# EDGAR Filing Document

**Accession Number:** 0000932471
**File Stem:** 0001752724-23-050266
**Filing Date:** 2023-3
**Character Count:** 203603
**Document Hash:** 30d42f00359a18fea77f528427eb47a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050266.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050266

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07239
- **FILM NUMBER:** 23693847

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

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

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

## Series and Classes Contracts Data

### Vanguard Strategic Small-Cap Equity Fund (Series ID: S000012432)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000033747 | Investor Shares | VSTCX           |

## Nport-Ex

Vanguard<sup>®</sup> Strategic Small-Cap Equity Fund

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

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** |
| **Communication Services (2.4%)** | **Communication Services (2.4%)** | **Communication Services (2.4%)** | **Communication Services (2.4%)** |
| <sup>\*</sup> | Yelp Inc. Class A | 223289 | 6105 |
| <sup>\*</sup> | Iridium Communications Inc. | 111059 | 5708 |
|  | Madison Square Garden Sports Corp. | 14737 | 2702 |
| <sup>\*</sup> | Consolidated Communications Holdings Inc. | 656508 | 2350 |
| <sup>\*</sup> | Clear Channel Outdoor Holdings Inc. | 2048476 | 2151 |
|  | Cogent Communications Holdings Inc. | 34050 | 1944 |
|  | New York Times Co. Class A | 56494 | 1834 |
|  | Shutterstock Inc. | 26594 | 1402 |
| <sup>\*</sup> | Altice USA Inc. Class A | 246270 | 1133 |
| <sup>\*</sup> | WideOpenWest Inc. | 116295 | 1059 |
| <sup>\*</sup> | ZipRecruiter Inc. Class A | 56171 | 922 |
| <sup>\*</sup> | TripAdvisor Inc. | 48991 | 881 |
| <sup>\*</sup> | PubMatic Inc. Class A | 62478 | 800 |
|  | Nexstar Media Group Inc. Class A | 4282 | 750 |
| <sup>\*</sup> | Endeavor Group Holdings Inc. Class A | 22505 | 507 |
| <sup>\*</sup> | Bandwidth Inc. Class A | 16031 | 368 |
| <sup>\*</sup> | Bumble Inc. Class A | 12192 | 257 |
| <sup>\*,1</sup> | fuboTV Inc. | 129350 | 225 |
|  |  |  | **31098** |
| **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** | **Consumer Discretionary (12.1%)** |
|  | Buckle Inc. | 188455 | 8546 |
| <sup>\*</sup> | Capri Holdings Ltd. | 141997 | 8139 |
|  | Boyd Gaming Corp. | 146862 | 8008 |
| <sup>\*</sup> | Perdoceo Education Corp. | 486667 | 6765 |
| <sup>\*</sup> | Tri Pointe Homes Inc. | 355756 | 6614 |
| <sup>\*</sup> | Skyline Champion Corp. | 119760 | 6169 |
| <sup>\*</sup> | AutoNation Inc. | 53403 | 5730 |
|  | Murphy USA Inc. | 19627 | 5487 |
|  | Brunswick Corp. | 67140 | 4839 |
|  | Oxford Industries Inc. | 46649 | 4347 |
| <sup>\*</sup> | Taylor Morrison Home Corp. Class A | 136916 | 4155 |
|  | Harley-Davidson Inc. | 99418 | 4136 |
|  | Texas Roadhouse Inc. Class A | 45150 | 4106 |
|  | Patrick Industries Inc. | 67517 | 4092 |
| <sup>\*</sup> | Cavco Industries Inc. | 17057 | 3859 |
| <sup>\*</sup> | American Axle & Manufacturing Holdings Inc. | 486039 | 3801 |
| <sup>\*</sup> | Playa Hotels & Resorts NV | 544825 | 3558 |
|  | Marriott Vacations Worldwide Corp. | 25340 | 3411 |
|  | Toll Brothers Inc. | 66944 | 3342 |
|  | Movado Group Inc. | 100530 | 3242 |
| <sup>\*</sup> | SeaWorld Entertainment Inc. | 57673 | 3086 |
|  | Travel & Leisure Co. | 82445 | 3001 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Macy's Inc. | 144907 | 2992 |
|  | Academy Sports & Outdoors Inc. | 45347 | 2383 |
|  | Signet Jewelers Ltd. | 34371 | 2337 |
| <sup>\*</sup> | Chegg Inc. | 91841 | 2321 |
| <sup>\*</sup> | Malibu Boats Inc. Class A | 35799 | 1908 |
|  | Hibbett Inc. | 26681 | 1820 |
| <sup>\*</sup> | WW International Inc. | 470554 | 1816 |
|  | Group 1 Automotive Inc. | 10015 | 1806 |
|  | Carriage Services Inc. Class A | 64776 | 1784 |
| <sup>\*</sup> | 2U Inc. | 284448 | 1784 |
|  | Ruth's Hospitality Group Inc. | 114107 | 1766 |
| <sup>\*</sup> | Master Craft Boat Holdings Inc. | 66848 | 1729 |
| <sup>\*</sup> | Six Flags Entertainment Corp. | 71112 | 1653 |
| <sup>\*</sup> | MarineMax Inc. | 45051 | 1407 |
| <sup>\*</sup> | Modine Manufacturing Co. | 69882 | 1388 |
| <sup>\*</sup> | Qurate Retail Inc. Series A | 844185 | 1376 |
| <sup>\*</sup> | Everi Holdings Inc. | 95563 | 1371 |
|  | Winnebago Industries Inc. | 25662 | 1352 |
|  | Dine Brands Global Inc. | 17373 | 1122 |
|  | Caleres Inc. | 41103 | 916 |
|  | PVH Corp. | 12471 | 880 |
| <sup>\*</sup> | Dorman Products Inc. | 10410 | 842 |
| <sup>\*</sup> | Hilton Grand Vacations Inc. | 21338 | 822 |
|  | Aaron's Co. Inc. | 64553 | 771 |
| <sup>\*</sup> | Liquidity Services Inc. | 51459 | 724 |
|  | Steven Madden Ltd. | 22309 | 713 |
| <sup>\*</sup> | ODP Corp. | 13758 | 627 |
| <sup>\*</sup> | Goodyear Tire & Rubber Co. | 60678 | 616 |
| <sup>\*</sup> | Stitch Fix Inc. Class A | 185363 | 577 |
| <sup>\*</sup> | Quotient Technology Inc. | 156903 | 538 |
| <sup>\*</sup> | Green Brick Partners Inc. | 21939 | 532 |
|  | Wendy's Co. | 23264 | 527 |
| <sup>\*</sup> | Sportsman's Warehouse Holdings Inc. | 54548 | 513 |
|  | ADT Inc. | 53805 | 488 |
|  | Wingstop Inc. | 3520 | 484 |
| <sup>\*</sup> | Monarch Casino & Resort Inc. | 5591 | 430 |
| <sup>\*</sup> | Light & Wonder Inc. | 6915 | 405 |
| <sup>\*</sup> | M/I Homes Inc. | 6755 | 312 |
| <sup>\*</sup> | Chuy's Holdings Inc. | 10834 | 307 |
| <sup>\*</sup> | Genesco Inc. | 6658 | 306 |
|  | Standard Motor Products Inc. | 8768 | 305 |
| <sup>\*</sup> | Golden Entertainment Inc. | 6332 | 237 |
| <sup>\*</sup> | BJ's Restaurants Inc. | 8694 | 229 |
|  | Williams-Sonoma Inc. | 1852 | 213 |
|  |  |  | **155862** |
| **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** |
|  | Ingles Markets Inc. Class A | 88127 | 8501 |
|  | Cal-Maine Foods Inc. | 117855 | 6417 |
|  | Coca-Cola Consolidated Inc. | 10710 | 5487 |
| <sup>\*</sup> | Pilgrim's Pride Corp. | 193107 | 4583 |
| <sup>\*</sup> | elf Beauty Inc. | 79951 | 4421 |
|  | John B Sanfilippo & Son Inc. | 43609 | 3546 |
| <sup>\*</sup> | Coty Inc. Class A | 290163 | 2484 |
|  | Medifast Inc. | 21373 | 2465 |
| <sup>\*</sup> | Herbalife Nutrition Ltd. | 150087 | 2233 |
| <sup>\*</sup> | Hostess Brands Inc. Class A | 93705 | 2103 |
|  | Vector Group Ltd. | 101199 | 1200 |
| <sup>\*</sup> | Darling Ingredients Inc. | 18928 | 1185 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | USANA Health Sciences Inc. | 20241 | 1077 |
|  | Flowers Foods Inc. | 30387 | 873 |
|  | Inter Parfums Inc. | 7228 | 698 |
|  | Turning Point Brands Inc. | 31823 | 688 |
|  | Fresh Del Monte Produce Inc. | 20706 | 542 |
| <sup>\*</sup> | Post Holdings Inc. | 5866 | 530 |
| <sup>\*</sup> | Performance Food Group Co. | 4963 | 290 |
|  |  |  | **49323** |
| **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** |
|  | APA Corp. | 175352 | 8185 |
|  | SM Energy Co. | 178518 | 6218 |
|  | Liberty Energy Inc. Class A | 279302 | 4472 |
| <sup>\*</sup> | Southwestern Energy Co. | 695546 | 4069 |
|  | PBF Energy Inc. Class A | 99312 | 4050 |
| <sup>\*</sup> | Nabors Industries Ltd. (XNYS) | 24872 | 3852 |
| <sup>\*</sup> | Talos Energy Inc. | 197652 | 3732 |
| <sup>\*</sup> | Weatherford International plc | 72938 | 3714 |
|  | Range Resources Corp. | 142207 | 3558 |
|  | Delek US Holdings Inc. | 123182 | 3326 |
| <sup>\*</sup> | US Silica Holdings Inc. | 226749 | 2834 |
| <sup>\*</sup> | W&T Offshore Inc. | 473714 | 2643 |
|  | Marathon Oil Corp. | 96753 | 2619 |
| <sup>\*</sup> | Par Pacific Holdings Inc. | 104988 | 2441 |
| <sup>\*</sup> | Kosmos Energy Ltd. | 344048 | 2188 |
|  | Murphy Oil Corp. | 43277 | 1861 |
| <sup>\*</sup> | Plains GP Holdings LP Class A | 145723 | 1813 |
| <sup>\*</sup> | ProPetro Holding Corp. | 169160 | 1754 |
| <sup>\*</sup> | NexTier Oilfield Solutions Inc. | 160277 | 1481 |
| <sup>\*</sup> | Denbury Inc. | 15706 | 1367 |
|  | Viper Energy Partners LP | 42034 | 1336 |
|  | Patterson-UTI Energy Inc. | 68928 | 1161 |
|  | Helmerich & Payne Inc. | 20966 | 1039 |
|  | Comstock Resources Inc. | 63280 | 868 |
|  | CVR Energy Inc. | 24916 | 781 |
| <sup>\*</sup> | Antero Resources Corp. | 24627 | 763 |
| <sup>\*</sup> | Callon Petroleum Co. | 17078 | 633 |
|  | PDC Energy Inc. | 9887 | 628 |
| <sup>\*</sup> | Oceaneering International Inc. | 18748 | 328 |
|  | Permian resources Corp. | 34113 | 321 |
|  | CONSOL Energy Inc. | 4096 | 266 |
|  |  |  | **74301** |
| **Financials (17.1%)** | **Financials (17.1%)** | **Financials (17.1%)** | **Financials (17.1%)** |
|  | Affiliated Managers Group Inc. | 66307 | 10505 |
|  | CNO Financial Group Inc. | 389480 | 8900 |
|  | MGIC Investment Corp. | 666073 | 8659 |
|  | Essent Group Ltd. | 220503 | 8573 |
|  | SLM Corp. | 506355 | 8405 |
|  | Hancock Whitney Corp. | 166523 | 8058 |
|  | Stifel Financial Corp. | 137619 | 8033 |
|  | Radian Group Inc. | 419746 | 8005 |
|  | OFG Bancorp | 289997 | 7992 |
|  | Synovus Financial Corp. | 211708 | 7950 |
|  | Axis Capital Holdings Ltd. | 141271 | 7653 |
|  | Unum Group | 186113 | 7636 |
|  | FNB Corp. | 556156 | 7258 |
|  | SouthState Corp. | 88805 | 6781 |
|  | Popular Inc. | 101834 | 6754 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | International Bancshares Corp. | 127404 | 5830 |
|  | Evercore Inc. Class A | 52749 | 5754 |
|  | PacWest Bancorp | 233552 | 5360 |
|  | Hope Bancorp Inc. | 409990 | 5252 |
|  | Stewart Information Services Corp. | 122805 | 5247 |
| <sup>\*</sup> | Enstar Group Ltd. | 22008 | 5085 |
| <sup>\*</sup> | LendingClub Corp. | 551122 | 4850 |
|  | UMB Financial Corp. | 54493 | 4551 |
|  | Navient Corp. | 222054 | 3653 |
|  | American Equity Investment Life Holding Co. | 76922 | 3509 |
|  | Banner Corp. | 54951 | 3473 |
| <sup>\*</sup> | Genworth Financial Inc. Class A | 631490 | 3341 |
|  | Virtu Financial Inc. Class A | 162146 | 3309 |
|  | Towne Bank | 99777 | 3077 |
|  | BGC Partners Inc. Class A | 799566 | 3014 |
|  | Central Pacific Financial Corp. | 130084 | 2638 |
|  | Westamerica BanCorp. | 39913 | 2355 |
|  | First Financial Corp. | 46287 | 2133 |
|  | Wintrust Financial Corp. | 25069 | 2119 |
|  | Brightsphere Investment Group Inc. | 88208 | 1815 |
|  | Atlantic Union Bankshares Corp. | 50423 | 1772 |
|  | Nelnet Inc. Class A | 18869 | 1712 |
|  | S&T Bancorp Inc. | 47642 | 1628 |
| <sup>\*</sup> | Cannae Holdings Inc. | 66301 | 1369 |
|  | Byline Bancorp Inc. | 57998 | 1332 |
|  | First BanCorp. (XNYS) | 94352 | 1200 |
| <sup>\*</sup> | Focus Financial Partners Inc. Class A | 28906 | 1077 |
|  | Jackson Financial Inc. Class A | 30894 | 1075 |
|  | ProAssurance Corp. | 58648 | 1025 |
|  | Horizon Bancorp Inc. | 65364 | 986 |
|  | Hanmi Financial Corp. | 36543 | 904 |
| <sup>\*</sup> | Green Dot Corp. Class A | 46317 | 733 |
|  | Columbia Banking System Inc. | 23188 | 699 |
| <sup>\*</sup> | NMI Holdings Inc. Class A | 32757 | 685 |
|  | Northfield Bancorp Inc. | 42615 | 670 |
|  | Heartland Financial USA Inc. | 14039 | 654 |
|  | Virtus Investment Partners Inc. | 3380 | 647 |
|  | Associated Banc-Corp. | 25974 | 600 |
| <sup>\*,1</sup> | Silvergate Capital Corp. Class A | 24488 | 426 |
|  | Pacific Premier Bancorp Inc. | 12660 | 400 |
|  | First Bancorp (XNGS) | 9085 | 389 |
| <sup>\*</sup> | Palomar Holdings Inc. | 8531 | 385 |
|  | WSFS Financial Corp. | 8488 | 385 |
|  | First Financial Bancorp | 14856 | 360 |
| <sup>\*</sup> | Blucora Inc. | 13312 | 340 |
|  | Provident Financial Services Inc. | 15441 | 330 |
|  | Perella Weinberg Partners Class A | 29570 | 290 |
|  | Origin Bancorp Inc. | 7472 | 274 |
|  | Veritex Holdings Inc. | 9631 | 270 |
|  | Washington Federal Inc. | 7802 | 262 |
|  | Brookline Bancorp Inc. | 17711 | 251 |
|  | Compass Diversified Holdings | 10431 | 190 |
|  |  |  | **220847** |
| **Health Care (13.4%)** | **Health Care (13.4%)** | **Health Care (13.4%)** | **Health Care (13.4%)** |
| <sup>\*</sup> | Medpace Holdings Inc. | 45002 | 9559 |
| <sup>\*</sup> | Alkermes plc | 281972 | 7368 |
| <sup>\*</sup> | AMN Healthcare Services Inc. | 69887 | 7186 |
|  | Bruker Corp. | 101486 | 6937 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Merit Medical Systems Inc. | 91837 | 6486 |
| <sup>\*</sup> | Ionis Pharmaceuticals Inc. | 159022 | 6006 |
| <sup>\*</sup> | Allscripts Healthcare Solutions Inc. | 336133 | 5929 |
| <sup>\*</sup> | CorVel Corp. | 39467 | 5736 |
| <sup>\*</sup> | Tenet Healthcare Corp. | 99617 | 4860 |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 82043 | 4600 |
| <sup>\*</sup> | Deciphera Pharmaceuticals Inc. | 260419 | 4268 |
| <sup>\*</sup> | Protagonist Therapeutics Inc. | 333072 | 3634 |
| <sup>\*</sup> | Sangamo Therapeutics Inc. | 1108937 | 3482 |
| <sup>\*</sup> | TG Therapeutics Inc. | 290197 | 3433 |
| <sup>\*</sup> | NextGen Healthcare Inc. | 180439 | 3389 |
| <sup>\*</sup> | Health Catalyst Inc. | 312405 | 3321 |
| <sup>\*</sup> | FibroGen Inc. | 200813 | 3217 |
| <sup>\*</sup> | STAAR Surgical Co. | 64680 | 3140 |
| <sup>\*</sup> | Agenus Inc. | 1282755 | 3079 |
| <sup>\*</sup> | Nevro Corp. | 75681 | 2997 |
| <sup>\*</sup> | Inspire Medical Systems Inc. | 10934 | 2754 |
| <sup>\*</sup> | MacroGenics Inc. | 401077 | 2691 |
| <sup>\*</sup> | Atara Biotherapeutics Inc. | 805065 | 2641 |
| <sup>\*</sup> | NuVasive Inc. | 59496 | 2454 |
| <sup>\*</sup> | Intercept Pharmaceuticals Inc. | 198084 | 2450 |
| <sup>\*</sup> | Evolent Health Inc. Class A | 86656 | 2433 |
| <sup>\*</sup> | Avanos Medical Inc. | 88010 | 2382 |
| <sup>\*</sup> | Coherus Biosciences Inc. | 295023 | 2337 |
| <sup>\*</sup> | Veeva Systems Inc. Class A | 13167 | 2125 |
| <sup>\*</sup> | ACADIA Pharmaceuticals Inc. | 131484 | 2093 |
| <sup>\*</sup> | PTC Therapeutics Inc. | 53771 | 2052 |
| <sup>\*</sup> | Lantheus Holdings Inc. | 37165 | 1894 |
| <sup>\*,1</sup> | Zymeworks Inc. | 235498 | 1851 |
| <sup>\*</sup> | ViewRay Inc. | 399166 | 1788 |
| <sup>\*</sup> | Haemonetics Corp. | 22530 | 1772 |
| <sup>\*</sup> | 2seventy bio Inc. | 164520 | 1542 |
| <sup>\*</sup> | Inogen Inc. | 73270 | 1444 |
| <sup>\*</sup> | Cerus Corp. | 391289 | 1428 |
| <sup>\*</sup> | Zimvie Inc. | 147268 | 1375 |
| <sup>\*</sup> | Mirati Therapeutics Inc. | 29201 | 1323 |
| <sup>\*</sup> | Rigel Pharmaceuticals Inc. | 859824 | 1290 |
| <sup>\*</sup> | Pediatrix Medical Group Inc. | 83133 | 1235 |
| <sup>\*</sup> | HealthStream Inc. | 46763 | 1162 |
| <sup>\*</sup> | Option Care Health Inc. | 38306 | 1153 |
| <sup>\*</sup> | Natera Inc. | 28104 | 1129 |
| <sup>\*</sup> | Nektar Therapeutics Class A | 499140 | 1128 |
| <sup>\*</sup> | Seres Therapeutics Inc. | 200844 | 1125 |
| <sup>\*</sup> | NGM Biopharmaceuticals Inc. | 213164 | 1070 |
| <sup>\*</sup> | GoodRx Holdings Inc. Class A | 225291 | 1050 |
| <sup>\*</sup> | Alignment Healthcare Inc. | 83442 | 981 |
| <sup>\*</sup> | Puma Biotechnology Inc. | 227827 | 964 |
| <sup>\*</sup> | Morphic Holding Inc. | 35849 | 959 |
| <sup>\*</sup> | Arcturus Therapeutics Holdings Inc. | 55735 | 945 |
| <sup>\*</sup> | Arrowhead Pharmaceuticals Inc. | 22844 | 927 |
| <sup>\*</sup> | Inovio Pharmaceuticals Inc. | 585707 | 914 |
| <sup>\*</sup> | CytomX Therapeutics Inc. | 555119 | 888 |
| <sup>\*</sup> | Glaukos Corp. | 17777 | 776 |
| <sup>\*,1</sup> | Novavax Inc. | 72173 | 742 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | 3330 | 726 |
| <sup>\*</sup> | Shockwave Medical Inc. | 3187 | 655 |
| <sup>\*</sup> | Computer Programs and Systems Inc. | 23856 | 649 |
| <sup>\*</sup> | Bridgebio Pharma Inc. | 81503 | 621 |

---

------

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Precision BioSciences Inc. | 500660 | 596 |
| <sup>\*</sup> | Y-mAbs Therapeutics Inc. | 120515 | 588 |
| <sup>\*</sup> | Apellis Pharmaceuticals Inc. | 11296 | 584 |
| <sup>\*</sup> | GlycoMimetics Inc. | 177063 | 536 |
| <sup>\*</sup> | Enhabit Inc. | 39529 | 520 |
|  | Ensign Group Inc. | 5410 | 512 |
| <sup>\*</sup> | NanoString Technologies Inc. | 63515 | 506 |
| <sup>\*</sup> | Heron Therapeutics Inc. | 194285 | 486 |
| <sup>\*</sup> | Voyager Therapeutics Inc. | 79308 | 484 |
| <sup>\*</sup> | ImmunoGen Inc. | 95720 | 475 |
| <sup>\*</sup> | Sorrento Therapeutics Inc. | 527428 | 467 |
| <sup>\*</sup> | PetIQ Inc. Class A | 49365 | 455 |
| <sup>\*</sup> | AngioDynamics Inc. | 32761 | 451 |
| <sup>\*</sup> | MiMedx Group Inc. | 157072 | 437 |
|  | Chemed Corp. | 850 | 434 |
| <sup>\*</sup> | Vir Biotechnology Inc. | 16219 | 410 |
| <sup>\*</sup> | Editas Medicine Inc. Class A | 43327 | 384 |
| <sup>\*</sup> | Codexis Inc. | 74207 | 346 |
| <sup>\*</sup> | WaVe Life Sciences Ltd. | 48932 | 343 |
| <sup>\*</sup> | Kiniksa Pharmaceuticals Ltd. Class A | 22257 | 333 |
| <sup>\*</sup> | iRhythm Technologies Inc. | 3429 | 321 |
|  | Atrion Corp. | 570 | 319 |
| <sup>\*</sup> | Rapt Therapeutics Inc. | 15706 | 311 |
| <sup>\*</sup> | Joint Corp. | 22122 | 309 |
| <sup>\*</sup> | Atea Pharmaceuticals Inc. | 64273 | 309 |
| <sup>\*</sup> | Odonate Therapeutics Inc. | 161720 | 283 |
| <sup>\*</sup> | Pennant Group Inc. | 25782 | 283 |
| <sup>\*</sup> | Assembly Biosciences Inc. | 212676 | 276 |
| <sup>\*</sup> | Orthofix Medical Inc. | 13284 | 273 |
| <sup>\*</sup> | CareDx Inc. | 22031 | 251 |
| <sup>\*</sup> | Alector Inc. | 23850 | 220 |
|  |  |  | **173047** |
| **Industrials (17.6%)** | **Industrials (17.6%)** | **Industrials (17.6%)** | **Industrials (17.6%)** |
|  | EMCOR Group Inc. | 74181 | 10987 |
| <sup>\*</sup> | Clean Harbors Inc. | 85821 | 9794 |
|  | nVent Electric plc | 247073 | 9505 |
|  | Allison Transmission Holdings Inc. | 224141 | 9324 |
| <sup>\*</sup> | Titan Machinery Inc. | 232456 | 9235 |
|  | UFP Industries Inc. | 96509 | 7648 |
|  | ManpowerGroup Inc. | 84498 | 7031 |
|  | Acuity Brands Inc. | 40850 | 6765 |
|  | Applied Industrial Technologies Inc. | 51178 | 6450 |
|  | Korn Ferry | 125825 | 6369 |
|  | Ryder System Inc. | 75668 | 6324 |
|  | Valmont Industries Inc. | 18957 | 6269 |
|  | Terex Corp. | 145933 | 6234 |
| <sup>\*</sup> | GMS Inc. | 122203 | 6086 |
|  | Kforce Inc. | 110758 | 6073 |
| <sup>\*</sup> | Atkore Inc. | 50422 | 5719 |
|  | Watts Water Technologies Inc. Class A | 38442 | 5621 |
|  | Ennis Inc. | 238271 | 5280 |
| <sup>\*</sup> | NOW Inc. | 352737 | 4480 |
|  | H&E Equipment Services Inc. | 90781 | 4121 |
|  | Triton International Ltd. | 58529 | 4026 |
| <sup>\*</sup> | Hub Group Inc. Class A | 49528 | 3937 |
|  | Heidrick & Struggles International Inc. | 140442 | 3928 |
|  | Spirit AeroSystems Holdings Inc. Class A | 116918 | 3461 |
| <sup>\*</sup> | MRC Global Inc. | 293108 | 3394 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | AGCO Corp. | 21834 | 3028 |
|  | Matson Inc. | 46696 | 2919 |
|  | Rush Enterprises Inc. Class A | 54826 | 2866 |
|  | Boise Cascade Co. | 38858 | 2668 |
|  | Encore Wire Corp. | 18623 | 2562 |
| <sup>\*</sup> | Univar Solutions Inc. | 80545 | 2561 |
|  | GrafTech International Ltd. | 527890 | 2513 |
|  | Resources Connection Inc. | 136015 | 2500 |
|  | Moog Inc. Class A | 26502 | 2326 |
| <sup>\*</sup> | TrueBlue Inc. | 116100 | 2273 |
| <sup>\*</sup> | Heritage-Crystal Clean Inc. | 69702 | 2264 |
| <sup>\*</sup> | SkyWest Inc. | 136396 | 2252 |
|  | Primoris Services Corp. | 101599 | 2229 |
|  | Apogee Enterprises Inc. | 44525 | 1980 |
| <sup>\*</sup> | WillScot Mobile Mini Holdings Corp. | 41442 | 1872 |
| <sup>\*</sup> | Forrester Research Inc. | 48596 | 1738 |
|  | Esab Corp. | 36297 | 1703 |
|  | Marten Transport Ltd. | 85052 | 1682 |
|  | AECOM | 18816 | 1598 |
| <sup>\*</sup> | RXO Inc. | 86488 | 1488 |
| <sup>\*</sup> | Sunrun Inc. | 60453 | 1452 |
| <sup>\*</sup> | JetBlue Airways Corp. | 215355 | 1395 |
| <sup>\*</sup> | Masonite International Corp. | 17107 | 1379 |
|  | Air Lease Corp. Class A | 35742 | 1373 |
| <sup>\*</sup> | Triumph Group Inc. | 129711 | 1365 |
| <sup>\*</sup> | Sterling Infrastructure Inc. | 40643 | 1333 |
|  | Wabash National Corp. | 53281 | 1204 |
|  | Veritiv Corp. | 9018 | 1098 |
|  | AZZ Inc. | 27221 | 1094 |
| <sup>\*</sup> | SP Plus Corp. | 30891 | 1073 |
|  | Genco Shipping & Trading Ltd. | 66276 | 1018 |
|  | Standex International Corp. | 9654 | 989 |
|  | Tetra Tech Inc. | 6561 | 953 |
| <sup>\*</sup> | Kirby Corp. | 14350 | 923 |
| <sup>\*</sup> | Thermon Group Holdings Inc. | 44009 | 884 |
| <sup>\*</sup> | DXP Enterprises Inc. | 27688 | 763 |
|  | Insteel Industries Inc. | 22805 | 628 |
|  | Enerpac Tool Group Corp. Class A | 23500 | 598 |
| <sup>\*</sup> | Daseke Inc. | 100188 | 570 |
|  | Trinity Industries Inc. | 18754 | 555 |
| <sup>\*</sup> | AAR Corp. | 11411 | 512 |
| <sup>\*</sup> | Hireright Holdings Corp. | 42602 | 505 |
| <sup>\*</sup> | American Woodmark Corp. | 9711 | 474 |
|  | Interface Inc. Class A | 41285 | 407 |
|  | Argan Inc. | 10574 | 390 |
|  | Columbus McKinnon Corp. | 9876 | 321 |
|  | Douglas Dynamics Inc. | 8868 | 321 |
|  | Quanex Building Products Corp. | 12879 | 305 |
| <sup>\*</sup> | Harsco Corp. | 39107 | 246 |
| <sup>\*</sup> | ASGN Inc. | 2760 | 225 |
|  | Global Industrial Co. | 9583 | 225 |
|  |  |  | **227661** |
| **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** |
|  | Jabil Inc. | 118524 | 8083 |
| <sup>\*</sup> | Cirrus Logic Inc. | 107532 | 8009 |
| <sup>\*</sup> | Nutanix Inc. Class A | 295400 | 7695 |
| <sup>\*</sup> | Manhattan Associates Inc. | 52759 | 6405 |
| <sup>\*</sup> | Extreme Networks Inc. | 328308 | 6011 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | ExlService Holdings Inc. | 35137 | 5953 |
| <sup>\*</sup> | Super Micro Computer Inc. | 68736 | 5643 |
| <sup>\*</sup> | CommVault Systems Inc. | 89438 | 5620 |
| <sup>\*</sup> | Domo Inc. Class B | 345230 | 4916 |
| <sup>\*</sup> | Yext Inc. | 746162 | 4873 |
| <sup>\*</sup> | Pure Storage Inc. Class A | 181966 | 4869 |
| <sup>\*</sup> | Axcelis Technologies Inc. | 60211 | 4778 |
| <sup>\*</sup> | Diodes Inc. | 60759 | 4626 |
| <sup>\*</sup> | Box Inc. Class A | 141587 | 4408 |
| <sup>\*</sup> | CommScope Holding Co. Inc. | 591558 | 4348 |
| <sup>\*</sup> | MaxLinear Inc. | 127132 | 4316 |
| <sup>\*</sup> | Kyndryl Holdings Inc. | 371502 | 4131 |
| <sup>\*</sup> | Sanmina Corp. | 69002 | 3953 |
| <sup>\*</sup> | Fabrinet | 30138 | 3864 |
| <sup>\*</sup> | RingCentral Inc. Class A | 104523 | 3700 |
| <sup>\*</sup> | 8x8 Inc. | 807958 | 3490 |
| <sup>\*</sup> | Everbridge Inc. | 112650 | 3332 |
| <sup>\*</sup> | Rapid7 Inc. | 92691 | 3150 |
|  | Amkor Technology Inc. | 119568 | 2867 |
| <sup>\*</sup> | Impinj Inc. | 23474 | 2563 |
| <sup>\*</sup> | International Money Express Inc. | 103816 | 2530 |
| <sup>\*</sup> | Teradata Corp. | 58901 | 1983 |
| <sup>\*</sup> | Agilysys Inc. | 23901 | 1892 |
| <sup>\*</sup> | Sumo Logic Inc. | 223005 | 1806 |
|  | CSG Systems International Inc. | 30619 | 1751 |
| <sup>\*</sup> | ScanSource Inc. | 55008 | 1607 |
| <sup>\*</sup> | Arlo Technologies Inc. | 444011 | 1559 |
| <sup>\*</sup> | Lattice Semiconductor Corp. | 22283 | 1446 |
| <sup>\*</sup> | NCR Corp. | 60526 | 1417 |
| <sup>\*</sup> | New Relic Inc. | 23254 | 1313 |
|  | Xerox Holdings Corp. | 87371 | 1276 |
| <sup>\*</sup> | ePlus Inc. | 28579 | 1266 |
| <sup>\*</sup> | Upland Software Inc. | 153335 | 1093 |
| <sup>\*</sup> | Tenable Holdings Inc. | 27554 | 1051 |
|  | Avnet Inc. | 24468 | 1017 |
| <sup>\*</sup> | SMART Global Holdings Inc. | 65937 | 981 |
|  | Vishay Intertechnology Inc. | 42761 | 922 |
| <sup>\*</sup> | TTM Technologies Inc. | 58649 | 884 |
|  | Benchmark Electronics Inc. | 32131 | 858 |
| <sup>\*</sup> | Aeva Technologies Inc. | 564552 | 768 |
| <sup>\*</sup> | LivePerson Inc. | 65391 | 663 |
| <sup>\*</sup> | Momentive Global Inc. | 93342 | 653 |
| <sup>\*</sup> | Infinera Corp. | 94723 | 639 |
| <sup>\*</sup> | Magnachip Semiconductor Corp. | 53109 | 499 |
| <sup>\*</sup> | SecureWorks Corp. Class A | 76277 | 487 |
| <sup>\*</sup> | AvidXchange Holdings Inc. | 46348 | 461 |
| <sup>\*</sup> | Brightcove Inc. | 86508 | 453 |
| <sup>\*</sup> | Conduent Inc. | 101644 | 412 |
| <sup>\*</sup> | BigCommerce Holdings Inc. Series 1 | 44655 | 390 |
| <sup>\*</sup> | Sprinklr Inc. Class A | 45786 | 374 |
|  | PC Connection Inc. | 6356 | 298 |
| <sup>\*</sup> | Digital Turbine Inc. | 17964 | 274 |
|  | Hackett Group Inc. | 12990 | 265 |
|  | A10 Networks Inc. | 15724 | 262 |
| <sup>\*</sup> | OneSpan Inc. | 22612 | 253 |
| <sup>\*</sup> | Squarespace Inc. Class A | 11304 | 251 |
| <sup>\*</sup> | Semtech Corp. | 8611 | 247 |
| <sup>\*</sup> | Unisys Corp. | 48162 | 246 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | ACI Worldwide Inc. | 10192 | 234 |
|  | TTEC Holdings Inc. | 5210 | 230 |
| <sup>\*</sup> | Synaptics Inc. | 2173 | 207 |
|  |  |  | **156821** |
| **Materials (5.4%)** | **Materials (5.4%)** | **Materials (5.4%)** | **Materials (5.4%)** |
|  | Eagle Materials Inc. | 66470 | 8830 |
|  | Olin Corp. | 142021 | 7518 |
|  | Chemours Co. | 231606 | 7092 |
|  | SunCoke Energy Inc. | 771274 | 6656 |
|  | AdvanSix Inc. | 163958 | 6234 |
|  | Warrior Met Coal Inc. | 135831 | 4705 |
|  | Tronox Holdings plc Class A | 327918 | 4496 |
|  | Mercer International Inc. | 262118 | 3051 |
| <sup>\*</sup> | O-I Glass Inc. | 181817 | 3013 |
|  | Innospec Inc. | 23532 | 2420 |
|  | Schnitzer Steel Industries Inc. Class A | 67610 | 2072 |
| <sup>\*</sup> | Ecovyst Inc. | 227800 | 2018 |
| <sup>\*</sup> | LSB Industries Inc. | 138171 | 1838 |
|  | Sylvamo Corp. | 32388 | 1574 |
| <sup>\*</sup> | Ingevity Corp. | 21420 | 1509 |
|  | United States Steel Corp. | 60026 | 1504 |
|  | Huntsman Corp. | 42106 | 1157 |
| <sup>\*</sup> | Arconic Corp. | 51364 | 1087 |
|  | Greif Inc. Class A | 15302 | 1026 |
|  | Ryerson Holding Corp. | 31199 | 944 |
|  | Koppers Holdings Inc. | 14707 | 415 |
|  | Hawkins Inc. | 9500 | 367 |
|  | Myers Industries Inc. | 13813 | 307 |
|  | Sensient Technologies Corp. | 3444 | 251 |
|  |  |  | **70084** |
| **Real Estate (6.4%)** | **Real Estate (6.4%)** | **Real Estate (6.4%)** | **Real Estate (6.4%)** |
|  | DiamondRock Hospitality Co. | 847934 | 6945 |
|  | Essential Properties Realty Trust Inc. | 285713 | 6706 |
|  | Highwoods Properties Inc. | 229436 | 6420 |
|  | Brixmor Property Group Inc. | 273755 | 6206 |
|  | American Assets Trust Inc. | 169984 | 4505 |
|  | SITE Centers Corp. | 296303 | 4047 |
|  | Apple Hospitality REIT Inc. | 246811 | 3895 |
|  | Piedmont Office Realty Trust Inc. Class A | 415325 | 3809 |
|  | Outfront Media Inc. | 212195 | 3518 |
|  | Rayonier Inc. | 99300 | 3273 |
|  | EPR Properties | 83785 | 3160 |
|  | Universal Health Realty Income Trust | 63853 | 3048 |
|  | National Storage Affiliates Trust | 79220 | 2861 |
|  | Xenia Hotels & Resorts Inc. | 202470 | 2669 |
|  | Brandywine Realty Trust | 425305 | 2616 |
|  | Getty Realty Corp. | 66723 | 2259 |
|  | RLJ Lodging Trust | 202095 | 2140 |
|  | Park Hotels & Resorts Inc. | 146045 | 1722 |
|  | RPT Realty | 138584 | 1391 |
|  | Office Properties Income Trust | 98610 | 1316 |
|  | DigitalBridge Group Inc. | 109875 | 1202 |
|  | NexPoint Residential Trust Inc. | 27438 | 1194 |
|  | Paramount Group Inc. | 187564 | 1114 |
|  | Summit Hotel Properties Inc. | 144249 | 1041 |
|  | Armada Hoffler Properties Inc. | 82620 | 950 |
|  | Global Medical REIT Inc. | 89819 | 851 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | One Liberty Properties Inc. | 37488 | 833 |
|  | Chatham Lodging Trust | 63305 | 777 |
|  | Gladstone Commercial Corp. | 39910 | 738 |
|  | Uniti Group Inc. | 78393 | 433 |
|  | Urstadt Biddle Properties Inc. Class A | 19617 | 372 |
|  | Alexander's Inc. | 1669 | 367 |
|  | Life Storage Inc. | 3460 | 341 |
|  | Service Properties Trust | 42471 | 310 |
|  | Ryman Hospitality Properties Inc. | 3241 | 265 |
|  |  |  | **83294** |
| **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** |
|  | National Fuel Gas Co. | 144374 | 9139 |
|  | Portland General Electric Co. | 172500 | 8452 |
|  | Otter Tail Corp. | 140147 | 8228 |
|  | Hawaiian Electric Industries Inc. | 172477 | 7218 |
|  | Black Hills Corp. | 44555 | 3134 |
|  | Unitil Corp. | 57429 | 2950 |
|  | Chesapeake Utilities Corp. | 11110 | 1313 |
|  | MGE Energy Inc. | 5186 | 365 |
|  |  |  | **40799** |
| **Total Common Stocks (Cost $1,253,516)** | **Total Common Stocks (Cost $1,253,516)** | **Total Common Stocks (Cost $1,253,516)** | **1283137** |
| **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>2,3</sup> | Vanguard Market Liquidity Fund, 4.334% **(Cost $6,420)** | 64214 | **6421** |
| **Total Investments (99.8%) (Cost $1,259,936)** | **Total Investments (99.8%) (Cost $1,259,936)** | **Total Investments (99.8%) (Cost $1,259,936)** | **1289558** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **1947** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **1291505** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $2,789,000. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 3 | Collateral of $2,809,000 was received for securities on loan. |
|  | REIT—Real Estate Investment Trust. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini Russell 2000 Index | March 2023 | 96 | 8500 | &nbsp;&nbsp;(15) |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after

------

the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000012432

- **c. LEI of Series:** FO714QET3V4MYCZPGW24

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1289921551.42

**Total Liabilities:** $195186.16

**Net Assets:** $1289726365.26

**Cash Not Reported:** $170590.68

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033747 | 13.04%               | 4.33%                | -5.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5029675.43              | $149613388.34                              |
| Month 2  | $1278125.92              | $54971086.97                               |
| Month 3  | $465723.37               | $-77157437.01                              |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ExlService Holdings Inc                           | EXLSERVICE HOLDI               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     35137 | NS      | $5953261.91   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                        | THERMON GROUP HO               | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     44009 | NS      | $883700.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                               | NEKTAR THERAPEUT               | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    499140 | NS      | $1128056.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                  | MALIBU BOATS-A                 | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35799 | NS      | $1908086.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                  | MOVADO GROUP                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    100530 | NS      | $3242092.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                | ORIGIN BANCORP I               | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      7472 | NS      | $274222.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                       | MASONITE INTERNA               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |     17107 | NS      | $1378995.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       850 | NS      | $433865.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                  | ENSTAR GROUP LTD               | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |     22008 | NS      | $5084728.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     24916 | NS      | $780867.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                         | SORRENTO THERAPE               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    527428 | NS      | $467301.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                          | VIPER ENERGY PAR               | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     42034 | NS      | $1336260.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                    | MGE ENERGY INC                 | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5186 | NS      | $365094.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | OPTION CARE HEAL               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     38306 | NS      | $1152627.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                        | NGM BIOPHARMACEU               | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    213164 | NS      | $1070083.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust              | UNIVERSAL HEALTH               | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     63853 | NS      | $3047703.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     60211 | NS      | $4778344.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                             | PLAINS GP HOLD-A               | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |    145723 | NS      | $1812794.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | INNOSPEC INC                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     23532 | NS      | $2420501.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                               | DORMAN PRODUCTS                | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10410 | NS      | $841856.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     59496 | NS      | $2453615.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                | INGLES MARKETS-A               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     88127 | NS      | $8500730.42   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                         | BENCHMARK ELECTR               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     32131 | NS      | $857576.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     17373 | NS      | $1122295.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                  | WIDEOPENWEST INC               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    116295 | NS      | $1059447.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                        | BUMBLE INC-A                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12192 | NS      | $256641.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                          | SANGAMO THERAPEU               | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |   1108937 | NS      | $3482062.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | COMMVAULT SYSTEM               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     89438 | NS      | $5620283.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                               | HEALTH CATALYST                | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    312405 | NS      | $3320865.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                       | KINIKSA PHARMA-A               | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22257 | NS      | $333409.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    186113 | NS      | $7636216.39   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     36297 | NS      | $1703055.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                 | INTER PARFUMS                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7228 | NS      | $697646.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    140442 | NS      | $3928162.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     22530 | NS      | $1771984.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA               | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    260419 | NS      | $4268267.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                   | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141271 | NS      | $7652650.07   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    123182 | NS      | $3325914.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                    | SCHNITZER STEEL                | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     67610 | NS      | $2072246.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    226749 | NS      | $2834362.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                    | STITCH FIX INC-A               | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    185363 | NS      | $576478.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GlycoMimetics Inc                                 | GLYCOMIMETICS IN               | CUSIP: 38000Q102<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | US        |    177063 | NS      | $536500.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83133 | NS      | $1235356.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | TURNING POINT BR               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     31823 | NS      | $688331.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                | LIGHT & WONDER I               | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     10273 | NS      | $601997.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                        | ONE LIBERTY PROP               | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |     37488 | NS      | $832983.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                     | IMMUNOGEN INC                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     95720 | NS      | $474771.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    296303 | NS      | $4047498.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181817 | NS      | $3012707.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    118524 | NS      | $8083336.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    273755 | NS      | $6206025.85   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                      | SPRINKLR INC-A                 | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     45786 | NS      | $374071.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR CORP                       | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     11411 | NS      | $512353.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     41103 | NS      | $915774.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     15441 | NS      | $329819.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     58649 | NS      | $884426.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    371502 | NS      | $4131102.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    145933 | NS      | $6234257.76   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                        | INOGEN INC                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     73270 | NS      | $1444151.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     96753 | NS      | $2619103.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                          | VOYAGER THERAPEU               | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     79308 | NS      | $483778.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     38858 | NS      | $2668378.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                | HOSTESS BRANDS                 | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93705 | NS      | $2102740.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    486039 | NS      | $3800824.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    101599 | NS      | $2229082.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     50422 | NS      | $5718863.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     84498 | NS      | $7031078.58   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SOUTHSTATE CORP                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     88805 | NS      | $6781149.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17057 | NS      | $3859146.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79220 | NS      | $2861426.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                      | FOCUS FINANCIA-A               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     28906 | NS      | $1077326.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                            | PERMIAN RESOURCE               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     34113 | NS      | $320662.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | VERITIV CORP                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      9018 | NS      | $1097580.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94352 | NS      | $1200157.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    136916 | NS      | $4155400.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                              | ORTHOFIX MEDICAL               | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13284 | NS      | $272720.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                              | BJ'S RESTAURANTS               | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      8694 | NS      | $229347.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                  | MIMEDX GROUP INC               | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157072 | NS      | $436660.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116100 | NS      | $2273238.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     65937 | NS      | $981142.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                       | ENDEAVOR GROUP-A               | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22505 | NS      | $507262.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                       | PACIFIC PREMIER                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     12660 | NS      | $399549.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc                          | ASSEMBLY BIOSCIE               | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |    212676 | NS      | $276478.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    290197 | NS      | $3433030.51   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     57673 | NS      | $3086082.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                           | COHERUS BIOSCIEN               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    295023 | NS      | $2336582.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                          | ALIGNMENT HEALTH               | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83442 | NS      | $981277.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                               | CHUY'S HOLDINGS                | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10834 | NS      | $306602.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     54493 | NS      | $4551255.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | MODINE MFG CO                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     69882 | NS      | $1387856.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                  | RYMAN HOSPITALIT               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      3241 | NS      | $265048.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     45002 | NS      | $9558874.82   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP CORP/THE                   | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13758 | NS      | $626539.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7802 | NS      | $261757.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                    | AIR LEASE C                    | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     35742 | NS      | $1373207.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                         | EPLUS INC                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     28579 | NS      | $1265478.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                          | GREEN BRICK PART               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     21939 | NS      | $531581.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     99418 | NS      | $4135788.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                            | WAVE LIFE SCIENC               | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | US        |     48932 | NS      | $342524.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |     66276 | NS      | $1017999.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | HELMERICH & PAYN               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     20966 | NS      | $1039284.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     63280 | NS      | $867568.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40850 | NS      | $6765168.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     22844 | NS      | $926552.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     12471 | NS      | $880327.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                      | FIBROGEN INC                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    200813 | NS      | $3217024.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                               | CALLON PETROLEUM               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     17078 | NS      | $633423.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                    | LIVEPERSON INC                 | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     65391 | NS      | $663064.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                       | FRESH DEL MONTE                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     20706 | NS      | $542290.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                       | VIEWRAY INC                    | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |    399166 | NS      | $1788263.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    473714 | NS      | $2643324.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                           | AZZ INC                        | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     27221 | NS      | $1094284.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN INC                       | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2760 | NS      | $224884.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                             | AEVA TECHNOLOGIE               | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    564552 | NS      | $767790.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR SURGICAL                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     64680 | NS      | $3139567.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      9887 | NS      | $627626.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                       | CODEXIS INC                    | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74207 | NS      | $345804.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                       | ONESPAN INC                    | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     22612 | NS      | $253028.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     30619 | NS      | $1751406.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                          | MERCER INTERNATI               | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    262118 | NS      | $3051053.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     52749 | NS      | $5753860.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     66301 | NS      | $1369115.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BRIDGEBIO PHARMA               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     81503 | NS      | $621052.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                         | PERELLA WEINBERG               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29570 | NS      | $289786.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                            | PATRICK INDS INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     67517 | NS      | $4091530.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                        | HERITAGE-CRYSTAL               | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69702 | NS      | $2263920.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                     | INTERCEPT PHARMA               | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    198084 | NS      | $2450299.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                         | GLADSTONE COMMER               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |     39910 | NS      | $738335.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     18748 | NS      | $327902.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                       | BRUKER CORP                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    101486 | NS      | $6936568.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                           | GLOBAL MEDICAL R               | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     89819 | NS      | $851484.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     76922 | NS      | $3509181.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                               | WSFS FINANCIAL                 | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      8488 | NS      | $384845.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |    141997 | NS      | $8139268.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     24627 | NS      | $763190.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                 | ANGIODYNAMICS IN               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     32761 | NS      | $451118.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | DARLING INGREDIE               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     18928 | NS      | $1184703.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                             | STIFEL FINANCIAL               | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    137619 | NS      | $8032821.03   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                               | TITAN MACHINERY                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |    232456 | NS      | $9235476.88   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    425305 | NS      | $2615625.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                  | SECUREWORKS CO-A               | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76277 | NS      | $487410.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     44525 | NS      | $1979581.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    111059 | NS      | $5708432.60   | 0.44%             |  |  |  | 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        |     28147 | NS      | $2814405.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     38442 | NS      | $5621373.66   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    144249 | NS      | $1041477.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8531 | NS      | $385259.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     42106 | NS      | $1157072.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING               | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23188 | NS      | $698654.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                            | DXP ENTERPRISES                | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27688 | NS      | $762804.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                             | CARRIAGE SERVICE               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64776 | NS      | $1783931.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     19627 | NS      | $5486531.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    110758 | NS      | $6072861.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     78393 | NS      | $433513.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                             | ARLO TECHNOLOGIE               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    444011 | NS      | $1558478.61   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45347 | NS      | $2382531.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     13312 | NS      | $339855.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    117855 | NS      | $6417204.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI               | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58529 | NS      | $4025624.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                     | INGEVITY CORP                  | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     21420 | NS      | $1508824.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                   | ALEXANDER'S INC                | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1669 | NS      | $367280.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc                               | GOODRX HOLDIN-A                | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225291 | NS      | $1049856.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                            | NORTHFIELD BANCO               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42615 | NS      | $670333.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                | LIBERTY ENERGY I               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279302 | NS      | $4471625.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                  | 2SEVENTY BIO                   | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164520 | NS      | $1541552.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5591 | NS      | $429891.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     80545 | NS      | $2561331.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                      | PROTAGONIST THER               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    333072 | NS      | $3633815.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                            | PUMA BIOTECHNOLO               | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227827 | NS      | $963708.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     60026 | NS      | $1503651.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                              | DOUGLAS DYNAMICS               | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      8868 | NS      | $320666.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | COTY INC-CL A                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    290163 | NS      | $2483795.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                             | RAPT THERAPEUTIC               | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |     15706 | NS      | $310978.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     46649 | NS      | $4346753.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                       | STANDARD MOTOR                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      8768 | NS      | $305126.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                       | HEARTLAND FINL                 | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     14039 | NS      | $654498.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169160 | NS      | $1754189.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      3330 | NS      | $725607.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                        | ZIMVIE INC                     | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |    147268 | NS      | $1375483.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                           | QUOTIENT TECHNOL               | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    156903 | NS      | $538177.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    122805 | NS      | $5247457.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                 | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247073 | NS      | $9504898.31   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                          | AVIDXCHANGE HLDG               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46348 | NS      | $460699.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    229436 | NS      | $6419619.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     18816 | NS      | $1598042.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    125825 | NS      | $6369261.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                       | DENBURY INC                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     15706 | NS      | $1366736.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                       | INSPIRE MEDICAL                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     10934 | NS      | $2754055.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                            | HORIZON BANCORP                | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     65364 | NS      | $985689.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | NUTANIX INC - A                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    295400 | NS      | $7695170.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      4963 | NS      | $289789.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | CLEAN HARBORS                  | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     85821 | NS      | $9793892.52   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |    101834 | NS      | $6753630.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                    | BRIGHTCOVE                     | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     86508 | NS      | $452436.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     96509 | NS      | $7648338.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                          | TOWNE BANK                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     99777 | NS      | $3077122.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     20241 | NS      | $1076821.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     68736 | NS      | $5643225.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | SUNRUN INC                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     60453 | NS      | $1452081.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                           | HIRERIGHT HOLDIN               | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42602 | NS      | $505259.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                              | GLOBAL INDUSTRIAL CO           | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9583 | NS      | $225487.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119760 | NS      | $6168837.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    336133 | NS      | $5929386.12   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | AMKOR TECH INC                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    119568 | NS      | $2867240.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53805 | NS      | $488011.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | GROUP 1 AUTOMOTI               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     10015 | NS      | $1806405.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | MANHATTAN ASSOC                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     52759 | NS      | $6404942.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                         | ATARA BIOTHERAPE               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    805065 | NS      | $2640613.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    355756 | NS      | $6613504.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                     | SYNAPTICS INC                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2173 | NS      | $206782.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |   1282755 | NS      | $3078612.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                   | INTERNATIONAL MO               | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103816 | NS      | $2529995.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                    | ATLANTIC UNION B               | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50423 | NS      | $1771864.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | WINTRUST FINL                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     25069 | NS      | $2118831.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54951 | NS      | $3472903.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     34371 | NS      | $2337228.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     14856 | NS      | $359960.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     39529 | NS      | $520201.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                       | NANOSTRING TECHN               | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     63515 | NS      | $506214.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                | EVERI HOLDINGS I               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     95563 | NS      | $1371329.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     69002 | NS      | $3953124.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     53281 | NS      | $1204150.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    131484 | NS      | $2093225.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                  | BGC PARTNERS-A                 | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    799566 | NS      | $3014363.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    144907 | NS      | $2992329.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     54826 | NS      | $2866303.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                 | QURATE RETAIL-A                | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    844185 | NS      | $1376021.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     60526 | NS      | $1416913.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     18957 | NS      | $6268511.19   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                            | INSTEEL INDS                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     22805 | NS      | $627593.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                              | ENSIGN GROUP INC               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      5410 | NS      | $511840.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | XENIA HOTELS & R               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    202470 | NS      | $2668554.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     32388 | NS      | $1573732.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    222054 | NS      | $3652788.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                 | POST HOLDINGS IN               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5866 | NS      | $529465.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL ENERGY IN               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      4096 | NS      | $266240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                               | EDITAS MEDICINE                | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     43327 | NS      | $384310.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                             | CHATHAM LODGING                | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63305 | NS      | $776752.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                   | SPIRIT AEROSYS-A               | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116918 | NS      | $3460772.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     66944 | NS      | $3341844.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     18869 | NS      | $1712361.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                          | SERVICE PROPERTI               | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     42471 | NS      | $309613.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    181966 | NS      | $4869410.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                         | PETIQ INC                      | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     49365 | NS      | $455145.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    506355 | NS      | $8405493.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                     | INFINERA CORP                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     94723 | NS      | $638433.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     86656 | NS      | $2433300.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                    | OFFICE PROPERTIE               | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98610 | NS      | $1316443.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                      | SEMTECH CORP                   | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      8611 | NS      | $247049.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    135831 | NS      | $4705185.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     37165 | NS      | $1893928.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     41442 | NS      | $1871935.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     51178 | NS      | $6449963.34   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    122203 | NS      | $6085709.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                      | COMPASS DIVERSIF               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     10431 | NS      | $190157.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     51364 | NS      | $1086862.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     71112 | NS      | $1653354.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                 | BRIGHTSPHERE INV               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     88208 | NS      | $1815320.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    146862 | NS      | $8008384.86   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     68928 | NS      | $1160747.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    130084 | NS      | $2638103.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                 | GETTY REALTY                   | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     66723 | NS      | $2258573.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN               | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      6332 | NS      | $236816.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    631490 | NS      | $3340582.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                | AVANOS MEDICAL I               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     88010 | NS      | $2381550.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI WORLDWIDE IN               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     10192 | NS      | $234416.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | HILTON GRAND VAC               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     21338 | NS      | $822366.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    231606 | NS      | $7091775.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    101199 | NS      | $1200220.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | OUTFRONT MEDIA I               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    212195 | NS      | $3518193.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                | BYLINE BANCORP I               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     57998 | NS      | $1332214.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     24872 | NS      | $3851926.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     15724 | NS      | $261490.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     43609 | NS      | $3546283.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     79951 | NS      | $4421290.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | NEXSTAR MEDIA                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4282 | NS      | $749478.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    166523 | NS      | $8058047.97   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                 | TRIUMPH GROUP                  | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    129711 | NS      | $1364559.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    159022 | NS      | $6006260.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     22283 | NS      | $1445721.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                        | INOVIO PHARMACEU               | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |    585707 | NS      | $913702.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                            | FORRESTER RESEAR               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     48596 | NS      | $1737792.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA               | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34050 | NS      | $1943574.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | RIGEL PHARMACEUT               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    859824 | NS      | $1289736.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                | LSB INDUS INC                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    138171 | NS      | $1837674.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    223289 | NS      | $6104721.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                      | RUTH'S HOSPITALI               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    114107 | NS      | $1766376.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                    | NEXPOINT RESI                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     27438 | NS      | $1194101.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                        | FUBOTV INC                     | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129350 | NS      | $225069.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Odonate Therapeutics Inc                          | ODONATE THERAPEU               | CUSIP: 676079106<br>LEI: 549300D50X5LSJ208C14 | Long             | EC               | CORP              | US        |    161720 | NS      | $283010.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                       | HIBBETT INC                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     26681 | NS      | $1820177.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | TEXAS ROADHOUS                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     45150 | NS      | $4106392.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                         | CHESAPEAKE UTIL                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     11110 | NS      | $1312979.80   | 0.10%             |  |  |  | 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        |   3884206 | NS      | $3883817.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     75668 | NS      | $6323574.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    551122 | NS      | $4849873.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | RESOURCES CONNEC               | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136015 | NS      | $2499955.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    419746 | NS      | $8004556.22   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                            | HERON THERAPEUTI               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    194285 | NS      | $485712.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     83785 | NS      | $3160370.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     74181 | NS      | $10986947.91  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                        | RAPID7 INC                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     92691 | NS      | $3149640.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49528 | NS      | $3936980.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                | AARON'S CO INC                 | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64553 | NS      | $771408.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                        | CAREDX INC                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     22031 | NS      | $251373.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                  | PIEDMONT OFFIC-A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    415325 | NS      | $3808530.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     86488 | NS      | $1487593.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    142021 | NS      | $7518591.74   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                     | MASTERCRAFT BOAT               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     66848 | NS      | $1729357.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    345230 | NS      | $4916075.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39467 | NS      | $5735739.11   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |    175352 | NS      | $8185431.36   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     10710 | NS      | $5487375.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                       | STERLING INFRAST               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     40643 | NS      | $1333090.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      3380 | NS      | $647067.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     45051 | NS      | $1406492.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | DIODES INC                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     60759 | NS      | $4626190.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                    | SUMO LOGIC                     | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |    223005 | NS      | $1806340.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    695546 | NS      | $4068944.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    144374 | NS      | $9138874.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    215355 | NS      | $1395500.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                        | DASEKE INC                     | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |    100188 | NS      | $570069.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                     | NEW RELIC INC                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     23254 | NS      | $1312688.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                    | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     48162 | NS      | $246107.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    807958 | NS      | $3490378.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                              | MYERS INDS INC                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     13813 | NS      | $307062.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ LODGING TRUS               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202095 | NS      | $2140186.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | MARRIOTT VACATIO               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     25340 | NS      | $3410510.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                     | BANDWIDTH INC-A                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     16031 | NS      | $367911.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     43277 | NS      | $1861343.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    344048 | NS      | $2188145.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     72938 | NS      | $3714002.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     23500 | NS      | $598075.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     48991 | NS      | $880858.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     26502 | NS      | $2325815.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                      | WINGSTOP INC                   | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3520 | NS      | $484422.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                 | COMPUTER PROGRAM               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     23856 | NS      | $649360.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                       | ALECTOR INC                    | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     23850 | NS      | $220135.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    389480 | NS      | $8899618.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                        | APPLE HOSPITALIT               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    246811 | NS      | $3894677.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A               | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    141587 | NS      | $4407603.31   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     99617 | NS      | $4860313.43   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | PORTLAND GENERAL               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    172500 | NS      | $8452500.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    746162 | NS      | $4872437.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    666073 | NS      | $8658949.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                        | H&E EQUIPMENT SE               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     90781 | NS      | $4121457.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                             | PENNANT GROUP-WI               | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     25782 | NS      | $283086.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                        | RPT REALTY                     | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    138584 | NS      | $1391383.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                        | STANDEX INTL CO                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      9654 | NS      | $988666.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     87371 | NS      | $1275616.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS I-A               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     32757 | NS      | $684621.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    771274 | NS      | $6656094.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                     | ARMADA HOFFLER P               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     82620 | NS      | $950130.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    146045 | NS      | $1721870.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3444 | NS      | $251136.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                      | ALKERMES PLC                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281972 | NS      | $7367928.36   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140147 | NS      | $8228030.37   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     36543 | NS      | $904439.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    409990 | NS      | $5251971.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    162146 | NS      | $3309399.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                     | ZYMEWORKS INC                  | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235498 | NS      | $1851014.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp                                  | BLACK HILLS CORP               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     44555 | NS      | $3133998.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                             | JACKSON FI-A                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     30894 | NS      | $1074802.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     21834 | NS      | $3028157.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    107532 | NS      | $8008983.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | RAYONIER INC                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     99300 | NS      | $3272928.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                 | PC CONNECTION                  | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6356 | NS      | $298096.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                           | Y-MABS THERAPEUT               | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120515 | NS      | $588113.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    160277 | NS      | $1480959.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    220503 | NS      | $8573156.64   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                 | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    327918 | NS      | $4495755.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | IRHYTHM TECHNOLO               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      3429 | NS      | $321194.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                     | QUANEX BUILDING                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     12879 | NS      | $304974.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                            | LIQUIDITY SERVIC               | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     51459 | NS      | $723513.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                        | NEVRO CORP                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     75681 | NS      | $2996967.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC HOLDINGS IN               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      5210 | NS      | $229917.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1852 | NS      | $212831.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                      | GLAUKOS CORP                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     17777 | NS      | $776499.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                        | CERUS CORP                     | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    391289 | NS      | $1428204.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     24468 | NS      | $1017379.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                     | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28104 | NS      | $1128937.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     69887 | NS      | $7185781.34   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     82445 | NS      | $3000998.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      3187 | NS      | $655279.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     66307 | NS      | $10505018.01  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6561 | NS      | $952591.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                              | RYERSON HOLDING                | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     31199 | NS      | $944081.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                           | CYTOMX THERAPEUT               | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |    555119 | NS      | $888190.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                              | TENABLE HOLDINGS               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     27554 | NS      | $1051185.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    188455 | NS      | $8546434.25   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53403 | NS      | $5730141.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                               | MORPHIC HOLDING                | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     35849 | NS      | $958960.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14737 | NS      | $2701734.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     53771 | NS      | $2052439.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     42761 | NS      | $922354.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                       | HAWKINS INC                    | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      9500 | NS      | $366700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    246270 | NS      | $1132842.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                   | MACROGENICS INC                | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    401077 | NS      | $2691226.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                          | ATEA PHARMACEUTI               | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64273 | NS      | $309153.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | GOODYEAR TIRE                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     60678 | NS      | $615881.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                | SPORTSMAN'S WARE               | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     54548 | NS      | $513296.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     91841 | NS      | $2320822.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     56171 | NS      | $922327.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                         | PLAYA HOTELS & R               | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |    544825 | NS      | $3557707.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                       | APELLIS PHARMACE               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     11296 | NS      | $584116.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                               | UPLAND SOFTWARE                | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |    153335 | NS      | $1093278.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46317 | NS      | $732734.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    527890 | NS      | $2512756.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | SERES THERAPEUTI               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |    200844 | NS      | $1124726.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                          | FABRINET                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     30138 | NS      | $3864294.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                  | LIFE STORAGE INC               | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      3460 | NS      | $340810.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     25974 | NS      | $599739.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2048476 | NS      | $2150899.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                       | GENESCO INC                    | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      6658 | NS      | $306401.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                              | MOMENTIVE GLOBAL               | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     93342 | NS      | $653394.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     23474 | NS      | $2562891.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                           | SILVERGATE CAP-A               | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     24488 | NS      | $426091.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    224141 | NS      | $9324265.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                       | ECOVYST INC                    | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227800 | NS      | $2018308.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    328308 | NS      | $6011319.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                            | AMER WOODMARK CO               | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      9711 | NS      | $474479.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | INTL BANCSHARES                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    127404 | NS      | $5830007.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                            | 2U INC                         | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    284448 | NS      | $1783488.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     23264 | NS      | $526464.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    293108 | NS      | $3394190.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                   | SQUARESPACE IN-A               | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     11304 | NS      | $250609.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     17964 | NS      | $273771.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169984 | NS      | $4504576.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | CONDUENT INC                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    101644 | NS      | $411658.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     66470 | NS      | $8830539.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    352737 | NS      | $4479759.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | E-Mini Russ 2000  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        82 | NC      | $-10487.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     99312 | NS      | $4049943.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                    | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18623 | NS      | $2561779.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    211708 | NS      | $7949635.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     22309 | NS      | $712995.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    285713 | NS      | $6705684.11   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                              | KOPPERS HOLDINGS               | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14707 | NS      | $414737.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                   | FIRST BANCORP/NC               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9085 | NS      | $389201.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    193107 | NS      | $4582429.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                           | MIRATI THERAPEUT               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     29201 | NS      | $1323097.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                  | HEALTHSTREAM INC               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     46763 | NS      | $1161592.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | VEEVA SYSTEMS-A                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     13167 | NS      | $2124890.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                      | SP PLUS CORP                   | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     30891 | NS      | $1072535.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                 | BRUNSWICK CORP                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     67140 | NS      | $4839451.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                              | VERITEX HOLDINGS               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      9631 | NS      | $270438.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT               | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    150087 | NS      | $2233294.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                           | FIRST FIN COR/IN               | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46287 | NS      | $2132904.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL A                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     15302 | NS      | $1026152.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                       | HARSCO CORP                    | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     39107 | NS      | $245983.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    109875 | NS      | $1202032.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                      | MEDIFAST INC                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     21373 | NS      | $2465375.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc                         | PRECISION BIOSCI               | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |    500660 | NS      | $595785.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39913 | NS      | $2355266.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | ADVANSIX INC                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    163958 | NS      | $6233683.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     14350 | NS      | $923422.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                              | WW INTERNATIONAL               | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    470554 | NS      | $1816338.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                   | S & T BANCORP                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47642 | NS      | $1628403.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    556156 | NS      | $7257835.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                      | AGILYSYS INC                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     23901 | NS      | $1891525.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                         | ARGAN INC                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     10574 | NS      | $389969.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                          | BIGCOMMERCE-1                  | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     44655 | NS      | $390284.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | NOVAVAX INC                    | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     72173 | NS      | $741938.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    289997 | NS      | $7992317.32   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                      | PUBMATIC INC-A                 | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62478 | NS      | $800343.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    136396 | NS      | $2251897.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                             | HACKETT GROUP                  | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     12990 | NS      | $264606.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                 | PROASSURANCE COR               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     58648 | NS      | $1024580.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    178518 | NS      | $6217781.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                         | ENNIS INC                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238271 | NS      | $5280085.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     18754 | NS      | $554555.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     30387 | NS      | $873322.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    847934 | NS      | $6944579.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                       | UNITIL CORP                    | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57429 | NS      | $2949553.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85052 | NS      | $1682328.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                     | URSTADT BIDDLE-A               | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     19617 | NS      | $371742.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    233552 | NS      | $5360018.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | VIR BIOTECHNOLOG               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16219 | NS      | $410502.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     41285 | NS      | $407482.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    172477 | NS      | $7218162.45   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp                      | MAGNACHIP SEMICO               | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |     53109 | NS      | $498693.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                         | MERIT MEDICAL                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     91837 | NS      | $6485528.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    591558 | NS      | $4347951.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    142207 | NS      | $3558019.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                    | JOINT CORP/THE                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22122 | NS      | $309265.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17711 | NS      | $250610.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                       | ATRION CORP                    | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $318886.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     82043 | NS      | $4600151.01   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A               | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     56494 | NS      | $1833795.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                               | PARAMOUNT GROUP                | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187564 | NS      | $1114130.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc          | CONSOLIDATED COM               | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    656508 | NS      | $2350298.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                    | SCANSOURCE INC                 | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     55008 | NS      | $1607333.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     46696 | NS      | $2918966.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                | ARCTURUS THERAPE               | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55735 | NS      | $945265.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     58901 | NS      | $1982607.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    197652 | NS      | $3731669.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6755 | NS      | $311945.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | COLUMBUS MCKI/NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      9876 | NS      | $320673.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    486667 | NS      | $6764671.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    104523 | NS      | $3700114.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                          | WINNEBAGO INDS                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     25662 | NS      | $1352387.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    127132 | NS      | $4316131.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                    | EVERBRIDGE INC                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |    112650 | NS      | $3332187.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     26594 | NS      | $1402035.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180439 | NS      | $3388644.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    104988 | NS      | $2440971.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD HORIZON FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer