# EDGAR Filing Document

**Accession Number:** 0001409957
**File Stem:** 0001409957-25-000022
**Filing Date:** 2025-11
**Character Count:** 240728
**Document Hash:** 855a777a3e21767e4a0f256992a547d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001409957-25-000022.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001409957-25-000022

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22114
- **FILM NUMBER:** 251518233

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Vanguard<sup>®</sup> Market Neutral Fund

#### Schedule of Investments (unaudited)
As of September 30, 2025

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 | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Common Stocks—Long Positions (96.3%)** | **Common Stocks—Long Positions (96.3%)** | **Common Stocks—Long Positions (96.3%)** | **Common Stocks—Long Positions (96.3%)** |
| **Communication Services (4.0%)** | **Communication Services (4.0%)** | **Communication Services (4.0%)** | **Communication Services (4.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Roku Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20513 | &nbsp;&nbsp;&nbsp;&nbsp; 2054 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | 1269403 | &nbsp;&nbsp;&nbsp;&nbsp; 2006 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;fuboTV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;462678 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Playtika Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;399328 | &nbsp;&nbsp;&nbsp;&nbsp; 1553 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telephone & Data Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31545 | &nbsp;&nbsp;&nbsp;&nbsp; 1238 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bumble Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;149474 | &nbsp;&nbsp;&nbsp;&nbsp; 910 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ZipRecruiter Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;196546 | &nbsp;&nbsp;&nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp; 731 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;22835 | &nbsp;&nbsp;&nbsp;&nbsp; 718 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Bandwidth Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;42112 | &nbsp;&nbsp;&nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Match Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15913 | &nbsp;&nbsp;&nbsp;&nbsp; 562 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84578 | &nbsp;&nbsp;&nbsp;&nbsp; 518 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Anterix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23190 | &nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EverQuote Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;16217 | &nbsp;&nbsp;&nbsp;&nbsp; 371 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Reddit Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp; 368 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Uniti Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56270 | &nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **15322** |
| **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;National Vision Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122329 | &nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20851 | &nbsp;&nbsp;&nbsp;&nbsp; 3220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;52523 | &nbsp;&nbsp;&nbsp;&nbsp; 3124 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14187 | &nbsp;&nbsp;&nbsp;&nbsp; 3032 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cavco Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp; 2711 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Udemy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;376852 | &nbsp;&nbsp;&nbsp;&nbsp; 2642 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;74821 | &nbsp;&nbsp;&nbsp;&nbsp; 2593 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;282291 | &nbsp;&nbsp;&nbsp;&nbsp; 2507 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95678 | &nbsp;&nbsp;&nbsp;&nbsp; 2465 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;M/I Homes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15730 | &nbsp;&nbsp;&nbsp;&nbsp; 2272 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19278 | &nbsp;&nbsp;&nbsp;&nbsp; 2183 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63793 | &nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Etsy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25020 | &nbsp;&nbsp;&nbsp;&nbsp; 1661 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54082 | &nbsp;&nbsp;&nbsp;&nbsp; 1439 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Coursera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110689 | &nbsp;&nbsp;&nbsp;&nbsp; 1296 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42658 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Frontdoor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16553 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Warby Parker Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32234 | &nbsp;&nbsp;&nbsp;&nbsp; 889 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Super Group SGHC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;62718 | &nbsp;&nbsp;&nbsp;&nbsp; 828 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Gap Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37825 | &nbsp;&nbsp;&nbsp;&nbsp; 809 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Adient plc | &nbsp;&nbsp;&nbsp;&nbsp;33055 | &nbsp;&nbsp;&nbsp;&nbsp; 796 |
|  | &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 | &nbsp;&nbsp;&nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp; 694 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86974 | &nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Upbound Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18576 | &nbsp;&nbsp;&nbsp;&nbsp; 439 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Universal Technical Institute Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12784 | &nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55370 | &nbsp;&nbsp;&nbsp;&nbsp; 397 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sonos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24483 | &nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **46958** |
| **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PriceSmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27652 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 |
|  | &nbsp;&nbsp;&nbsp;Turning Point Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18046 | &nbsp;&nbsp;&nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16130 | &nbsp;&nbsp;&nbsp;&nbsp; 1066 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Maplebear Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24609 | &nbsp;&nbsp;&nbsp;&nbsp; 905 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13497 | &nbsp;&nbsp;&nbsp;&nbsp; 550 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;43808 | &nbsp;&nbsp;&nbsp;&nbsp; 534 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **8939** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Weatherford International plc | &nbsp;&nbsp;&nbsp;&nbsp;40419 | &nbsp;&nbsp;&nbsp;&nbsp; 2766 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;79111 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;35498 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39322 | &nbsp;&nbsp;&nbsp;&nbsp; 1393 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Select Water Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69367 | &nbsp;&nbsp;&nbsp;&nbsp; 742 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Oceaneering International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26096 | &nbsp;&nbsp;&nbsp;&nbsp; 647 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;191997 | &nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Antero Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13062 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ProPetro Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83625 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BKV Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18343 | &nbsp;&nbsp;&nbsp;&nbsp; 424 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ardmore Shipping Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34203 | &nbsp;&nbsp;&nbsp;&nbsp; 406 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bristow Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp; 365 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11684** |
| **Financials (19.3%)** | **Financials (19.3%)** | **Financials (19.3%)** | **Financials (19.3%)** |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Robinhood Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;26182 | &nbsp;&nbsp;&nbsp;&nbsp; 3749 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;116566 | &nbsp;&nbsp;&nbsp;&nbsp; 3307 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51162 | &nbsp;&nbsp;&nbsp;&nbsp; 3252 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Janus Henderson Group plc | &nbsp;&nbsp;&nbsp;&nbsp;71972 | &nbsp;&nbsp;&nbsp;&nbsp; 3203 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Enova International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27390 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;54712 | &nbsp;&nbsp;&nbsp;&nbsp; 3096 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80301 | &nbsp;&nbsp;&nbsp;&nbsp; 3079 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;116737 | &nbsp;&nbsp;&nbsp;&nbsp; 3001 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20966 | &nbsp;&nbsp;&nbsp;&nbsp; 2997 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67928 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73667 | &nbsp;&nbsp;&nbsp;&nbsp; 2913 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;OFG Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;62216 | &nbsp;&nbsp;&nbsp;&nbsp; 2706 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10591 | &nbsp;&nbsp;&nbsp;&nbsp; 2615 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Virtu Financial Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72505 | &nbsp;&nbsp;&nbsp;&nbsp; 2574 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36397 | &nbsp;&nbsp;&nbsp;&nbsp; 2441 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36323 | &nbsp;&nbsp;&nbsp;&nbsp; 2274 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palomar Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18370 | &nbsp;&nbsp;&nbsp;&nbsp; 2145 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;BankUnited Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45227 | &nbsp;&nbsp;&nbsp;&nbsp; 1726 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 | &nbsp;&nbsp;&nbsp;&nbsp; 1692 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52860 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Bowhead Specialty Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54121 | &nbsp;&nbsp;&nbsp;&nbsp; 1463 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PROG Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43079 | &nbsp;&nbsp;&nbsp;&nbsp; 1394 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29996 | &nbsp;&nbsp;&nbsp;&nbsp; 1371 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;27408 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50270 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;114817 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19275 | &nbsp;&nbsp;&nbsp;&nbsp; 1023 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;PRA Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65975 | &nbsp;&nbsp;&nbsp;&nbsp; 1019 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Enact Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25404 | &nbsp;&nbsp;&nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8389 | &nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7601 | &nbsp;&nbsp;&nbsp;&nbsp; 965 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StoneCo. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;48121 | &nbsp;&nbsp;&nbsp;&nbsp; 910 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Hamilton Insurance Group Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;34419 | &nbsp;&nbsp;&nbsp;&nbsp; 854 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;LendingClub Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51530 | &nbsp;&nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;23430 | &nbsp;&nbsp;&nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Radian Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15564 | &nbsp;&nbsp;&nbsp;&nbsp; 564 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Toast Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11537 | &nbsp;&nbsp;&nbsp;&nbsp; 421 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Heritage Insurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16434 | &nbsp;&nbsp;&nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Moelis & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Equity Bancshares Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14207 | &nbsp;&nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901 | &nbsp;&nbsp;&nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183 | &nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp; 323 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Selectquote Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89043 | &nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **74841** |
| **Health Care (11.4%)** | **Health Care (11.4%)** | **Health Care (11.4%)** | **Health Care (11.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;299696 | &nbsp;&nbsp;&nbsp;&nbsp; 3201 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15739 | &nbsp;&nbsp;&nbsp;&nbsp; 3196 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;14138 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Arvinas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;337610 | &nbsp;&nbsp;&nbsp;&nbsp; 2876 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Teladoc Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;366201 | &nbsp;&nbsp;&nbsp;&nbsp; 2831 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Incyte Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33171 | &nbsp;&nbsp;&nbsp;&nbsp; 2813 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38701 | &nbsp;&nbsp;&nbsp;&nbsp; 2532 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;REGENXBIO Inc. | &nbsp;&nbsp;&nbsp;&nbsp;246444 | &nbsp;&nbsp;&nbsp;&nbsp; 2378 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74956 | &nbsp;&nbsp;&nbsp;&nbsp; 1791 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;222444 | &nbsp;&nbsp;&nbsp;&nbsp; 1688 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84370 | &nbsp;&nbsp;&nbsp;&nbsp; 1413 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Progyny Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63490 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Varex Imaging Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108946 | &nbsp;&nbsp;&nbsp;&nbsp; 1351 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Phreesia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53246 | &nbsp;&nbsp;&nbsp;&nbsp; 1252 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Ardelyx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;224805 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Omnicell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37533 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31358 | &nbsp;&nbsp;&nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp; 948 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Castle Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40830 | &nbsp;&nbsp;&nbsp;&nbsp; 930 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24539 | &nbsp;&nbsp;&nbsp;&nbsp; 738 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;LifeStance Health Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115718 | &nbsp;&nbsp;&nbsp;&nbsp; 636 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;13942 | &nbsp;&nbsp;&nbsp;&nbsp; 629 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;476865 | &nbsp;&nbsp;&nbsp;&nbsp; 625 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26968 | &nbsp;&nbsp;&nbsp;&nbsp; 520 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23499 | &nbsp;&nbsp;&nbsp;&nbsp; 502 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81441 | &nbsp;&nbsp;&nbsp;&nbsp; 465 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;10X Genomics Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;38143 | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Enhabit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54205 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp; 429 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;308409 | &nbsp;&nbsp;&nbsp;&nbsp; 389 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Bioventus Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;52066 | &nbsp;&nbsp;&nbsp;&nbsp; 348 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11762 | &nbsp;&nbsp;&nbsp;&nbsp; 304 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Agenus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33574 | &nbsp;&nbsp;&nbsp;&nbsp; 129 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **43985** |
| **Industrials (16.7%)** | **Industrials (16.7%)** | **Industrials (16.7%)** | **Industrials (16.7%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26208 | &nbsp;&nbsp;&nbsp;&nbsp; 3599 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MasTec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15739 | &nbsp;&nbsp;&nbsp;&nbsp; 3349 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Tutor Perini Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50421 | &nbsp;&nbsp;&nbsp;&nbsp; 3307 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Legalzoom.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;292595 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39720 | &nbsp;&nbsp;&nbsp;&nbsp; 3025 |
|  | &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp; 2919 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Interface Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94392 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;SkyWest Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27057 | &nbsp;&nbsp;&nbsp;&nbsp; 2722 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Greenbrier Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54617 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Willdan Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24425 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Upwork Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126734 | &nbsp;&nbsp;&nbsp;&nbsp; 2353 |
|  | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;26243 | &nbsp;&nbsp;&nbsp;&nbsp; 2199 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Pitney Bowes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;187906 | &nbsp;&nbsp;&nbsp;&nbsp; 2144 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20934 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;ABM Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38153 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143856 | &nbsp;&nbsp;&nbsp;&nbsp; 1699 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp; 1662 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;CoreCivic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81203 | &nbsp;&nbsp;&nbsp;&nbsp; 1652 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Lyft Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;69977 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;CSG Systems International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21312 | &nbsp;&nbsp;&nbsp;&nbsp; 1372 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24770 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Worthington Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22211 | &nbsp;&nbsp;&nbsp;&nbsp; 1232 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ATI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Energy Recovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53409 | &nbsp;&nbsp;&nbsp;&nbsp; 824 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9858 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp; 803 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Allegiant Travel Co. | &nbsp;&nbsp;&nbsp;&nbsp;12843 | &nbsp;&nbsp;&nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;Matson Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7856 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Superconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12688 | &nbsp;&nbsp;&nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7918 | &nbsp;&nbsp;&nbsp;&nbsp; 703 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;ACCO Brands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;138788 | &nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;REV Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8889 | &nbsp;&nbsp;&nbsp;&nbsp; 504 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Columbus McKinnon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31721 | &nbsp;&nbsp;&nbsp;&nbsp; 455 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AerSale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48509 | &nbsp;&nbsp;&nbsp;&nbsp; 397 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Power Solutions International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp; 391 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **64472** |
| **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17906 | &nbsp;&nbsp;&nbsp;&nbsp; 2979 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Domo Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;187061 | &nbsp;&nbsp;&nbsp;&nbsp; 2963 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;308627 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Penguin Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108243 | &nbsp;&nbsp;&nbsp;&nbsp; 2845 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 | &nbsp;&nbsp;&nbsp;&nbsp; 2533 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;MaxLinear Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157208 | &nbsp;&nbsp;&nbsp;&nbsp; 2528 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;RingCentral Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;88698 | &nbsp;&nbsp;&nbsp;&nbsp; 2514 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Extreme Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117662 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Commerce.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;474654 | &nbsp;&nbsp;&nbsp;&nbsp; 2368 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp; 2116 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;CommScope Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122049 | &nbsp;&nbsp;&nbsp;&nbsp; 1889 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Asana Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;135745 | &nbsp;&nbsp;&nbsp;&nbsp; 1813 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Appian Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;54618 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Yext Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167355 | &nbsp;&nbsp;&nbsp;&nbsp; 1426 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Pagaya Technologies Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;47786 | &nbsp;&nbsp;&nbsp;&nbsp; 1419 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Calix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20598 | &nbsp;&nbsp;&nbsp;&nbsp; 1264 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Viasat Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40699 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Digital Turbine Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155658 | &nbsp;&nbsp;&nbsp;&nbsp; 996 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33011 | &nbsp;&nbsp;&nbsp;&nbsp; 991 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;NETGEAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28156 | &nbsp;&nbsp;&nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp; 828 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Harmonic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78867 | &nbsp;&nbsp;&nbsp;&nbsp; 803 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PagerDuty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47536 | &nbsp;&nbsp;&nbsp;&nbsp; 785 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rapid7 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39089 | &nbsp;&nbsp;&nbsp;&nbsp; 733 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workiva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;SkyWater Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33995 | &nbsp;&nbsp;&nbsp;&nbsp; 634 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sandisk Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp; 566 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ACM Research Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12771 | &nbsp;&nbsp;&nbsp;&nbsp; 500 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Credo Technology Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp; 462 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Twilio Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp; 315 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Weave Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45547 | &nbsp;&nbsp;&nbsp;&nbsp; 304 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **46858** |
| **Materials (5.1%)** | **Materials (5.1%)** | **Materials (5.1%)** | **Materials (5.1%)** |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp;195759 | &nbsp;&nbsp;&nbsp;&nbsp; 2913 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64110 | &nbsp;&nbsp;&nbsp;&nbsp; 2514 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Coeur Mining Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111588 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19871 | &nbsp;&nbsp;&nbsp;&nbsp; 1533 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17239 | &nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Clearwater Paper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67189 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;14117 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;SunCoke Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131903 | &nbsp;&nbsp;&nbsp;&nbsp; 1076 |
|  | &nbsp;&nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21935 | &nbsp;&nbsp;&nbsp;&nbsp; 970 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Tronox Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;224043 | &nbsp;&nbsp;&nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp; 851 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84168 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Compass Minerals International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23883 | &nbsp;&nbsp;&nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp; 392 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;O-I Glass Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29612 | &nbsp;&nbsp;&nbsp;&nbsp; 384 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15799 | &nbsp;&nbsp;&nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19675** |
| **Real Estate (7.3%)** | **Real Estate (7.3%)** | **Real Estate (7.3%)** | **Real Estate (7.3%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Cousins Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;105362 | &nbsp;&nbsp;&nbsp;&nbsp; 3049 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154922 | &nbsp;&nbsp;&nbsp;&nbsp; 2818 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53225 | &nbsp;&nbsp;&nbsp;&nbsp; 2739 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp;115839 | &nbsp;&nbsp;&nbsp;&nbsp; 2371 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;InvenTrust Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74618 | &nbsp;&nbsp;&nbsp;&nbsp; 2136 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Phillips Edison & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61439 | &nbsp;&nbsp;&nbsp;&nbsp; 2109 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73269 | &nbsp;&nbsp;&nbsp;&nbsp; 2028 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Summit Hotel Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;302983 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Piedmont Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;177545 | &nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Assets Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68874 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56538 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;LTC Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24630 | &nbsp;&nbsp;&nbsp;&nbsp; 908 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Millrose Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26889 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Elme Communities | &nbsp;&nbsp;&nbsp;&nbsp;35109 | &nbsp;&nbsp;&nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16987 | &nbsp;&nbsp;&nbsp;&nbsp; 541 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;56330 | &nbsp;&nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp; 449 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28245** |
| **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76549 | &nbsp;&nbsp;&nbsp;&nbsp; 2894 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;61773 | &nbsp;&nbsp;&nbsp;&nbsp; 2540 |
|  | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15470 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;20976 | &nbsp;&nbsp;&nbsp;&nbsp; 1938 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26994 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11540** |
| **Total Common Stocks—Long Positions (Cost $314,954)** | **Total Common Stocks—Long Positions (Cost $314,954)** | **Total Common Stocks—Long Positions (Cost $314,954)** | &nbsp;&nbsp;&nbsp;&nbsp;**372519** |
| **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** |
| **Money Market Fund (3.3%)** | **Money Market Fund (3.3%)** | **Money Market Fund (3.3%)** | **Money Market Fund (3.3%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.180% **(Cost $12,678)** | &nbsp;&nbsp;&nbsp;&nbsp;126782 | &nbsp;&nbsp;&nbsp;&nbsp; **12678** |
| **Common Stocks Sold Short (-96.3%)** | **Common Stocks Sold Short (-96.3%)** | **Common Stocks Sold Short (-96.3%)** | **Common Stocks Sold Short (-96.3%)** |
| **Communication Services (-4.1%)** | **Communication Services (-4.1%)** | **Communication Services (-4.1%)** | **Communication Services (-4.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sphere Entertainment Co. | &nbsp;&nbsp;&nbsp;&nbsp;(51762) | &nbsp;&nbsp;&nbsp;&nbsp; (3216) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EchoStar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(39751) | &nbsp;&nbsp;&nbsp;&nbsp; (3035) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lionsgate Studios Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(383592) | &nbsp;&nbsp;&nbsp;&nbsp; (2647) |
|  | &nbsp;&nbsp;&nbsp;TKO Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(12696) | &nbsp;&nbsp;&nbsp;&nbsp; (2564) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gogo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(160633) | &nbsp;&nbsp;&nbsp;&nbsp; (1380) |
|  | &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(24727) | &nbsp;&nbsp;&nbsp;&nbsp; (948) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liberty Global Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(48545) | &nbsp;&nbsp;&nbsp;&nbsp; (556) |
|  | &nbsp;&nbsp;&nbsp;Cinemark Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(16516) | &nbsp;&nbsp;&nbsp;&nbsp; (463) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Starz Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(24373) | &nbsp;&nbsp;&nbsp;&nbsp; (359) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Thryv Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(28151) | &nbsp;&nbsp;&nbsp;&nbsp; (340) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vivid Seats Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(14146) | &nbsp;&nbsp;&nbsp;&nbsp; (235) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(15743)** |
| **Consumer Discretionary (-11.6%)** | **Consumer Discretionary (-11.6%)** | **Consumer Discretionary (-11.6%)** | **Consumer Discretionary (-11.6%)** |
|  | &nbsp;&nbsp;&nbsp;Somnigroup International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(37903) | &nbsp;&nbsp;&nbsp;&nbsp; (3196) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EVgo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(628259) | &nbsp;&nbsp;&nbsp;&nbsp; (2972) |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(47963) | &nbsp;&nbsp;&nbsp;&nbsp; (2945) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dream Finders Homes Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(113242) | &nbsp;&nbsp;&nbsp;&nbsp; (2935) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genius Sports Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(213842) | &nbsp;&nbsp;&nbsp;&nbsp; (2647) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;First Watch Restaurant Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(162681) | &nbsp;&nbsp;&nbsp;&nbsp; (2544) |
|  | &nbsp;&nbsp;&nbsp;Restaurant Brands International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(37732) | &nbsp;&nbsp;&nbsp;&nbsp; (2420) |
|  | &nbsp;&nbsp;&nbsp;Krispy Kreme Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(595718) | &nbsp;&nbsp;&nbsp;&nbsp; (2305) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(90379) | &nbsp;&nbsp;&nbsp;&nbsp; (2053) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sweetgreen Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(232828) | &nbsp;&nbsp;&nbsp;&nbsp; (1858) |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(21592) | &nbsp;&nbsp;&nbsp;&nbsp; (1827) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LGI Homes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(31879) | &nbsp;&nbsp;&nbsp;&nbsp; (1649) |
|  | &nbsp;&nbsp;&nbsp;Polaris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(27994) | &nbsp;&nbsp;&nbsp;&nbsp; (1627) |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9972) | &nbsp;&nbsp;&nbsp;&nbsp; (1382) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(22873) | &nbsp;&nbsp;&nbsp;&nbsp; (1359) |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(10307) | &nbsp;&nbsp;&nbsp;&nbsp; (1299) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6126) | &nbsp;&nbsp;&nbsp;&nbsp; (1245) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Portillo's Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(150601) | &nbsp;&nbsp;&nbsp;&nbsp; (971) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;QuantumScape Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(71541) | &nbsp;&nbsp;&nbsp;&nbsp; (881) |
|  | &nbsp;&nbsp;&nbsp;Thor Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8388) | &nbsp;&nbsp;&nbsp;&nbsp; (870) |
|  | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8708) | &nbsp;&nbsp;&nbsp;&nbsp; (845) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Savers Value Village Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(62845) | &nbsp;&nbsp;&nbsp;&nbsp; (833) |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(14743) | &nbsp;&nbsp;&nbsp;&nbsp; (793) |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5439) | &nbsp;&nbsp;&nbsp;&nbsp; (772) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Under Armour Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(123554) | &nbsp;&nbsp;&nbsp;&nbsp; (617) |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1448) | &nbsp;&nbsp;&nbsp;&nbsp; (440) |
|  | &nbsp;&nbsp;&nbsp;Brightstar Lottery plc | &nbsp;&nbsp;&nbsp;&nbsp;(24275) | &nbsp;&nbsp;&nbsp;&nbsp; (419) |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6010) | &nbsp;&nbsp;&nbsp;&nbsp; (419) |
|  | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1154) | &nbsp;&nbsp;&nbsp;&nbsp; (365) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cava Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5357) | &nbsp;&nbsp;&nbsp;&nbsp; (324) |
|  | &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6626) | &nbsp;&nbsp;&nbsp;&nbsp; (202) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(45014)** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Consumer Staples (-2.7%)** | **Consumer Staples (-2.7%)** | **Consumer Staples (-2.7%)** | **Consumer Staples (-2.7%)** |
|  | &nbsp;&nbsp;&nbsp;Casey's General Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5835) | &nbsp;&nbsp;&nbsp;&nbsp; (3299) |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;(11936) | &nbsp;&nbsp;&nbsp;&nbsp; (2233) |
|  | &nbsp;&nbsp;&nbsp;Weis Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(22228) | &nbsp;&nbsp;&nbsp;&nbsp; (1597) |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;(17640) | &nbsp;&nbsp;&nbsp;&nbsp; (1054) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11616) | &nbsp;&nbsp;&nbsp;&nbsp; (677) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Celsius Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11066) | &nbsp;&nbsp;&nbsp;&nbsp; (636) |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5911) | &nbsp;&nbsp;&nbsp;&nbsp; (521) |
|  | &nbsp;&nbsp;&nbsp;Primo Brands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(13512) | &nbsp;&nbsp;&nbsp;&nbsp; (299) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(10316)** |
| **Energy (-2.6%)** | **Energy (-2.6%)** | **Energy (-2.6%)** | **Energy (-2.6%)** |
|  | &nbsp;&nbsp;&nbsp;Atlas Energy Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(230001) | &nbsp;&nbsp;&nbsp;&nbsp; (2615) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Borr Drilling Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(791679) | &nbsp;&nbsp;&nbsp;&nbsp; (2129) |
|  | &nbsp;&nbsp;&nbsp;Core Natural Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(19325) | &nbsp;&nbsp;&nbsp;&nbsp; (1613) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sable Offshore Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(70446) | &nbsp;&nbsp;&nbsp;&nbsp; (1230) |
|  | &nbsp;&nbsp;&nbsp;Core Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(80900) | &nbsp;&nbsp;&nbsp;&nbsp; (1000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Uranium Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(51936) | &nbsp;&nbsp;&nbsp;&nbsp; (693) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NextDecade Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(74926) | &nbsp;&nbsp;&nbsp;&nbsp; (509) |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4412) | &nbsp;&nbsp;&nbsp;&nbsp; (469) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(10258)** |
| **Financials (-18.8%)** | **Financials (-18.8%)** | **Financials (-18.8%)** | **Financials (-18.8%)** |
|  | &nbsp;&nbsp;&nbsp;Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(43831) | &nbsp;&nbsp;&nbsp;&nbsp; (3214) |
|  | &nbsp;&nbsp;&nbsp;TFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(237784) | &nbsp;&nbsp;&nbsp;&nbsp; (3133) |
|  | &nbsp;&nbsp;&nbsp;ServisFirst Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(37348) | &nbsp;&nbsp;&nbsp;&nbsp; (3008) |
|  | &nbsp;&nbsp;&nbsp;Flagstar Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(256266) | &nbsp;&nbsp;&nbsp;&nbsp; (2960) |
|  | &nbsp;&nbsp;&nbsp;TPG Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(50882) | &nbsp;&nbsp;&nbsp;&nbsp; (2923) |
|  | &nbsp;&nbsp;&nbsp;UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(479708) | &nbsp;&nbsp;&nbsp;&nbsp; (2921) |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(90194) | &nbsp;&nbsp;&nbsp;&nbsp; (2769) |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(16505) | &nbsp;&nbsp;&nbsp;&nbsp; (2639) |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(154653) | &nbsp;&nbsp;&nbsp;&nbsp; (2618) |
|  | &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(45621) | &nbsp;&nbsp;&nbsp;&nbsp; (2571) |
|  | &nbsp;&nbsp;&nbsp;Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(39749) | &nbsp;&nbsp;&nbsp;&nbsp; (2552) |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(31969) | &nbsp;&nbsp;&nbsp;&nbsp; (2449) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Oscar Health Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(124179) | &nbsp;&nbsp;&nbsp;&nbsp; (2351) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(29248) | &nbsp;&nbsp;&nbsp;&nbsp; (2264) |
|  | &nbsp;&nbsp;&nbsp;PJT Partners Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(12568) | &nbsp;&nbsp;&nbsp;&nbsp; (2234) |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7069) | &nbsp;&nbsp;&nbsp;&nbsp; (2189) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Triumph Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(41205) | &nbsp;&nbsp;&nbsp;&nbsp; (2062) |
|  | &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6799) | &nbsp;&nbsp;&nbsp;&nbsp; (1948) |
|  | &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1065) | &nbsp;&nbsp;&nbsp;&nbsp; (1905) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Baldwin Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(67243) | &nbsp;&nbsp;&nbsp;&nbsp; (1897) |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(143389) | &nbsp;&nbsp;&nbsp;&nbsp; (1886) |
|  | &nbsp;&nbsp;&nbsp;Cannae Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(100420) | &nbsp;&nbsp;&nbsp;&nbsp; (1839) |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5125) | &nbsp;&nbsp;&nbsp;&nbsp; (1750) |
|  | &nbsp;&nbsp;&nbsp;City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;(13315) | &nbsp;&nbsp;&nbsp;&nbsp; (1649) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coastal Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(14035) | &nbsp;&nbsp;&nbsp;&nbsp; (1518) |
|  | &nbsp;&nbsp;&nbsp;GCM Grosvenor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(115007) | &nbsp;&nbsp;&nbsp;&nbsp; (1388) |
|  | &nbsp;&nbsp;&nbsp;Glacier Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(26428) | &nbsp;&nbsp;&nbsp;&nbsp; (1286) |
|  | &nbsp;&nbsp;&nbsp;WaFd Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(42271) | &nbsp;&nbsp;&nbsp;&nbsp; (1280) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Encore Capital Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(30018) | &nbsp;&nbsp;&nbsp;&nbsp; (1253) |
|  | &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(61763) | &nbsp;&nbsp;&nbsp;&nbsp; (1249) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lemonade Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(20683) | &nbsp;&nbsp;&nbsp;&nbsp; (1107) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11694) | &nbsp;&nbsp;&nbsp;&nbsp; (876) |
|  | &nbsp;&nbsp;&nbsp;Live Oak Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(24649) | &nbsp;&nbsp;&nbsp;&nbsp; (868) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1681) | &nbsp;&nbsp;&nbsp;&nbsp; (845) |
|  | &nbsp;&nbsp;&nbsp;Brookfield Asset Management Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(12622) | &nbsp;&nbsp;&nbsp;&nbsp; (719) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ambac Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(71712) | &nbsp;&nbsp;&nbsp;&nbsp; (598) |
|  | &nbsp;&nbsp;&nbsp;Aon plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1613) | &nbsp;&nbsp;&nbsp;&nbsp; (575) |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9659) | &nbsp;&nbsp;&nbsp;&nbsp; (490) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sezzle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4939) | &nbsp;&nbsp;&nbsp;&nbsp; (393) |
|  | &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(207) | &nbsp;&nbsp;&nbsp;&nbsp; (346) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(72522)** |
| **Health Care (-11.4%)** | **Health Care (-11.4%)** | **Health Care (-11.4%)** | **Health Care (-11.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Roivant Sciences Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(232117) | &nbsp;&nbsp;&nbsp;&nbsp; (3512) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RadNet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(43180) | &nbsp;&nbsp;&nbsp;&nbsp; (3291) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Scholar Rock Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(79199) | &nbsp;&nbsp;&nbsp;&nbsp; (2949) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neogen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(472353) | &nbsp;&nbsp;&nbsp;&nbsp; (2697) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ARS Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(264773) | &nbsp;&nbsp;&nbsp;&nbsp; (2661) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(74129) | &nbsp;&nbsp;&nbsp;&nbsp; (2646) |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liquidia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(114631) | &nbsp;&nbsp;&nbsp;&nbsp; (2607) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nuvalent Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(23447) | &nbsp;&nbsp;&nbsp;&nbsp; (2028) |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(78267) | &nbsp;&nbsp;&nbsp;&nbsp; (1782) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Schrodinger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(79643) | &nbsp;&nbsp;&nbsp;&nbsp; (1597) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viking Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(57035) | &nbsp;&nbsp;&nbsp;&nbsp; (1499) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PACS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(105356) | &nbsp;&nbsp;&nbsp;&nbsp; (1446) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Krystal Biotech Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7926) | &nbsp;&nbsp;&nbsp;&nbsp; (1399) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Soleno Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(20700) | &nbsp;&nbsp;&nbsp;&nbsp; (1399) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nuvation Bio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(335941) | &nbsp;&nbsp;&nbsp;&nbsp; (1243) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Innoviva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(62038) | &nbsp;&nbsp;&nbsp;&nbsp; (1132) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Evolent Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(128510) | &nbsp;&nbsp;&nbsp;&nbsp; (1087) |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(10329) | &nbsp;&nbsp;&nbsp;&nbsp; (905) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Trevi Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(98110) | &nbsp;&nbsp;&nbsp;&nbsp; (898) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7009) | &nbsp;&nbsp;&nbsp;&nbsp; (851) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TransMedics Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5954) | &nbsp;&nbsp;&nbsp;&nbsp; (668) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clover Health Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(189778) | &nbsp;&nbsp;&nbsp;&nbsp; (581) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ceribell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(49854) | &nbsp;&nbsp;&nbsp;&nbsp; (573) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Celcuity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11410) | &nbsp;&nbsp;&nbsp;&nbsp; (564) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(12757) | &nbsp;&nbsp;&nbsp;&nbsp; (556) |
|  | &nbsp;&nbsp;&nbsp;GE Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7147) | &nbsp;&nbsp;&nbsp;&nbsp; (537) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Verastem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(58964) | &nbsp;&nbsp;&nbsp;&nbsp; (521) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1106) | &nbsp;&nbsp;&nbsp;&nbsp; (507) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Haemonetics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8179) | &nbsp;&nbsp;&nbsp;&nbsp; (399) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADMA Biologics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(27133) | &nbsp;&nbsp;&nbsp;&nbsp; (398) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globus Medical Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6541) | &nbsp;&nbsp;&nbsp;&nbsp; (374) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TG Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9901) | &nbsp;&nbsp;&nbsp;&nbsp; (358) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GeneDx Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3122) | &nbsp;&nbsp;&nbsp;&nbsp; (336) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(44001)** |
| **Industrials (-16.9%)** | **Industrials (-16.9%)** | **Industrials (-16.9%)** | **Industrials (-16.9%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(43949) | &nbsp;&nbsp;&nbsp;&nbsp; (4016) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CECO Environmental Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(65640) | &nbsp;&nbsp;&nbsp;&nbsp; (3361) |
|  | &nbsp;&nbsp;&nbsp;VSE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(19291) | &nbsp;&nbsp;&nbsp;&nbsp; (3207) |
|  | &nbsp;&nbsp;&nbsp;AAON Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(31983) | &nbsp;&nbsp;&nbsp;&nbsp; (2988) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CACI International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5719) | &nbsp;&nbsp;&nbsp;&nbsp; (2852) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(29544) | &nbsp;&nbsp;&nbsp;&nbsp; (2803) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joby Aviation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(173081) | &nbsp;&nbsp;&nbsp;&nbsp; (2794) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;First Advantage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(175919) | &nbsp;&nbsp;&nbsp;&nbsp; (2707) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CBIZ Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(50309) | &nbsp;&nbsp;&nbsp;&nbsp; (2664) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;(12320) | &nbsp;&nbsp;&nbsp;&nbsp; (2659) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ameresco Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(76380) | &nbsp;&nbsp;&nbsp;&nbsp; (2565) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fluence Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(233508) | &nbsp;&nbsp;&nbsp;&nbsp; (2522) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;(41126) | &nbsp;&nbsp;&nbsp;&nbsp; (2347) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Transcat Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(32033) | &nbsp;&nbsp;&nbsp;&nbsp; (2345) |
|  | &nbsp;&nbsp;&nbsp;Insperity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(46638) | &nbsp;&nbsp;&nbsp;&nbsp; (2295) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Trex Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(40770) | &nbsp;&nbsp;&nbsp;&nbsp; (2107) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Archer Aviation Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(218410) | &nbsp;&nbsp;&nbsp;&nbsp; (2092) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Montrose Environmental Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(62865) | &nbsp;&nbsp;&nbsp;&nbsp; (1726) |
|  | &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(37306) | &nbsp;&nbsp;&nbsp;&nbsp; (1722) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Frontier Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(379785) | &nbsp;&nbsp;&nbsp;&nbsp; (1677) |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2132) | &nbsp;&nbsp;&nbsp;&nbsp; (1299) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Intuitive Machines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(115711) | &nbsp;&nbsp;&nbsp;&nbsp; (1217) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rocket Lab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(23843) | &nbsp;&nbsp;&nbsp;&nbsp; (1142) |
|  | &nbsp;&nbsp;&nbsp;FTAI Infrastructure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(257299) | &nbsp;&nbsp;&nbsp;&nbsp; (1122) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RXO Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(72335) | &nbsp;&nbsp;&nbsp;&nbsp; (1112) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1364) | &nbsp;&nbsp;&nbsp;&nbsp; (979) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(180533) | &nbsp;&nbsp;&nbsp;&nbsp; (888) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amentum Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(34269) | &nbsp;&nbsp;&nbsp;&nbsp; (821) |
|  | &nbsp;&nbsp;&nbsp;JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5828) | &nbsp;&nbsp;&nbsp;&nbsp; (819) |
|  | &nbsp;&nbsp;&nbsp;RB Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6853) | &nbsp;&nbsp;&nbsp;&nbsp; (743) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pursuit Attractions & Hospitality Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(17912) | &nbsp;&nbsp;&nbsp;&nbsp; (648) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AeroVironment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1518) | &nbsp;&nbsp;&nbsp;&nbsp; (478) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3646) | &nbsp;&nbsp;&nbsp;&nbsp; (442) |
|  | &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(24044) | &nbsp;&nbsp;&nbsp;&nbsp; (428) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Driven Brands Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(24482) | &nbsp;&nbsp;&nbsp;&nbsp; (394) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BlackSky Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(19338) | &nbsp;&nbsp;&nbsp;&nbsp; (390) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Saia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1077) | &nbsp;&nbsp;&nbsp;&nbsp; (322) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACV Auctions Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(32283) | &nbsp;&nbsp;&nbsp;&nbsp; (320) |
|  | &nbsp;&nbsp;&nbsp;Vestis Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(60912) | &nbsp;&nbsp;&nbsp;&nbsp; (276) |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Titan International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(19804) | &nbsp;&nbsp;&nbsp;&nbsp; (150) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(65439)** |
| **Information Technology (-12.3%)** | **Information Technology (-12.3%)** | **Information Technology (-12.3%)** | **Information Technology (-12.3%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SiTime Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(11600) | &nbsp;&nbsp;&nbsp;&nbsp; (3495) |
|  | &nbsp;&nbsp;&nbsp;Crane NXT Co. | &nbsp;&nbsp;&nbsp;&nbsp;(50505) | &nbsp;&nbsp;&nbsp;&nbsp; (3387) |
|  | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(31371) | &nbsp;&nbsp;&nbsp;&nbsp; (2901) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SailPoint Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(129118) | &nbsp;&nbsp;&nbsp;&nbsp; (2851) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(55427) | &nbsp;&nbsp;&nbsp;&nbsp; (2733) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(12197) | &nbsp;&nbsp;&nbsp;&nbsp; (2690) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(282498) | &nbsp;&nbsp;&nbsp;&nbsp; (2574) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NextNav Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(176948) | &nbsp;&nbsp;&nbsp;&nbsp; (2530) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PAR Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(60035) | &nbsp;&nbsp;&nbsp;&nbsp; (2376) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Terawulf Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(172659) | &nbsp;&nbsp;&nbsp;&nbsp; (1972) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vertex Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(73927) | &nbsp;&nbsp;&nbsp;&nbsp; (1833) |
|  | &nbsp;&nbsp;&nbsp;Adeia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(98362) | &nbsp;&nbsp;&nbsp;&nbsp; (1653) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(10013) | &nbsp;&nbsp;&nbsp;&nbsp; (1629) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clearwater Analytics Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(88222) | &nbsp;&nbsp;&nbsp;&nbsp; (1590) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Knowles Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(62760) | &nbsp;&nbsp;&nbsp;&nbsp; (1463) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aurora Innovation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(261339) | &nbsp;&nbsp;&nbsp;&nbsp; (1409) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IonQ Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(20689) | &nbsp;&nbsp;&nbsp;&nbsp; (1272) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;I3 Verticals Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(38914) | &nbsp;&nbsp;&nbsp;&nbsp; (1263) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globant SA | &nbsp;&nbsp;&nbsp;&nbsp;(21062) | &nbsp;&nbsp;&nbsp;&nbsp; (1209) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkami Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(46879) | &nbsp;&nbsp;&nbsp;&nbsp; (1164) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Riot Blockchain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(52656) | &nbsp;&nbsp;&nbsp;&nbsp; (1002) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Block Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;(10935) | &nbsp;&nbsp;&nbsp;&nbsp; (790) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Applied Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(28956) | &nbsp;&nbsp;&nbsp;&nbsp; (664) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zeta Global Holdings Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(29805) | &nbsp;&nbsp;&nbsp;&nbsp; (592) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enphase Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(16025) | &nbsp;&nbsp;&nbsp;&nbsp; (567) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Eastman Kodak Co. | &nbsp;&nbsp;&nbsp;&nbsp;(86260) | &nbsp;&nbsp;&nbsp;&nbsp; (553) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novanta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5116) | &nbsp;&nbsp;&nbsp;&nbsp; (512) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Varonis Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7694) | &nbsp;&nbsp;&nbsp;&nbsp; (442) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clearfield Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(10297) | &nbsp;&nbsp;&nbsp;&nbsp; (354) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(47470)** |
| **Materials (-5.5%)** | **Materials (-5.5%)** | **Materials (-5.5%)** | **Materials (-5.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novagold Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(416872) | &nbsp;&nbsp;&nbsp;&nbsp; (3669) |
|  | &nbsp;&nbsp;&nbsp;Warrior Met Coal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(52050) | &nbsp;&nbsp;&nbsp;&nbsp; (3312) |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;(57882) | &nbsp;&nbsp;&nbsp;&nbsp; (2686) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ramaco Resources Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(80308) | &nbsp;&nbsp;&nbsp;&nbsp; (2665) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Perpetua Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(127418) | &nbsp;&nbsp;&nbsp;&nbsp; (2578) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ivanhoe Electric Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(116577) | &nbsp;&nbsp;&nbsp;&nbsp; (1463) |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(16737) | &nbsp;&nbsp;&nbsp;&nbsp; (1290) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PureCycle Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(71877) | &nbsp;&nbsp;&nbsp;&nbsp; (945) |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3263) | &nbsp;&nbsp;&nbsp;&nbsp; (890) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;United States Antimony Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(83260) | &nbsp;&nbsp;&nbsp;&nbsp; (516) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(32040) | &nbsp;&nbsp;&nbsp;&nbsp; (391) |
|  | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp;(22071) | &nbsp;&nbsp;&nbsp;&nbsp; (350) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(44567) | &nbsp;&nbsp;&nbsp;&nbsp; (310) |
|  | &nbsp;&nbsp;&nbsp;Ramaco Resources Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3030) | &nbsp;&nbsp;&nbsp;&nbsp; (51) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(21116)** |
| **Real Estate (-7.3%)** | **Real Estate (-7.3%)** | **Real Estate (-7.3%)** | **Real Estate (-7.3%)** |
|  | &nbsp;&nbsp;&nbsp;JBG SMITH Properties | &nbsp;&nbsp;&nbsp;&nbsp;(136799) | &nbsp;&nbsp;&nbsp;&nbsp; (3044) |
|  | &nbsp;&nbsp;&nbsp;Macerich Co. | &nbsp;&nbsp;&nbsp;&nbsp;(152763) | &nbsp;&nbsp;&nbsp;&nbsp; (2780) |
|  | &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;(90110) | &nbsp;&nbsp;&nbsp;&nbsp; (2723) |
|  | &nbsp;&nbsp;&nbsp;Safehold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(157135) | &nbsp;&nbsp;&nbsp;&nbsp; (2434) |
|  | &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(69849) | &nbsp;&nbsp;&nbsp;&nbsp; (2079) |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(211303) | &nbsp;&nbsp;&nbsp;&nbsp; (1904) |
|  | &nbsp;&nbsp;&nbsp;Farmland Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(170536) | &nbsp;&nbsp;&nbsp;&nbsp; (1855) |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(17905) | &nbsp;&nbsp;&nbsp;&nbsp; (1728) |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(12524) | &nbsp;&nbsp;&nbsp;&nbsp; (1616) |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(21785) | &nbsp;&nbsp;&nbsp;&nbsp; (1324) |
|  | &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(13036) | &nbsp;&nbsp;&nbsp;&nbsp; (1168) |
|  | &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(205954) | &nbsp;&nbsp;&nbsp;&nbsp; (1044) |
|  | &nbsp;&nbsp;&nbsp;Lineage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(24513) | &nbsp;&nbsp;&nbsp;&nbsp; (947) |
|  | &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(75692) | &nbsp;&nbsp;&nbsp;&nbsp; (839) |
|  | &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;&nbsp;(151568) | &nbsp;&nbsp;&nbsp;&nbsp; (668) |
|  | &nbsp;&nbsp;&nbsp;Acadia Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;(31220) | &nbsp;&nbsp;&nbsp;&nbsp; (629) |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11042) | &nbsp;&nbsp;&nbsp;&nbsp; (454) |
|  | &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(46964) | &nbsp;&nbsp;&nbsp;&nbsp; (391) |
|  | &nbsp;&nbsp;&nbsp;Newmark Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;(19841) | &nbsp;&nbsp;&nbsp;&nbsp; (370) |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1819) | &nbsp;&nbsp;&nbsp;&nbsp; (352) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(28349)** |
| **Utilities (-3.1%)** | **Utilities (-3.1%)** | **Utilities (-3.1%)** | **Utilities (-3.1%)** |
|  | &nbsp;&nbsp;&nbsp;Ormat Technologies Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;(34555) | &nbsp;&nbsp;&nbsp;&nbsp; (3326) |
|  | &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(67490) | &nbsp;&nbsp;&nbsp;&nbsp; (2323) |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(13730) | &nbsp;&nbsp;&nbsp;&nbsp; (1231) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Oklo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(10642) | &nbsp;&nbsp;&nbsp;&nbsp; (1188) |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(15063) | &nbsp;&nbsp;&nbsp;&nbsp; (1137) |
|  | &nbsp;&nbsp;&nbsp;American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7997) | &nbsp;&nbsp;&nbsp;&nbsp; (1113) |
|  | &nbsp;&nbsp;&nbsp;Clearway Energy Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;(20786) | &nbsp;&nbsp;&nbsp;&nbsp; (587) |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5058) | &nbsp;&nbsp;&nbsp;&nbsp; (455) |
|  | &nbsp;&nbsp;&nbsp;Consolidated Water Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(12286) | &nbsp;&nbsp;&nbsp;&nbsp; (434) |
|  | &nbsp;&nbsp;&nbsp;Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5939) | &nbsp;&nbsp;&nbsp;&nbsp; (321) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **(12115)** |
| **Total Common Stocks Sold Short<br> (Proceeds $340,719)** | **Total Common Stocks Sold Short<br> (Proceeds $340,719)** | **Total Common Stocks Sold Short<br> (Proceeds $340,719)** | &nbsp;&nbsp;&nbsp;&nbsp;**(372343)** |
| **Other Assets and Other Liabilities—Net (96.7%)** | **Other Assets and Other Liabilities—Net (96.7%)** | **Other Assets and Other Liabilities—Net (96.7%)** | &nbsp;&nbsp;&nbsp;&nbsp;**373724** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**386578** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Long security positions with a value of $257,030 are held in a segregated account at the fund's custodian bank and pledged to a broker-dealer as collateral for the fund's obligation to return borrowed securities. For so long as such obligations continue, the fund's access to these assets is subject to authorization from the broker-dealer. |
| 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. |

---

**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.** Short Sales: Short sales are the sales of securities that the fund does not own. The fund sells a security it does not own in anticipation of a decline in the value of that security. In order to deliver the security
to the purchaser, the fund borrows the security from a broker-dealer. The fund must segregate, as collateral for its obligation to return the borrowed security, an amount of cash and long security positions at least
equal to the market value of the security sold short. In the absence of a default, the collateral segregated by the fund cannot be repledged, resold or rehypothecated. This results in the fund holding a significant
portion of its assets in cash. The fund later closes out the position by returning the security to the lender, typically by purchasing the security in the open market. Long security positions segregated as collateral
are shown in the Schedule of Investments.

**C.** Various inputs may be used to determine the value of the fund's investments. 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 valued with significant unobservable inputs are noted on the Schedule of Investments.**

At September 30, 2025, 100% of the market value of the fund's investments 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 MONTGOMERY FUNDS

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $722767274.37

**Total Liabilities:** $336244738.49

**Net Assets:** $386522535.88

**Cash Not Reported:** $378855186.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054090 | -1.82%               | 2.75%                | 2.60%                |
| Class ID C000054091 | -1.83%               | 2.76%                | 2.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6996055.19             | $-1346041.84                               |
| Month 2  | $921842.02               | $7879857.66                                |
| Month 3  | $-1263272.61             | $10748938.26                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                          | AAON INC                       | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31983 | NS      | $-2988491.52  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO BRANDS CORP               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    138788 | NS      | $553764.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA BIOLOGICS INC             | CUSIP: 000899104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27133 | NS      | $-397769.78   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                  | ACV AUCTIONS-A                 | CUSIP: 00091G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -32283 | NS      | $-319924.53   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     38153 | NS      | $1759616.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                  | ACM RESEARCH-A                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     12771 | NS      | $499729.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     23499 | NS      | $501468.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                               | ACADIA REALTY                  | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Short            | EC               | CORP              | US        |    -23532 | NS      | $-474169.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    308627 | NS      | $2894921.26   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                      | CUSIP: 00676P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -98362 | NS      | $-1652481.60  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     20851 | NS      | $3220436.95   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |    -47963 | NS      | $-2944928.20  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -1518 | NS      | $-478003.02   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                      | AERSALE CORP                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48509 | NS      | $397288.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     33574 | NS      | $129259.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |     -3263 | NS      | $-889885.36   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                           | ALEXANDER & BALD               | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154922 | NS      | $2818031.18   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3467 | NS      | $434137.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                             | ALKAMI TECHNOLOG               | CUSIP: 01644J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -46879 | NS      | $-1164474.36  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     12450 | NS      | $1012683.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                               | ALLEGIANT TRAVEL               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     12843 | NS      | $780469.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7882 | NS      | $1691871.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                          | OKLO INC                       | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10642 | NS      | $-1187966.46  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     16130 | NS      | $1065547.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                        | AMALGAMATED FINA               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50270 | NS      | $1364830.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Short            | EC               | CORP              | US        |    -71712 | NS      | $-598078.08   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-HAUL HOLDING C               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |    -41126 | NS      | $-2347060.82  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                      | AMERESCO INC-A                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |    -76380 | NS      | $-2564840.40  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                              | AMENTUM HOLDINGS               | CUSIP: 023939101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34269 | NS      | $-820742.55   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58363 | NS      | $1185936.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86974 | NS      | $522713.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                      | AMER SUPERCONDTR               | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     10649 | NS      | $632444.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -7997 | NS      | $-1113102.43  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13062 | NS      | $438360.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                       | ANTERIX INC                    | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     23190 | NS      | $497889.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                       | APPIAN CORP-A                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     29431 | NS      | $899705.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                              | APPLIED DIGITAL                | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |    -28956 | NS      | $-664250.64   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | APPLOVIN CO-CL A               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       643 | NS      | $462021.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | ARCHER AVIATIO-A               | CUSIP: 03945R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -218410 | NS      | $-2092367.80  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |    -17640 | NS      | $-1053813.60  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                       | ARDELYX INC                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    224805 | NS      | $1238675.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -16505 | NS      | $-2638984.45  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     31358 | NS      | $1081537.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                       | ARVINAS INC                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337610 | NS      | $2876437.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                         | ASANA INC- CL A                | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |    135745 | NS      | $1813553.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                | ASPEN AEROGELS I               | CUSIP: 04523Y105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44567 | NS      | $-310186.32   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    116737 | NS      | $3001308.27   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | AURORA INNOVATIO               | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |   -261339 | NS      | $-1408617.21  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                           | AVIDITY BIOSCIEN               | CUSIP: 05370A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12757 | NS      | $-555822.49   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     76549 | NS      | $2894317.69   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | AXON ENTERPRISE                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -1364 | NS      | $-978860.96   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | AXSOME THERAPEUT               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |     -7009 | NS      | $-851243.05   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                   | BALDWIN INSURANC               | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67243 | NS      | $-1896925.03  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                          | BKV CORPORATION                | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |     18343 | NS      | $424273.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     12175 | NS      | $2244704.75   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                   | BANCORP INC/THE                | CUSIP: 05969A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11694 | NS      | $-875763.66   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                     | BANDWIDTH INC-A                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     42112 | NS      | $702007.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     45227 | NS      | $1725862.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     95678 | NS      | $2464665.28   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |    -78267 | NS      | $-1782139.59  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |    -30327 | NS      | $-2323654.74  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                                  | COMMERCE.COM INC               | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |    474654 | NS      | $2368523.46   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    222444 | NS      | $1688349.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                     | BIOVENTUS - A                  | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52066 | NS      | $348321.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                              | BJ'S RESTAURANTS               | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     53393 | NS      | $1630088.29   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | BLACK HILLS CORP               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     26994 | NS      | $1662560.46   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                           | BLACKSKY TECHNOL               | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19338 | NS      | $-389660.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     55370 | NS      | $397002.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                              | BLUE OWL CAPITAL               | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -154653 | NS      | $-2618275.29  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -12320 | NS      | $-2659025.60  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                    | BOWHEAD SPECIALT               | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54121 | NS      | $1463431.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     19275 | NS      | $1023117.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13942 | NS      | $628784.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                 | BRISTOW GROUP IN               | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     10105 | NS      | $364588.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     73269 | NS      | $2028085.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     56538 | NS      | $1010334.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                    | BROOKFIELD INFRA               | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61773 | NS      | $2540105.76   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                         | BROOKFIELD RENEW               | CUSIP: 11285B108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67490 | NS      | $-2323005.80  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                   | BROOKFIELD-A                   | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | US        |    -10703 | NS      | $-609428.82   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | BUILDERS FIRSTSO               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |     -3646 | NS      | $-442077.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                        | BUMBLE INC-A                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88066 | NS      | $536321.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                          | CBIZ INC                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Short            | EC               | CORP              | US        |    -49127 | NS      | $-2601765.92  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc            | CCC INTELLIGENT                | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -282498 | NS      | $-2573556.78  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                           | CECO ENVIRONMNTL               | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Short            | EC               | CORP              | US        |    -65640 | NS      | $-3360768.00  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      3859 | NS      | $510931.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     73667 | NS      | $2913529.85   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     21312 | NS      | $1372066.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Short            | EC               | CORP              | US        |     -5719 | NS      | $-2852522.82  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                         | CALIX INC                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     20598 | NS      | $1264099.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |   -100420 | NS      | $-1838690.20  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     42658 | NS      | $1233242.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                         | CASELLA WASTE                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |    -29544 | NS      | $-2803134.72  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |     -5835 | NS      | $-3298642.20  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                            | CASTLE BIOSCIENC               | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     40830 | NS      | $929699.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                    | CAVA GROUP INC                 | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5357 | NS      | $-323616.37   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4668 | NS      | $2710847.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                      | CELCUITY INC                   | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |    -11410 | NS      | $-563654.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                              | CELSIUS HOLDINGS               | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11066 | NS      | $-636184.34   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     52860 | NS      | $1603772.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc                                      | CERIBELL INC                   | CUSIP: 15678C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44230 | NS      | $-508202.70   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                          | CHEFS WAREHOUSE                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |    -11616 | NS      | $-677561.28   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               | CORP              | US        |    -22071 | NS      | $-349604.64   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                | EXPAND ENERGY CO               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |     -4412 | NS      | $-468730.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | CHURCHILL DOWNS                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |     -8708 | NS      | $-844763.08   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                             | CINEMARK HOLDING               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |    -16516 | NS      | $-462778.32   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6728 | NS      | $1380989.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                | CUSIP: 177835105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13315 | NS      | $-1649329.05  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                           | CLEAN ENERGY FUE               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    191997 | NS      | $495352.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1269403 | NS      | $2005656.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |    -10297 | NS      | $-354010.86   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                 | CLEARWATER AN-A                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -88222 | NS      | $-1589760.44  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     67189 | NS      | $1394843.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | CLEARWAY ENERG-C               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |    -20786 | NS      | $-587204.50   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | CLEVELAND-CLIFFS               | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |    -32040 | NS      | $-390888.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                    | CLOVER HEALTH IN               | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |   -189778 | NS      | $-580720.68   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                         | COASTAL FINANCIA               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Short            | EC               | CORP              | US        |     -9377 | NS      | $-1014310.09  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                  | COEUR MINING INC               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    111588 | NS      | $2093390.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA               | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24727 | NS      | $-948280.45   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | COLUMBUS MCKI/NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     31721 | NS      | $454879.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3537 | NS      | $2918661.66   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     22835 | NS      | $717475.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    122049 | NS      | $1889318.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                | COMPASS MINERALS               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     23883 | NS      | $458553.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Short            | EC               | CORP              | US        |    -37306 | NS      | $-1721671.90  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                             | CORE LABORATORIE               | CUSIP: 21867A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80900 | NS      | $-999924.00   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     81203 | NS      | $1652481.05   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CORE NATURAL RES               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Short            | EC               | CORP              | US        |    -19325 | NS      | $-1613251.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                      | COURSERA                       | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    110689 | NS      | $1296168.19   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | COUSINS PROP                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    105362 | NS      | $3049176.28   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                      | CRANE NXT CO                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |    -50505 | NS      | $-3387370.35  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |    -17905 | NS      | $-1727653.45  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    155658 | NS      | $996211.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                      | DIVERSIFIED HEAL               | CUSIP: 25525P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -151568 | NS      | $-668414.88   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    187061 | NS      | $2963046.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                           | DREAM FINDERS-A                | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -113242 | NS      | $-2935232.64  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO               | CUSIP: 26210V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24482 | NS      | $-394405.02   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Short            | EC               | CORP              | US        |    -43545 | NS      | $-880479.90   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                  | EASTMAN KODAK CO               | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Short            | EC               | CORP              | US        |    -86260 | NS      | $-552926.60   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                     | ECHOSTAR CORP-A                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |    -39751 | NS      | $-3035386.36  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                | ENACT HOLDINGS I               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     25404 | NS      | $973989.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G               | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |    -30018 | NS      | $-1252951.32  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                               | ENERGY RECOVERY                | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     36721 | NS      | $566237.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     54205 | NS      | $434182.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |    -16025 | NS      | $-567124.75   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     27390 | NS      | $3152315.10   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                      | ENTEGRIS INC                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |    -31371 | NS      | $-2900562.66  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                       | VESTIS CORP                    | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Short            | EC               | CORP              | US        |    -60912 | NS      | $-275931.36   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       573 | NS      | $448796.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |     -9659 | NS      | $-490484.02   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                             | EQUITY BANCSHA-A               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      9747 | NS      | $396702.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Short            | EC               | CORP              | US        |    -69849 | NS      | $-2078706.24  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     25020 | NS      | $1661077.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                     | EVERQUOTE INC-A                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16217 | NS      | $370882.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |   -128510 | NS      | $-1087194.60  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                          | EVGO INC                       | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Short            | EC               | CORP              | US        |   -628259 | NS      | $-2971665.07  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     14187 | NS      | $3032471.25   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      5951 | NS      | $729533.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    117662 | NS      | $2429720.30   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       996 | NS      | $731442.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |     -6799 | NS      | $-1947845.51  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                             | FARMLAND PARTNER               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Short            | EC               | CORP              | US        |   -170536 | NS      | $-1855431.68  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                             | FATE THERAPEUTIC               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    308409 | NS      | $388595.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                              | FIRST ADVANTAGE                | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |   -175919 | NS      | $-2707393.41  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |     -1065 | NS      | $-1905455.40  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     23430 | NS      | $591607.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53225 | NS      | $2739490.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |    -12197 | NS      | $-2689804.41  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                  | FIRST WATCH REST               | CUSIP: 33748L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -162681 | NS      | $-2544330.84  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                | FLUENCE ENERGY I               | CUSIP: 34379V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -233508 | NS      | $-2521886.40  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     64110 | NS      | $2514394.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | FRONTDOOR INC                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     16553 | NS      | $1113851.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                       | FRONTIER GROUP H               | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Short            | EC               | CORP              | US        |   -379785 | NS      | $-1676750.78  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                           | FTAI INFRASTRUCT               | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -257299 | NS      | $-1121823.64  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                        | FUBOTV INC                     | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    462678 | NS      | $1920113.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     54082 | NS      | $1439122.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HEALTHCARE TE               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |     -7147 | NS      | $-536739.70   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -7069 | NS      | $-2189552.06  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     37825 | NS      | $809076.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                 | GCM GROSVENOR-A                | CUSIP: 36831E108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -91761 | NS      | $-1107555.27  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2669 | NS      | $802888.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |     -9972 | NS      | $-1382119.20  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | GLACIER BANCORP                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |    -26428 | NS      | $-1286250.76  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | GLOBUS MEDICAL I               | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Short            | EC               | CORP              | US        |     -6541 | NS      | $-374603.07   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     20966 | NS      | $2997509.02   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                          | GOGO INC                       | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Short            | EC               | CORP              | US        |   -160633 | NS      | $-1379837.47  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     54617 | NS      | $2521666.89   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     39720 | NS      | $3024678.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |     -8179 | NS      | $-398644.46   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     36323 | NS      | $2274183.03   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc         | HA SUSTAINABLE I               | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Short            | EC               | CORP              | US        |    -90194 | NS      | $-2768955.80  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                      | HARMONIC INC                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     78867 | NS      | $802866.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     24770 | NS      | $1232802.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                            | HERITAGE COMMERC               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    103813 | NS      | $1030863.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                   | HERITAGE INSURAN               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     16434 | NS      | $413808.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |    -11936 | NS      | $-2232628.80  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     14335 | NS      | $456139.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     84168 | NS      | $755828.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -5439 | NS      | $-771957.27   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     33171 | NS      | $2813232.51   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                     | INSPERITY INC                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |    -46638 | NS      | $-2294589.60  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -62038 | NS      | $-1132193.50  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     94392 | NS      | $2731704.48   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |    -54987 | NS      | $-2551396.80  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                        | INVENTRUST PROPE               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     74618 | NS      | $2135567.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                            | INTUITIVE MACHIN               | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Short            | EC               | CORP              | US        |   -115711 | NS      | $-1217279.72  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     38701 | NS      | $2531819.42   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                          | IONQ INC                       | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |    -20689 | NS      | $-1272373.50  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                      | IRONWOOD PHARMAC               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    476865 | NS      | $624693.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 VERTICALS-A                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |    -38914 | NS      | $-1263148.44  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                         | IVANHOE ELECTRIC               | CUSIP: 46578C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -116577 | NS      | $-1463041.35  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER               | CUSIP: 46590V100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -136799 | NS      | $-3043777.75  | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |   -180533 | NS      | $-888222.36   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                       | JBT MAREL CORP                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -5828 | NS      | $-818542.60   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5113 | NS      | $948052.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | JONES LANG LASAL               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      4778 | NS      | $1425181.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19871 | NS      | $1533246.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                       | KENNEDY-WILSON H               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Short            | EC               | CORP              | US        |    -46964 | NS      | $-390740.48   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      9858 | NS      | $822650.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Short            | EC               | CORP              | US        |    -62760 | NS      | $-1462935.60  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc           | KRATOS DEFENSE &               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |    -43949 | NS      | $-4015620.13  | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                  | KRISPY KREME INC               | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -595718 | NS      | $-2305428.66  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                               | KRYSTAL BIOTECH                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |     -7926 | NS      | $-1399176.78  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                | KURA SUSHI USA-A               | CUSIP: 501270102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22873 | NS      | $-1358884.93  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     33011 | NS      | $991320.33    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                     | LGI HOMES INC                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |    -31879 | NS      | $-1648463.09  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -6626 | NS      | $-202358.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                | LTC PROPERTIES                 | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     24630 | NS      | $907861.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                  | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -39749 | NS      | $-2551885.80  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     15800 | NS      | $2115620.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |    -14743 | NS      | $-793025.97   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |     -5911 | NS      | $-520877.32   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    282291 | NS      | $2506744.08   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                 | LEGALZOOMCOM INC               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |    292595 | NS      | $3037136.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                      | LEMONADE INC                   | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Short            | EC               | CORP              | US        |    -20683 | NS      | $-1107160.99  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     51530 | NS      | $782740.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |    -10307 | NS      | $-1299094.28  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     56330 | NS      | $504716.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                       | LIFESTANCE HEALT               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115718 | NS      | $636449.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                       | LINEAGE INC                    | CUSIP: 53566V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9506 | NS      | $-367311.84   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Holding Corp                    | LIONSGATE STUDIO               | CUSIP: 53626N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -383592 | NS      | $-2646784.80  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                     | LIQUIDIA CORP                  | CUSIP: 53635D202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -114631 | NS      | $-2606708.94  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                 | LITHIA MOTORS                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |     -1154 | NS      | $-364664.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                           | LIVE OAK BANCSHA               | CUSIP: 53803X105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24649 | NS      | $-868137.78   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     17239 | NS      | $1531512.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     84578 | NS      | $517617.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -10013 | NS      | $-1629215.23  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     69977 | NS      | $1540193.77   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    116566 | NS      | $3306977.42   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     74821 | NS      | $2593295.86   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     15730 | NS      | $2272041.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | MACERICH CO                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               | CORP              | US        |   -152763 | NS      | $-2780286.60  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                           | SPHERE ENTERTAIN               | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -51762 | NS      | $-3215455.44  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | MADRIGAL PHARMAC               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |     -1106 | NS      | $-507277.96   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                     | MAPLEBEAR INC                  | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24609 | NS      | $904626.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     15739 | NS      | $3349416.59   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | MATADOR RESOURCE               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     35498 | NS      | $1594925.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                   | MATCH GROUP INC                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     15913 | NS      | $562047.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7856 | NS      | $774523.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    157208 | NS      | $2527904.64   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |     -1448 | NS      | $-440032.72   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Short            | EC               | CORP              | US        |   -205954 | NS      | $-1044186.78  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84370 | NS      | $1413197.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                          | MERSANA THERAPEU               | CUSIP: 59045L205<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |      4724 | NS      | $36658.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4891 | NS      | $2533293.45   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                | MIDDLESEX WATER                | CUSIP: 596680108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5939 | NS      | $-321418.68   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                           | MILLROSE PROPERT               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26889 | NS      | $903739.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     11762 | NS      | $303812.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | MOELIS & CO-CL A               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      5760 | NS      | $410803.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6945 | NS      | $735058.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                  | MONTROSE ENVIRON               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Short            | EC               | CORP              | US        |    -62865 | NS      | $-1726272.90  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     10235 | NS      | $354949.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS INC               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     80301 | NS      | $3078740.34   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     15470 | NS      | $2505366.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     20976 | NS      | $1937553.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |    -90110 | NS      | $-2723124.20  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                      | NATIONAL VISION                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    122329 | NS      | $3570783.51   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Short            | EC               | CORP              | US        |   -143389 | NS      | $-1885565.35  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                       | NEOGEN CORP                    | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |   -472353 | NS      | $-2697135.63  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                       | NETGEAR INC                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     28156 | NS      | $911972.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                        | ATLAS ENERGY SOL               | CUSIP: 642045108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -211642 | NS      | $-2406369.54  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                            | FLAGSTAR FINANCI               | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |   -256266 | NS      | $-2959872.30  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                 | NEWMARK GROUP-A                | CUSIP: 65158N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19841 | NS      | $-370034.65   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     14117 | NS      | $1190204.27   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |    -15063 | NS      | $-1137105.87  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                   | NEXTDECADE CORP                | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Short            | EC               | CORP              | US        |    -74926 | NS      | $-508747.54   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                       | NEXTNAV INC                    | CUSIP: 65345N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -176948 | NS      | $-2530356.40  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE INC -CL B                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -6010 | NS      | $-419077.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |     -2132 | NS      | $-1299070.24  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                            | NOVAGOLD RES                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Short            | EC               | CORP              | US        |   -416872 | NS      | $-3668473.60  | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                       | NOVANTA INC                    | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5116 | NS      | $-512367.40   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     43808 | NS      | $534019.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4438 | NS      | $828042.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                      | NUVALENT INC-A                 | CUSIP: 670703107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23447 | NS      | $-2027696.56  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                  | NUVATION BIO INC               | CUSIP: 67080N101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -335941 | NS      | $-1242981.70  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     62216 | NS      | $2705773.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     26096 | NS      | $646658.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     37533 | NS      | $1142879.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -55427 | NS      | $-2733105.37  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    299696 | NS      | $3200753.28   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                            | ORMAT TECHNOLOGI               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |    -34555 | NS      | $-3325918.75  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                  | OSCAR HEALTH -A                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |   -124179 | NS      | $-2350708.47  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                  | PJT PARTNERS - A               | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Short            | EC               | CORP              | US        |    -12568 | NS      | $-2233710.64  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     65975 | NS      | $1018654.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      6998 | NS      | $429467.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                    | PACS GROUP INC                 | CUSIP: 69380Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -105356 | NS      | $-1446537.88  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                     | PAGERDUTY INC                  | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     22863 | NS      | $377696.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     18370 | NS      | $2144697.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                               | PAR TECHNOLOGY                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |    -60035 | NS      | $-2376185.30  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     26261 | NS      | $930164.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Short            | EC               | CORP              | US        |    -75692 | NS      | $-838667.36   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     36397 | NS      | $2440782.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                             | PENGUIN SOLUTION               | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |    108243 | NS      | $2844626.04   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                       | REVVITY INC                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |    -10329 | NS      | $-905336.85   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                           | PERPETUA RESOURC               | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Short            | EC               | CORP              | US        |   -127418 | NS      | $-2577666.14  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2216 | NS      | $359435.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                          | PHILLIPS EDISON                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     61439 | NS      | $2109200.87   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                      | PHREESIA INC                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     53246 | NS      | $1252345.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                         | PIEDMONT REALTY                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177545 | NS      | $1597905.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     13497 | NS      | $549597.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |    -13730 | NS      | $-1231031.80  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | PIPER SANDLER CO               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1169 | NS      | $405631.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    187906 | NS      | $2144007.46   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING               | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    399328 | NS      | $1553385.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                    | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |    -27994 | NS      | $-1627291.22  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      7601 | NS      | $965403.01    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                    | PORTILLO'S-CL A                | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -150601 | NS      | $-971376.45   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                 | POWER SOLUTIONS                | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      3988 | NS      | $391701.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     27652 | NS      | $3351145.88   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                 | PRIMO BRANDS COR               | CUSIP: 741623102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13512 | NS      | $-298615.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     26208 | NS      | $3599144.64   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                          | PROCEPT BIOROBOT               | CUSIP: 74276L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -64999 | NS      | $-2319814.31  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     43079 | NS      | $1394036.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10591 | NS      | $2615447.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                       | PROGYNY INC                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63490 | NS      | $1366304.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83625 | NS      | $438195.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                        | PURECYCLE TECHNO               | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71877 | NS      | $-945182.55   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17906 | NS      | $2978842.16   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QUANTUMSCAPE COR               | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71541 | NS      | $-881385.12   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                     | RB GLOBAL INC                  | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | US        |     -6853 | NS      | $-742591.08   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                     | REV GROUP INC                  | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      8889 | NS      | $503739.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -6126 | NS      | $-1244558.16  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Short            | EC               | CORP              | US        |    -72335 | NS      | $-1112512.30  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     15564 | NS      | $563728.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                        | RADNET INC                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |    -43180 | NS      | $-3290747.80  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RES-B                   | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |     -3031 | NS      | $-51070.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RESOURC-A               | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |    -80308 | NS      | $-2665422.52  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |    -21785 | NS      | $-1324310.15  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A               | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11370 | NS      | $694252.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO INC                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    246444 | NS      | $2378184.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1901 | NS      | $365239.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                 | UPBOUND GROUP IN               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18576 | NS      | $438950.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc               | RESTAURANT BRAND               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | US        |    -37732 | NS      | $-2420130.48  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                     | REXFORD INDUSTRI               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |    -11042 | NS      | $-453936.62   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     88698 | NS      | $2513701.32   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                | RIOT PLATFORMS I               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |    -52656 | NS      | $-1002043.68  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | ROBINHOOD MARK-A               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     26182 | NS      | $3748738.76   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:72400263                | ROCKET LAB CORP                | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23843 | NS      | $-1142318.13  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     20513 | NS      | $2053966.69   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H               | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45621 | NS      | $-2571199.56  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                              | RYERSON HOLDING                | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     15799 | NS      | $361165.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                  | RYMAN HOSPITALIT               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               | CORP              | US        |    -13036 | NS      | $-1167895.24  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Short            | EC               | CORP              | US        |     -1819 | NS      | $-351703.65   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4183 | NS      | $354927.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                        | SEZZLE INC                     | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Short            | EC               | CORP              | US        |     -4939 | NS      | $-392798.67   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     79111 | NS      | $1975401.67   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7918 | NS      | $702801.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                               | SABLE OFFSHORE C               | CUSIP: 78574H104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -70446 | NS      | $-1229987.16  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | SAFEHOLD INC                   | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Short            | EC               | CORP              | US        |   -157135 | NS      | $-2434021.15  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -1077 | NS      | $-322410.72   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SailPoint Inc                                     | SAILPOINT INC                  | CUSIP: 78781J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -129118 | NS      | $-2850925.44  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                   | SANDISK CORP                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5041 | NS      | $565600.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     26968 | NS      | $519673.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                          | SAVERS VALUE VIL               | CUSIP: 80517M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -62845 | NS      | $-832696.25   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                         | SCHOLAR ROCK HOL               | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |    -79199 | NS      | $-2949370.76  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                     | SCHRODINGER INC                | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Short            | EC               | CORP              | US        |    -79643 | NS      | $-1597638.58  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                        | SELECT WATER SOL               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     69367 | NS      | $741533.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                   | SELECTQUOTE INC                | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     89043 | NS      | $174524.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                              | GENEDX HOLDINGS                | CUSIP: 81663L200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3122 | NS      | $-336364.28   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | SEMPRA                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |     -5058 | NS      | $-455118.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37348 | NS      | $-3007634.44  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | SHIFT4 PAYMENT-A               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29248 | NS      | $-2263795.20  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                           | ARS PHARMACEUTIC               | CUSIP: 82835W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -264773 | NS      | $-2660968.65  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Short            | EC               | CORP              | US        |   -211303 | NS      | $-1903840.03  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                       | SITIME CORP                    | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11600 | NS      | $-3495196.00  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Short            | EC               | CORP              | US        |    -56412 | NS      | $-1281680.64  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     27057 | NS      | $2722475.34   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                           | SKYWATER TECHNOL               | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33995 | NS      | $634346.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                           | SOLENO THERAPEUT               | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |    -20700 | NS      | $-1399320.00  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                         | SONOS INC                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     24483 | NS      | $386831.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | BLOCK INC                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |    -10935 | NS      | $-790272.45   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |    -21592 | NS      | $-1826683.20  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | STARZ ENTERTAINM               | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | US        |    -24373 | NS      | $-359014.29   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8389 | NS      | $973207.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                       | STERLING INFRAST               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4893 | NS      | $1662054.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Short            | EC               | CORP              | US        |    -43831 | NS      | $-3213688.92  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    302983 | NS      | $1663376.67   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |    -12524 | NS      | $-1615596.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    143856 | NS      | $1698939.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    131903 | NS      | $1076328.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                    | SWEETGREEN INC-A               | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -217991 | NS      | $-1739568.18  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     21935 | NS      | $969965.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO               | CUSIP: 87240R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -237784 | NS      | $-3132804.20  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                            | TKO GROUP HOLDIN               | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12696 | NS      | $-2564084.16  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG INC                        | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -50882 | NS      | $-2923170.90  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     19278 | NS      | $2182655.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    366201 | NS      | $2830733.73   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31545 | NS      | $1237825.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                    | SOMNIGROUP INTER               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |    -37903 | NS      | $-3196359.99  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                  | 10X GENOMICS I-A               | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     27774 | NS      | $324678.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     15739 | NS      | $3195646.56   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                      | TERAWULF INC                   | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |   -172659 | NS      | $-1971765.78  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Short            | EC               | CORP              | US        |     -9901 | NS      | $-357673.63   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |     -8388 | NS      | $-869751.72   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                | THRYV HOLDINGS I               | CUSIP: 886029206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -28151 | NS      | $-339501.06   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Short            | EC               | CORP              | US        |    -19804 | NS      | $-149718.24   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     11537 | NS      | $421215.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | TRADEWEB MARKE-A               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2909 | NS      | $322840.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                      | TRANSCAT INC                   | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Short            | EC               | CORP              | US        |    -32033 | NS      | $-2344815.60  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                             | TRANSMEDICS GROU               | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |     -5954 | NS      | $-668038.80   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     26243 | NS      | $2198638.54   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     52523 | NS      | $3124593.27   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74956 | NS      | $1791448.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                       | TREX CO INC                    | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -40770 | NS      | $-2106585.90  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                            | TREVI THERAPEUTI               | CUSIP: 89532M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -98110 | NS      | $-897706.50   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                             | TRIUMPH FINANCIA               | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Short            | EC               | CORP              | US        |    -41205 | NS      | $-2061898.20  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     29996 | NS      | $1371417.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | TURNING POINT BR               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     18046 | NS      | $1784027.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | TUTOR PERINI COR               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     50421 | NS      | $3307113.39   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | TWILIO INC - A                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3144 | NS      | $314682.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                         | UDEMY INC                      | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |    376852 | NS      | $2641732.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     24539 | NS      | $738133.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |   -123554 | NS      | $-616534.46   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     20934 | NS      | $2020131.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                       | US ANTIMONY CORP               | CUSIP: 911549103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -83260 | NS      | $-516212.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                 | US LIME & MINERA               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      6467 | NS      | $850733.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5097 | NS      | $390532.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     56270 | NS      | $344372.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                  | UNIVERSAL INSURA               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     14207 | NS      | $373644.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     14138 | NS      | $2890372.72   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                 | UNIVERSAL TECHNI               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     12784 | NS      | $416119.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                        | UPWORK INC                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    126734 | NS      | $2353450.38   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | URANIUM ENERGY                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |    -29520 | NS      | $-393796.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115839 | NS      | $2371224.33   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM HOLDINGS COR               | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -479708 | NS      | $-2921421.72  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                          | VSE CORP                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |    -19291 | NS      | $-3206935.84  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                | VAREX IMAGIN                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    108946 | NS      | $1350930.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                               | VARONIS SYSTEMS                | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |     -7694 | NS      | $-442174.18   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                      | VERASTEM INC                   | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Short            | EC               | CORP              | US        |    -58964 | NS      | $-520652.12   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                        | VERTEX INC - A                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -73927 | NS      | $-1832650.33  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                         | PURSUIT ATTRACTI               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Short            | EC               | CORP              | US        |    -17912 | NS      | $-648056.16   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     40699 | NS      | $1192480.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                           | VIKING THERAPEUT               | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |    -57035 | NS      | $-1498879.80  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | VIR BIOTECHNOLOG               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81441 | NS      | $465028.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     72505 | NS      | $2573927.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |     -5125 | NS      | $-1749572.50  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                   | VIVID SEATS IN-A               | CUSIP: 92854T209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14146 | NS      | $-235106.52   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                  | WARBY PARKER-A                 | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32234 | NS      | $889013.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Short            | EC               | CORP              | US        |    -52050 | NS      | $-3312462.00  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                          | WAFD INC                       | CUSIP: 938824109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -42271 | NS      | $-1280388.59  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                  | ELME COMMUNITIES               | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     35109 | NS      | $591937.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                          | WEAVE COMMUNICAT               | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45547 | NS      | $304253.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC               | CUSIP: 948849104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22228 | NS      | $-1597526.36  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     25651 | NS      | $1282293.49   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                  | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |    -16737 | NS      | $-1289753.22  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                 | WILLDAN GROUP IN               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     24425 | NS      | $2361653.25   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | WORKIVA INC                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      7981 | NS      | $687004.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                       | WORTHINGTON ENTE               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     22211 | NS      | $1232488.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    167355 | NS      | $1425864.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                         | ZETA GLOBAL HO-A               | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Short            | EC               | CORP              | US        |    -29805 | NS      | $-592225.35   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     54712 | NS      | $3095604.96   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    196546 | NS      | $829424.12    | 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        |   8002678 | NS      | $8002677.91   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    195759 | NS      | $2912893.92   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | ADIENT PLC                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     29417 | NS      | $708361.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | US        |     -1613 | NS      | $-575163.54   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     67928 | NS      | $2915469.76   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                 | BORR DRILLING LT               | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Short            | EC               | CORP              | US        |   -791679 | NS      | $-2129616.51  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                         | CONS WATER CO-OR               | CUSIP: G23773107<br>LEI: 5299001BMEW8X9VIJA73 | Short            | EC               | CORP              | US        |    -12286 | NS      | $-433450.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                | CREDO TECHNOLOGY               | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3418 | NS      | $497694.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1044 | NS      | $390717.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     51162 | NS      | $3251856.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                 | GENIUS SPORTS LT               | CUSIP: G3934V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -213842 | NS      | $-2647363.96  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | HAMILTON INSUR-B               | CUSIP: G42706104<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | US        |     34419 | NS      | $853591.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | JANUS HENDERSON                | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |     71972 | NS      | $3203473.72   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                            | BRIGHTSTAR LOTTE               | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Short            | EC               | CORP              | US        |    -24275 | NS      | $-418743.75   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     40419 | NS      | $2765872.17   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                | LIBERTY GLOBAL-A               | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Short            | EC               | CORP              | US        |    -48545 | NS      | $-556325.70   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                 | JOBY AVIATION IN               | CUSIP: G65163100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -173081 | NS      | $-2793527.34  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                              | ROIVANT SCIENCES               | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Short            | EC               | CORP              | US        |   -232117 | NS      | $-3511930.21  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                       | STONECO LTD-A                  | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |     48121 | NS      | $909968.11    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                              | SUPER GROUP SGHC               | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62718 | NS      | $827877.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                 | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    224043 | NS      | $900652.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Short            | EC               | CORP              | US        |      -207 | NS      | $-346004.64   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                     | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |      4200 | NS      | $1034124.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | GLOBANT SA                     | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | US        |    -21062 | NS      | $-1208537.56  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                           | PAGAYA TECHNOL-A               | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47786 | NS      | $1418766.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |        18 | NS      | $1829.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                             | ARDMORE SHIPPING               | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |     34203 | NS      | $405989.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Short            | EC               | CORP              | US        |    -24044 | NS      | $-427983.20   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD MONTGOMERY FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer