# EDGAR Filing Document

**Accession Number:** 0000754510
**File Stem:** 0001752724-23-067611
**Filing Date:** 2023-3
**Character Count:** 75781
**Document Hash:** 6eaa1da41b83fc8ab62015b97e9e0f9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067611.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067611

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SECURITIES FUND
- **CENTRAL INDEX KEY:** 0000754510
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04118
- **FILM NUMBER:** 23763730

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

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

## Series and Classes Contracts Data

### Fidelity Series Small Cap Opportunities Fund (Series ID: S000015587)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000042507 | Fidelity Series Small Cap Opportunities Fund | FSOPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Securities Fund

- **b. Investment Company Act file number:** 811-04118

- **c. CIK number of Registrant:** 0000754510

- **d. LEI of Registrant:** LIUMB3NDWOFJPXVROE85

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000015587

- **c. LEI of Series:** 39GWE78X0UMKGUR0D920

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5073017798.31

**Total Liabilities:** $104743541.79

**Net Assets:** $4968274256.52

**Delayed Delivery Securities:** $3438829.39

**Cash Not Reported:** $21462.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000042507 | 3.95%                | -5.12%               | 9.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11402951.15             | $166749789.63                              |
| Month 2  | $-49503128.07            | $-200240278.99                             |
| Month 3  | $15507186.13             | $406908955.39                              |

### Schedule of Portfolio Investments

| Name                                    | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                    | SURGERY PARTNERS INC                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    645392 | NS      | $21427014.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                 | EXLSERVICE HOLDINGS INC                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    401876 | NS      | $68560045.60  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HLDGS INC                 | THERMON GROUP HOLDINGS INC                    | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |    303446 | NS      | $7015671.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC          | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    525600 | NS      | $21418200.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNS PHARMACEUTICALS INC               | TERNS PHARMACEUTICALS INC                     | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |   1029500 | NS      | $9337565.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                      | THRYV HOLDINGS INC                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    697500 | NS      | $15603075.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| MASONITE INTERNATIONAL CORP             | MASONITE WORLDWIDE HOLDINGS                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |    268034 | NS      | $24450061.48  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                          | HOULIHAN LOKEY                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    375879 | NS      | $37238332.53  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| EXELIXIS INC                            | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    789600 | NS      | $13912752.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                        | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |   1122800 | NS      | $49436884.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORPHIC HOLDING INC                     | MORPHIC HOLDING INC                           | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |    288262 | NS      | $9434815.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    448100 | NS      | $30031662.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                   | HAEMONETICS CORP MASS                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    397400 | NS      | $33620040.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC         | NAPCO SECURITY TECHNOLOGIES INC               | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |    613000 | NS      | $17758610.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC            | BIOCRYST PHARMACEUTICALS INC                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |   1123400 | NS      | $11851870.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| HF SINCLAIR CORP                        | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620890 | NS      | $35328641.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                 | AXSOME THERAPEUTICS INC                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |    154500 | NS      | $11587500.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| CLARUS CRP                              | CLARUS CORP                                   | CUSIP: 18270P109<br>LEI: F174K6FB0TWGSP17QZ32 | Long             | EC               | CORP              | US        |   1311984 | NS      | $13185439.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                              | INTAPP INC                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    562918 | NS      | $16313363.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                    | LXP INDUSTRIAL TRUST REIT                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   3499899 | NS      | $40423833.45  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    427000 | NS      | $19957980.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP          | METROPOLITAN BANK HOLDING CORP                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205900 | NS      | $12226342.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                              | TEREX CORP                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    429200 | NS      | $21876324.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                 | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    356907 | NS      | $40230557.04  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                | FOX FACTORY HOLDING CORP                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    275079 | NS      | $32484079.11  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                       | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214496 | NS      | $13819977.28  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                       | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |   2837400 | NS      | $38163030.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                            | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    159300 | NS      | $16054254.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN           | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    164650 | NS      | $12409670.50  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC               | BRINKER INTERNATIONAL INC                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    567725 | NS      | $22402428.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC               | CASELLA WASTE SYS INC CL A                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    260332 | NS      | $20857799.84  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC               | FINNING LTD                                   | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |    562350 | NS      | $15866084.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC                 | ASTRIA THERAPEUTICS INC                       | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620500 | NS      | $8531875.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC            | INTRA-CELLULAR THERAPIES INC                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    334000 | NS      | $16005280.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                               | TIMKEN CO                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    189700 | NS      | $15621795.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                          | LCI INDUSTRIES                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    188900 | NS      | $21198358.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| JONES LANG LASALLE INC                  | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    161800 | NS      | $29911966.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                | GREEN BRICK PARTNERS INC                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    165088 | NS      | $5150745.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                 | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    211100 | NS      | $19334649.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                          | CHAMPIONX CORP                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    780300 | NS      | $25765506.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                          | CONSTELLIUM SE CL A                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |   1427300 | NS      | $20738669.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                           | WNS HLDGS LTD SP ADR                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    612390 | NS      | $51887804.70  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPGEN INC                              | PEPGEN INC                                    | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    566000 | NS      | $8840920.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                  | PATRICK INDUSTRIES INC                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    298000 | NS      | $21149060.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION        | MAGNOLIA OIL and GAS CORPO CL A               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1127900 | NS      | $26629719.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                     | FEDERAL SIGNAL CORP                           | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    903528 | NS      | $48112866.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                | NORTHERN OIL AND GAS INC                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |   1931645 | NS      | $64748740.40  | 1.30%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE GAS INC                             | ONE GAS INC                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    241700 | NS      | $19906412.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION            | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1599926 | NS      | $46141865.84  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                 | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    267222 | NS      | $32344550.88  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC            | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442982 | NS      | $10454375.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                 | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    130750 | NS      | $8667417.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                     | EQUITY COMMONWEALTH                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    447000 | NS      | $11407440.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                               | BRINKS CO                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    247500 | NS      | $16236000.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                  | VERVE THERAPEUTICS INC                        | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543200 | NS      | $12357800.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| LUNDIN MINING CORP                      | LUNDIN MINING CORP                            | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |   3041100 | NS      | $23015953.55  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                      | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     72400 | NS      | $10078080.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                          | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |    156391 | NS      | $42543043.73  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                           | O-I GLASS INC                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1039000 | NS      | $20000750.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OLINK HOLDING AB                        | OLINK HOLDING AB ADR                          | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |    555595 | NS      | $10878550.10  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                        | PRIMO WATER CORP                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |   1583700 | NS      | $24784905.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                      | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    366300 | NS      | $24355287.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    196950 | NS      | $25753182.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                    | DYCOM INDUSTRIES INC                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |    221010 | NS      | $21077723.70  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                  | FIRSTCASH HOLDINGS INC                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318424 | NS      | $29352324.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                  | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    408200 | NS      | $23908274.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL INC                          | NV5 GLOBAL INC                                | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175195 | NS      | $23351741.55  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC              | HILTON GRAND VACATIONS INC                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    419300 | NS      | $19858048.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                     | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    413575 | NS      | $13974699.25  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                          | TECHTARGET INC                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    302329 | NS      | $14974355.37  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                    | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    797954 | NS      | $27513453.92  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                               | ARGENX SE SPONSORED ADR                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     51800 | NS      | $19800550.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC               | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   1249200 | NS      | $18025956.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                              | ADIENT PLC                                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    880500 | NS      | $39640110.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC       | CEREVEL THERAPEUTICS HOLDINGS INC             | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |    450200 | NS      | $15374330.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                          | INSTIL BIO INC                                | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    546007 | NS      | $444395.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA           | PREFERRED BANK LOS ANGELES                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    274750 | NS      | $19542967.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                               | CROCS INC                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    356600 | NS      | $43423182.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC              | INDEPENDENT BANK GROUP INC                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342300 | NS      | $20982990.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO               | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    450400 | NS      | $27618528.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                   | DICE MOLECULES HOLDING LLC                    | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    304900 | NS      | $9686673.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC               | EDGEWISE THERAPEUTICS INC                     | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1271900 | NS      | $13011537.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                    | SPX TECHNOLOGIES INC                          | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    708544 | NS      | $53147885.44  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                   | TRANSMEDICS GROUP INC                         | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    413346 | NS      | $26049064.92  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                   | SKYLINE CHAMPION CORP                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    594798 | NS      | $35063342.10  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                    | MANHATTAN ASSOCIATES INC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     80500 | NS      | $10493980.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVID SEATS INC                         | VIVID SEATS INC-CL A                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1715316 | NS      | $14597339.16  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| BELLRING BRANDS INC                     | BELLRING BRANDS INC                           | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    511733 | NS      | $14512747.88  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                           | SYNAPTICS INC                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |    133200 | NS      | $16653996.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                    | TENABLE HOLDINGS INC                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    862900 | NS      | $34714467.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOLOGY INSTITUTE INC/THE              | ONCOLOGY INSTITUTE INC/THE PIPE               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1126158 | NS      | $1666713.84   | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TYRA BIOSCIENCES INC                    | TYRA BIOSCIENCES INC                          | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1030200 | NS      | $10940724.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     69200 | NS      | $21319828.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC               | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    381957 | NS      | $21725714.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                      | EVERI HOLDINGS INC                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    724800 | NS      | $12589776.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                    | RUSH ENTERPRISES INC CL A                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    842201 | NS      | $45318835.81  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION NEW                     | NCR CORP                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    339900 | NS      | $9320058.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO                | SIMPSON MANUFACTURING CO                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |    334799 | NS      | $35860320.89  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                     | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    191000 | NS      | $47387100.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                          | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |   2250100 | NS      | $31253889.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                              | QUALYS INC                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |    145700 | NS      | $16807952.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC             | ARCUTIS BIOTHERAPEUTICS INC                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    664100 | NS      | $11004137.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    435750 | NS      | $19865842.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUX THERAPEUTICS INC                  | JANUX THERAPEUTICS INC                        | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    579800 | NS      | $12877358.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP INC                             | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    165600 | NS      | $17522136.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                      | EVOLENT HEALTH INC A                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    933417 | NS      | $30074695.74  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                 | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    426600 | NS      | $21854718.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC              | UNITED COMMUNITY BANKS GA                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |   1447800 | NS      | $47111412.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                     | TRONOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    999647 | NS      | $17143946.05  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                      | GLOBUS MEDICAL INC                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    149500 | NS      | $11287250.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDAVA PLC                              | ENDAVA PLC SPON ADR                           | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |    273803 | NS      | $24059069.61  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    518392 | NS      | $47147752.40  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                | GRANITE CONSTRUCTION INC                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    893400 | NS      | $38040972.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC             | E-MINI RUSS 2000 FUT MAR23 RTYH3              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       190 | NC      | $1615863.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    270957 | NS      | $25740915.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                             | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    345772 | NS      | $15680760.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                 | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    143800 | NS      | $29445926.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                   | CRA INTERNATIONAL INC                         | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165074 | NS      | $19617394.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                      | KONTOOR BRANDS INC                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    586000 | NS      | $27987360.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| PATHWARD FINANCIAL INC                  | PATHWARD FINANCIAL INC                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    836702 | NS      | $41517153.24  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                           | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    267700 | NS      | $43300475.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGO THERAPEUTICS INC                  | TANGO THERAPEUTICS INC                        | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1398900 | NS      | $9232740.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     66000 | NS      | $4940100.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                        | TRINET GROUP INC                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |    198500 | NS      | $14976825.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                | AXCELIS TECHNOLOGIES INC                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    478000 | NS      | $52556100.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERA THERAPEUTICS INC                   | VERA THERAPEUTICS INC                         | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    619682 | NS      | $5254903.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                          | ZIFF DAVIS INC                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    173300 | NS      | $15506884.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERONA PHARMA PLC                       | VERONA PHARMA PLC ADR                         | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |    208512 | NS      | $4595604.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                             | DENBURY INC                                   | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |    868900 | NS      | $75403142.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                         | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    300760 | NS      | $44587670.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                   | WALKER and DUNLOP INC                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    383216 | NS      | $36551142.08  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                     | OWENS AND MINOR INC                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    580040 | NS      | $11449989.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                              | RAPID7 INC                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |    166600 | NS      | $6642342.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                            | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    245400 | NS      | $11663862.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW             | SUNSTONE HOTEL INVS INC                       | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |   2074200 | NS      | $22795458.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                              | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    944840 | NS      | $37869187.20  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                    | RENT A CTR INC                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    342052 | NS      | $9197778.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACELYRIN INC                            | ACELYRIN INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    541165 | NS      | $3366100.42   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC              | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     71250 | NS      | $16894800.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC               | CONSTRUCTION PARTNERS INC CL A                | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |    427188 | NS      | $12085148.52  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACELYRIN INC                            | ACELYRIN INC CVR RT                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     65759 | NS      | $389721.37    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC   | ESSENTIAL PROPERTIES REALTY TRUST INC         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1855100 | NS      | $47267948.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                  | LAUREATE EDUCATION INC CL A                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |   1052420 | NS      | $11555571.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                  | VENTYX BIOSCIENCES INC                        | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    426707 | NS      | $17921694.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC              | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |    430400 | NS      | $13751280.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                        | ELME COMMUNITIES                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |   1653700 | NS      | $31751040.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                       | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1055200 | NS      | $22961152.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                        | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    572400 | NS      | $24315552.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP               | SCHOLAR ROCK HOLDING CORP WT 12/31/2025 PP    | CUSIP: N/A<br>LEI: 549300Z1FLPGL4OWJ459       | Long             | EC               | CORP              | US        |     18825 | NS      | $122869.78    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NOMAD FOODS LTD                         | NOMAD FOODS LTD                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |   1981978 | NS      | $35259388.62  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTEA THERAPEUTICS INC                | ARISTEA THERAPEUTICS INC SER B PC PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    733075 | NS      | $4039243.25   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                   | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    115500 | NS      | $6335175.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIANTHUS THERAPEUTICS INC               | DIANTHUS THERAPEUTICS INC SER A PC PP         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1102127 | NS      | $4772209.91   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                    | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |   1485330 | NS      | $80608859.10  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  50815239 | NS      | $50825401.71  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                     | ASCENDIS PHARMA AS SPON ADR                   | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     96248 | NS      | $11942451.84  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                        | IES HOLDINGS INC                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |    629318 | NS      | $25053149.58  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |    386556 | NS      | $50893962.96  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                 | STRATEGIC EDUCATION INC                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |    110500 | NS      | $10315175.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                   | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   1199817 | NS      | $24572252.16  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                   | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    103400 | NS      | $32243222.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC         | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1364072 | NS      | $79689086.24  | 1.60%             |  |  |  | No            |                  1 | On Loan: —       |
| PINNACLE FINL PARTNERS INC              | PINNACLE FINL PARTNERS INC                    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    247900 | NS      | $19517167.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                               | UST BILLS 0% 02/16/2023                       | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1337600.56   | 0.03%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| R1 RCM INC.                             | R1 RCM INC                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1163747 | NS      | $16653219.57  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC            | MADRIGAL PHARMACEUTICALS INC                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     17100 | NS      | $4929075.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICOSAVAX INC                            | ICOSAVAX INC                                  | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    803800 | NS      | $8480090.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC THERAPEUTICS INC                    | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    355300 | NS      | $16304717.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    360300 | NS      | $30272406.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC          | DAY ONE BIOPHARMACEUTICALS INC                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    769400 | NS      | $16749838.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION            | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    617200 | NS      | $24064628.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                   | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    222300 | NS      | $13753701.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    439549 | NS      | $35032055.30  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                    | SIMPLY GOOD FOODS CO                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    418300 | NS      | $15184290.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC              | SERVISFIRST BANCSHARES INC                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199542 | NS      | $13604773.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                              | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    565024 | NS      | $73594376.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                    | EXTREME NETWORKS INC                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |   1112500 | NS      | $20058375.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                | GOGO INC                                      | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    371100 | NS      | $6223347.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                         | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    293100 | NS      | $42816048.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                  | SYNOVUS FINANCIAL CORP.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |   1172795 | NS      | $49198750.25  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                  | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    303800 | NS      | $20685742.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  99736884 | NS      | $99746857.82  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                     | AVID TECHNOLOGY INC                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    387448 | NS      | $11743548.88  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC               | XENON PHARMACEUTICALS INC                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |    480030 | NS      | $18764372.70  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                  | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    370171 | NS      | $19489503.15  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                            | GENTHERM INC                                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    119300 | NS      | $8879499.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES INC                | CYXTERA TECHNOLOGIES INC A                    | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1625595 | NS      | $5234415.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC            | FOCUS FINANCIAL PARTNERS INC CL A             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    498752 | NS      | $22518652.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC         | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    450917 | NS      | $32677954.99  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                          | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    193600 | NS      | $19776240.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                           | TMX GROUP LTD                                 | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |    366664 | NS      | $36138677.21  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                    | DECKERS OUTDOOR CORP                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     43700 | NS      | $18680876.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    169700 | NS      | $28552025.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                              | ENVIVA INC                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    221260 | NS      | $10062904.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPIRE MEDICAL SYSTEMS INC             | INSPIRE MEDICAL SYSTEMS INC                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |    100843 | NS      | $25519329.58  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                        | M D C HOLDINGS INC                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    404050 | NS      | $15256928.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC               | ALX ONCOLOGY HOLDINGS INC                     | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337600 | NS      | $3139680.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC          | ADVANCED ENERGY INDUSTRIES INC                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    500599 | NS      | $46425551.26  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                               | FIVE9 INC                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    115300 | NS      | $9083334.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                      | LIBERTY ENERGY INC CL A                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2940654 | NS      | $46550552.82  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                            | ARCONIC CORP                                  | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    515300 | NS      | $12114703.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                       | FLOWERS FOODS INC                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    373700 | NS      | $10347753.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                  | ACUSHNET HOLDINGS CORP                        | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |    245000 | NS      | $11502750.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| TRICO BANCSHARES                        | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    775208 | NS      | $39186764.40  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                   | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290900 | NS      | $22841468.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                      | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |   1326500 | NS      | $36690990.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP          | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1263900 | NS      | $55889658.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                 | GMS INC                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    314900 | NS      | $18679868.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IMARA INC                               | ENLIVEN THERAPEUTICS INC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    895300 | NS      | $3722657.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                | CELLDEX THERAPEUTICS INC                      | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    337200 | NS      | $14857032.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                          | PERFICIENT INC                                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    322552 | NS      | $23914005.28  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                              | KADANT INC                                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |    106456 | NS      | $21692539.12  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                     | ONTO INNOVATION INC                           | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |    298092 | NS      | $23444935.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                    | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    195400 | NS      | $20817916.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                            | SPS COMMERCE INC                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    117150 | NS      | $15941772.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                            | OMNICELL INC                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    211900 | NS      | $11754093.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer