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                   | ALPHA & OMEGA SE               | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     55692 | NS      | $1591120.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                            | PATRICK INDS INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     88219 | NS      | $5346071.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                     | INTERCEPT PHARMA               | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    933712 | NS      | $11550017.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    114680 | NS      | $2005753.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                       | BRUKER CORP                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    463042 | NS      | $31648920.70  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54630 | NS      | $2636443.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     67683 | NS      | $3087698.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    421901 | NS      | $31148950.83  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                               | WSFS FINANCIAL                 | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     27289 | NS      | $1237283.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |    355993 | NS      | $20405518.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     99484 | NS      | $3083009.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | DARLING INGREDIE               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    298999 | NS      | $18714347.41  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                             | STIFEL FINANCIAL               | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    425657 | NS      | $24845599.09  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    715833 | NS      | $4402372.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    557706 | NS      | $28666088.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     57339 | NS      | $5733373.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     53637 | NS      | $7843338.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                    | BRINK'S CO/THE                 | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     54340 | NS      | $2918601.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    618764 | NS      | $41364373.40  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    136173 | NS      | $6981589.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    485873 | NS      | $13351790.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING               | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155548 | NS      | $4686661.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | COOPER COS INC                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     18325 | NS      | $6059527.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     23437 | NS      | $3842027.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    715701 | NS      | $35183861.16  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                         | SPIRIT REALTY                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    573749 | NS      | $22909797.57  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    566903 | NS      | $16916385.52  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    346841 | NS      | $1918030.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    240845 | NS      | $48756661.80  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157417 | NS      | $8270689.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                      | ARCBEST CORP                   | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     43050 | NS      | $3015222.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     79862 | NS      | $2519646.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    404906 | NS      | $22047131.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI               | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    403275 | NS      | $27737254.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                     | INGEVITY CORP                  | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     48915 | NS      | $3445572.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    459343 | NS      | $19264845.42  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZOOMINFO TECH                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95158 | NS      | $2865207.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                         | EMERGENT BIOSOLU               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    103851 | NS      | $1226480.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc                               | GOODRX HOLDIN-A                | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    954526 | NS      | $4448091.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                | LIBERTY ENERGY I               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    890354 | NS      | $14254567.54  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                  | 2SEVENTY BIO                   | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210012 | NS      | $1967812.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                          | XPEL INC                       | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     23631 | NS      | $1419277.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                    | AMC ENTERTAINMEN               | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    133800 | NS      | $544566.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    657068 | NS      | $20894762.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                        | ALLETE INC                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     22572 | NS      | $1456119.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                            | PUMA BIOTECHNOLO               | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    540434 | NS      | $2286035.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    328295 | NS      | $19149447.35  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | COTY INC-CL A                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   1517025 | NS      | $12985734.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     84237 | NS      | $13348195.02  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     14790 | NS      | $1378132.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                      | MONOLITHIC POWER               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      7088 | NS      | $2506387.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248363 | NS      | $2575524.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     18145 | NS      | $3953795.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                 | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62227 | NS      | $2393872.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                          | AVIDXCHANGE HLDG               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    541434 | NS      | $5381853.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | SIMMONS FIRST -A               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     93570 | NS      | $2019240.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    804670 | NS      | $22514666.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                            | TUPPERWARE BRAND               | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |    117461 | NS      | $486288.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     94074 | NS      | $7989704.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    437356 | NS      | $22138960.72  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                      | BALCHEM CORP                   | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     16847 | NS      | $2057187.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                       | INSPIRE MEDICAL                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     66561 | NS      | $16765384.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    450494 | NS      | $34160960.02  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     33000 | NS      | $5973000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | NUTANIX INC - A                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |   1709647 | NS      | $44536304.35  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | AVIENT CORP                    | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     54768 | NS      | $1848967.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                            | COLUMBIA SPORTSW               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     71889 | NS      | $6296038.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                      | SINCLAIR BROAD-A               | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    210164 | NS      | $3259643.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   1457134 | NS      | $57338222.90  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                    | KULICKE & SOFFA                | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     31369 | NS      | $1388391.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                       | AXONICS INC                    | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     35456 | NS      | $2217063.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | CLEAN HARBORS                  | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |    197842 | NS      | $22577729.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | TRADEWEB MARKE-A               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222884 | NS      | $14471858.12  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36649 | NS      | $1434075.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                        | CIENA CORP                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     30665 | NS      | $1563301.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                   | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      6381 | NS      | $1592889.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |    217771 | NS      | $14442572.72  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    316843 | NS      | $25109807.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     99698 | NS      | $4619008.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     72128 | NS      | $3837209.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     86908 | NS      | $7135146.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                      | HAIN CELESTIAL                 | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    212288 | NS      | $3434819.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                           | CENTURY COMMUNIT               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     29065 | NS      | $1453540.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    372181 | NS      | $19171043.31  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    926909 | NS      | $16350674.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | AMKOR TECH INC                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |   1311089 | NS      | $31439914.22  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216936 | NS      | $1967609.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | GROUP 1 AUTOMOTI               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     49233 | NS      | $8880156.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | MANHATTAN ASSOC                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |    307336 | NS      | $37310590.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                            | ENERGIZER HOLDIN               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     53990 | NS      | $1811364.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    887192 | NS      | $16492899.28  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                     | SYNAPTICS INC                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     32941 | NS      | $3134665.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |   3321368 | NS      | $7971283.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | WINTRUST FINL                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    147161 | NS      | $12438047.72  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |    226129 | NS      | $15376772.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     97698 | NS      | $29367041.82  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                      | LIVANOVA PLC                   | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |     66502 | NS      | $3693521.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    529649 | NS      | $37499149.20  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                | EVERI HOLDINGS I               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    259747 | NS      | $3727369.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |   1183418 | NS      | $26745246.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    907171 | NS      | $14442162.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                           | OLD NATL BANCORP               | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    822919 | NS      | $14796083.62  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     47372 | NS      | $1291834.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    547769 | NS      | $11311429.85  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    492763 | NS      | $25761649.64  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                 | QURATE RETAIL-A                | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |   2050988 | NS      | $3343110.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    204803 | NS      | $4794438.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     29332 | NS      | $9699212.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | XENIA HOTELS & R               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    850249 | NS      | $11206281.82  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     75099 | NS      | $3649060.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    355612 | NS      | $5849817.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                | KILROY REALTY                  | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    221084 | NS      | $8549318.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                    | LCI INDUSTRIES                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     12609 | NS      | $1165702.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                               | EDITAS MEDICINE                | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |    143834 | NS      | $1275807.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    408774 | NS      | $20405998.08  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    335032 | NS      | $23164112.48  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    326214 | NS      | $8729486.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    128272 | NS      | $3649338.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |   1784834 | NS      | $29628244.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     34566 | NS      | $3727943.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    356033 | NS      | $9997406.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    516440 | NS      | $36016525.60  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                      | SEMTECH CORP                   | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    113260 | NS      | $3249429.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    478644 | NS      | $16580228.16  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    141163 | NS      | $7193666.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     25058 | NS      | $1455368.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    122239 | NS      | $5521535.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     87694 | NS      | $11052074.82  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     86206 | NS      | $4293058.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | ROBINHOOD MARK-A               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    727365 | NS      | $5920751.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     27529 | NS      | $1624211.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    103563 | NS      | $2191393.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    466976 | NS      | $10857192.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                 | BRIGHTSPHERE INV               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    173942 | NS      | $3579726.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     75500 | NS      | $1785575.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI CORP                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    124746 | NS      | $4624334.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    475040 | NS      | $25903931.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    102954 | NS      | $1733745.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    113596 | NS      | $3630528.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     38395 | NS      | $3066608.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR GROUP INC/DE               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     33729 | NS      | $3105429.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP               | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |     22825 | NS      | $1432953.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | HILTON GRAND VAC               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    103910 | NS      | $4004691.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   1701017 | NS      | $46641886.14  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                             | SILK ROAD MEDICA               | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     41137 | NS      | $2174090.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130565 | NS      | $1270397.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                               | POTLATCHDELTIC C               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    100739 | NS      | $4431508.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    579257 | NS      | $30938116.37  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    764790 | NS      | $23417869.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    247366 | NS      | $2933760.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | OUTFRONT MEDIA I               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    886342 | NS      | $14695550.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |    282190 | NS      | $22665500.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     48815 | NS      | $7559979.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    955681 | NS      | $17622757.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP               | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |     39622 | NS      | $13125579.94  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY               | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |     23873 | NS      | $1486332.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    217803 | NS      | $12044505.90  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |    149104 | NS      | $35111009.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    219429 | NS      | $35249074.56  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                  | VAIL RESORTS                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      6009 | NS      | $1432245.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    367141 | NS      | $17765952.99  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B               | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     20075 | NS      | $2446941.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    211811 | NS      | $8000101.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    141848 | NS      | $9203098.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    712926 | NS      | $51737039.82  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                        | ORGANOGENESIS HO               | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    116256 | NS      | $312728.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                        | INOVIO PHARMACEU               | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |   2459398 | NS      | $3836660.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    484804 | NS      | $16148821.24  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA               | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165328 | NS      | $9436922.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                              | GULFPORT ENERGY                | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     32692 | NS      | $2407438.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | RIGEL PHARMACEUT               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |   1318144 | NS      | $1977216.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    313994 | NS      | $5469775.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | PRIMERICA INC                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    102585 | NS      | $14548604.70  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | NEUROCRINE BIOSC               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     33459 | NS      | $3996342.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | JAZZ PHARMACEUTI               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |     24753 | NS      | $3943400.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | UNITED NATURAL                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     96073 | NS      | $3718985.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                | LSB INDUS INC                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     98199 | NS      | $1306046.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    883984 | NS      | $24168122.56  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |    104175 | NS      | $9422628.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401900 | NS      | $18298507.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                       | HIBBETT INC                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     32602 | NS      | $2224108.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                  | TRINET GROUP INC               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     60580 | NS      | $4107324.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | TEXAS ROADHOUS                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    161549 | NS      | $14692881.55  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  22351865 | NS      | $22349629.49  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    319174 | NS      | $26673371.18  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     24441 | NS      | $1845051.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |   1617749 | NS      | $14236191.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    329126 | NS      | $16090970.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     17899 | NS      | $1583882.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     99678 | NS      | $8035043.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   1922984 | NS      | $36671304.88  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                            | HERON THERAPEUTI               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    609042 | NS      | $1522605.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    238954 | NS      | $9013344.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    161133 | NS      | $23865408.63  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                               | MYRIAD GENETICS                | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    292903 | NS      | $4250022.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                        | SABRA HEALTH CAR               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    907435 | NS      | $11279417.05  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                        | RAPID7 INC                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     92691 | NS      | $3149640.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39154 | NS      | $3112351.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                | AARON'S CO INC                 | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166515 | NS      | $1989854.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    445334 | NS      | $14633675.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     39599 | NS      | $10492151.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P MID 400 EMINI Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        49 | NC      | $-355959.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | PAYONEER GLOBAL                | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    381769 | NS      | $2088276.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                  | PIEDMONT OFFIC-A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1025277 | NS      | $9401790.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     86488 | NS      | $1487593.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    372028 | NS      | $19695162.32  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    560162 | NS      | $7976706.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |    100854 | NS      | $47307585.78  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                         | KINSALE CAPITAL                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8602 | NS      | $2249595.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |   1210149 | NS      | $56489755.32  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     27004 | NS      | $13835769.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc                  | RADIUS GLOBAL-A                | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |    167633 | NS      | $1981422.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    164700 | NS      | $5141934.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | DIODES INC                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    151132 | NS      | $11507190.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   2742331 | NS      | $16042636.35  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    371228 | NS      | $31628625.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |    182106 | NS      | $39365854.02  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    617755 | NS      | $39103891.50  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                        | SIGNATURE BANK                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     37936 | NS      | $4370985.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                     | NEW RELIC INC                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |    112355 | NS      | $6342439.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                    | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |   1001495 | NS      | $5117639.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |   1835432 | NS      | $7929066.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      5582 | NS      | $25747421.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ LODGING TRUS               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    407317 | NS      | $4313487.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                        | FASTLY INC -CL A               | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    421571 | NS      | $3452666.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | MARRIOTT VACATIO               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     54599 | NS      | $7348479.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     99466 | NS      | $3984607.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    136424 | NS      | $5867596.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    986933 | NS      | $6276893.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |    109931 | NS      | $5597686.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    710182 | NS      | $26717046.84  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    142941 | NS      | $30998185.26  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                           | ENERSYS                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     25573 | NS      | $1888310.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    173697 | NS      | $27268692.03  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54373 | NS      | $3403749.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    416971 | NS      | $7497138.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     14084 | NS      | $1926409.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMO-C                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1342200 | NS      | $11972424.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | FIRST HAWAIIA                  | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     69187 | NS      | $1801629.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |   1125622 | NS      | $25720462.70  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                        | APPLE HOSPITALIT               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    921414 | NS      | $14539912.92  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A               | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    674748 | NS      | $21004905.24  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    424665 | NS      | $20719405.35  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | LINCOLN ELECTRIC               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     36550 | NS      | $5281109.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | PORTLAND GENERAL               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    405265 | NS      | $19857985.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |   1408005 | NS      | $9194272.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   2888468 | NS      | $37550084.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                   | FED REALTY INVS                | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     62492 | NS      | $6314191.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    826764 | NS      | $12070754.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    378273 | NS      | $4459838.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                  | WEST PHARMACEUT                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |    127886 | NS      | $30097970.10  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     49054 | NS      | $3577017.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                      | ALKERMES PLC                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1476116 | NS      | $38570911.08  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | PINTEREST INC -A               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    481859 | NS      | $11699536.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52804 | NS      | $3100122.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    342568 | NS      | $30008956.80  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A               | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174483 | NS      | $6981064.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | OKTA INC                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    141107 | NS      | $9641841.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | BERRY GLOBAL GRO               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     80925 | NS      | $4890297.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    227643 | NS      | $7120673.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                 | GAMING AND LEISU               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    468303 | NS      | $24393903.27  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    125842 | NS      | $2268931.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    500707 | NS      | $10219429.87  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                     | ZYMEWORKS INC                  | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288485 | NS      | $2267492.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc                             | JACKSON FI-A                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     61281 | NS      | $2131965.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    192685 | NS      | $26723482.65  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    473564 | NS      | $35271046.72  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | RAYONIER INC                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    109677 | NS      | $3614953.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    247722 | NS      | $2288951.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | MERITAGE HOMES C               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    124121 | NS      | $11443956.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    222207 | NS      | $12610247.25  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    765897 | NS      | $29778075.36  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    761653 | NS      | $29003746.24  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                 | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    662898 | NS      | $9088331.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | IRHYTHM TECHNOLO               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     23465 | NS      | $2197966.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     78781 | NS      | $9884652.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    687313 | NS      | $16804802.85  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                        | NEVRO CORP                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    215839 | NS      | $8547224.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     37132 | NS      | $4267209.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                      | GLAUKOS CORP                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     53727 | NS      | $2346795.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                   | PEGASYSTEMS INC                | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |    125542 | NS      | $4298558.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     81142 | NS      | $11476724.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    473256 | NS      | $19677984.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                     | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87410 | NS      | $3511259.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    284640 | NS      | $29266684.80  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    628742 | NS      | $22886208.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     53058 | NS      | $10909255.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |    154555 | NS      | $24486148.65  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     80047 | NS      | $11622023.93  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                          | COHU INC                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     96005 | NS      | $3076960.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    503737 | NS      | $22844472.95  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326760 | NS      | $35061348.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     12916 | NS      | $1388857.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | EXACT SCIENCES                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    316124 | NS      | $15651299.24  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59310 | NS      | $10873302.30  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                        | COPART INC                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    200622 | NS      | $12215873.58  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    239529 | NS      | $9142821.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     13420 | NS      | $3095725.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   1295955 | NS      | $5961393.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                   | MACROGENICS INC                | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    438261 | NS      | $2940731.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                          | ATEA PHARMACEUTI               | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278408 | NS      | $1339142.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | GOODYEAR TIRE                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    636567 | NS      | $6461155.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | PHOTRONICS INC                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     74439 | NS      | $1252808.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    287724 | NS      | $7270785.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    264455 | NS      | $4342351.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                  | BOOZ ALLEN HAMIL               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     78842 | NS      | $8240565.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | SYNEOS HEALTH IN               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     20407 | NS      | $748528.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    305202 | NS      | $39038387.82  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | BUILDERS FIRSTSO               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    415657 | NS      | $26967826.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159930 | NS      | $2530092.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |   2294983 | NS      | $10924119.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    324347 | NS      | $57921887.26  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | SERES THERAPEUTI               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |    195204 | NS      | $1093142.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                          | FABRINET                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     30349 | NS      | $3891348.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                  | LIFE STORAGE INC               | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    305701 | NS      | $30111548.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    465304 | NS      | $10743869.36  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                              | MOMENTIVE GLOBAL               | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    279516 | NS      | $1956612.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     58016 | NS      | $6334186.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    147878 | NS      | $8977673.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |   1044961 | NS      | $43470377.60  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    759515 | NS      | $13906719.65  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19581 | NS      | $2607405.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp           | SCIENCE APPLICAT               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     25462 | NS      | $2824499.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | INTL BANCSHARES                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    310505 | NS      | $14208708.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                         | NEW JERSEY RES                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     65966 | NS      | $3273232.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    588984 | NS      | $37471162.08  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    377430 | NS      | $8541240.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219493 | NS      | $6659417.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    110787 | NS      | $14718052.95  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    129815 | NS      | $5116009.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | E-Mini Russ 2000  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        94 | NC      | $24372.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    317017 | NS      | $12927953.26  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                    | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87539 | NS      | $12041864.84  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    550511 | NS      | $20671688.05  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | TARGA RESOURCES                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     66823 | NS      | $4911490.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     52719 | NS      | $3120964.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                          | CORCEPT THERA                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     46230 | NS      | $938931.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    224050 | NS      | $7160638.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    713008 | NS      | $16734297.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     62728 | NS      | $8837747.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   1752367 | NS      | $28125490.35  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | OWENS CORNING                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    551838 | NS      | $47071781.40  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    778113 | NS      | $18464621.49  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                           | MIRATI THERAPEUT               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |    119271 | NS      | $5404169.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | VEEVA SYSTEMS-A                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |    128731 | NS      | $20774608.78  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | MASTERBRAND                    | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    114190 | NS      | $862134.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                            | WEBSTER FINL                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    110455 | NS      | $5228939.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                 | BRUNSWICK CORP                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    191573 | NS      | $13808581.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     36178 | NS      | $7666841.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    648269 | NS      | $18942420.18  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT               | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    838983 | NS      | $12484067.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL A                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    190188 | NS      | $12754007.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                  | DONALDSON CO INC               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     83933 | NS      | $4941135.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    104117 | NS      | $1139039.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                      | MEDIFAST INC                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     81712 | NS      | $9425479.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                        | SPLUNK INC                     | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |    476095 | NS      | $40987018.55  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                          | ULTRA CLEAN HOLD               | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    165305 | NS      | $5479860.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                  | METTLER-TOLEDO                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |     17308 | NS      | $25017848.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    157442 | NS      | $18504158.26  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |    162363 | NS      | $8998157.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     97376 | NS      | $54165400.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | DECKERS OUTDOOR                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6343 | NS      | $2531871.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                              | WW INTERNATIONAL               | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |   1083540 | NS      | $4182464.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   1706735 | NS      | $22272891.75  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                | ICHOR HOLDINGS L               | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |    161689 | NS      | $4336498.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125581 | NS      | $2640968.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    197137 | NS      | $11840048.22  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING               | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    707301 | NS      | $6019131.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | NOVAVAX INC                    | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |    367210 | NS      | $3774918.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cable One Inc                                     | CABLE ONE INC                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     13200 | NS      | $9396552.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                      | PUBMATIC INC-A                 | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    347813 | NS      | $4455484.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                            | ITEOS THERAPEUTI               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76718 | NS      | $1498302.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    258836 | NS      | $4273382.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    533763 | NS      | $23416182.81  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     53678 | NS      | $6429550.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    700728 | NS      | $24406356.24  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                         | ENNIS INC                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238646 | NS      | $5288395.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     77581 | NS      | $2294070.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    747460 | NS      | $21482000.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   1402518 | NS      | $11486622.42  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    154068 | NS      | $10193138.88  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                          | FLEX LTD                       | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |   1789383 | NS      | $38400159.18  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     56053 | NS      | $1839098.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    302801 | NS      | $50177153.71  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | EAST WEST BNCRP                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31610 | NS      | $2083099.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    387770 | NS      | $8996264.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    998522 | NS      | $22916079.90  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | INVITATION HOMES               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    504290 | NS      | $14947155.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE               | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    871937 | NS      | $11091038.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    423401 | NS      | $17719331.85  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     38618 | NS      | $2413625.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     97255 | NS      | $16957381.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    261777 | NS      | $23392392.72  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                         | MERIT MEDICAL                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    191285 | NS      | $13508546.70  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |   3523553 | NS      | $25898114.55  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    390142 | NS      | $9761352.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                    | JOINT CORP/THE                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66951 | NS      | $935974.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    184630 | NS      | $25346006.40  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    265980 | NS      | $14913498.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    234061 | NS      | $17797998.44  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | TRACTOR SUPPLY                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     45976 | NS      | $10343220.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A               | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    612870 | NS      | $19893760.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                               | PARAMOUNT GROUP                | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239341 | NS      | $1421685.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    203428 | NS      | $12716284.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                       | DROPBOX INC-A                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |   1573214 | NS      | $35208529.32  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    413897 | NS      | $13931773.02  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    703631 | NS      | $13284553.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                 | TANGER FACTORY                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     77577 | NS      | $1391731.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    928130 | NS      | $32855802.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                          | WINNEBAGO INDS                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    287149 | NS      | $15132752.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     28582 | NS      | $1259608.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                       | MASIMO CORP                    | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     18731 | NS      | $2771251.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     54285 | NS      | $5550098.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    452097 | NS      | $15348693.15  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                    | EVERBRIDGE INC                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |    489495 | NS      | $14479262.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    170128 | NS      | $8969148.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    190446 | NS      | $4427869.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     56873 | NS      | $4051632.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     36288 | NS      | $1829640.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD HORIZON FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer