# EDGAR Filing Document

**Accession Number:** 0000754510
**File Stem:** 0001752724-23-067625
**Filing Date:** 2023-3
**Character Count:** 92926
**Document Hash:** 1ef106fdfbf63700355c7c2fe4c50d46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067625.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067625

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04118
- **FILM NUMBER:** 23763744

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

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

## Series and Classes Contracts Data

### Fidelity Small Cap Growth Fund (Series ID: S000007193)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000019681 | Fidelity Small Cap Growth Fund                  | FCPGX           |
| C000019682 | Fidelity Advisor Small Cap Growth Fund: Class A | FCAGX           |
| C000019684 | Fidelity Advisor Small Cap Growth Fund: Class C | FCCGX           |
| C000019685 | Fidelity Advisor Small Cap Growth Fund: Class M | FCTGX           |
| C000019686 | Fidelity Advisor Small Cap Growth Fund: Class I | FCIGX           |
| C000177524 | Fidelity Advisor Small Cap Growth Fund: Class Z | FIDGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000007193

- **c. LEI of Series:** 6LBIT89H3QBQP5S24W88

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5630474562.48

**Total Liabilities:** $340898516.42

**Net Assets:** $5289576046.06

**Delayed Delivery Securities:** $7944333.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019681 | 3.17%                | -5.47%               | 9.38%                |
| Class ID C000177524 | 3.18%                | -5.46%               | 9.42%                |
| Class ID C000019684 | 2.04%                | -6.52%               | 8.36%                |
| Class ID C000019686 | 3.16%                | -5.50%               | 9.40%                |
| Class ID C000019682 | -2.79%               | -10.97%              | 3.11%                |
| Class ID C000019685 | -0.51%               | -8.81%               | 5.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11624267.46            | $169822652.64                              |
| Month 2  | $-54546375.14            | $-226669938.22                             |
| Month 3  | $21810086.74             | $434043428.79                              |

### Schedule of Portfolio Investments

| Name                                    | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                    | SURGERY PARTNERS INC                              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    903876 | NS      | $30008683.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                 | EXLSERVICE HOLDINGS INC                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    292934 | NS      | $49974540.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNS PHARMACEUTICALS INC               | TERNS PHARMACEUTICALS INC                         | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |   2397767 | NS      | $21747746.69  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGOLIA INC                             | ALGOLIA INC SER D PC PP                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     53800 | NS      | $843046.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOSTON BEER COMPANY INC                 | BOSTON BEER COMPANY CL A                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     78458 | NS      | $30489563.38  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC                   | BETA TECHNOLOGIES INC SER A PC PP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    278129 | NS      | $21171179.48  | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ONEMAIN HLDGS INC                       | ONEMAIN HOLDINGS INC                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    334400 | NS      | $14426016.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                            | EXELIXIS INC                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    694825 | NS      | $12242816.50  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                             | WORKIVA INC                                       | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |    397701 | NS      | $34413067.53  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MORPHIC HOLDING INC                     | MORPHIC HOLDING INC                               | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |    363830 | NS      | $11908155.90  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZE INC                               | BRAZE INC                                         | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192305 | NS      | $6153760.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503718 | NS      | $33759180.36  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| T-KNIFE THERAPEUTICS INC                | T-KNIFE THERAPEUTICS INC SER B PC PP              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1097257 | NS      | $4202494.31   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOVA LTD                                | NOVA MEASURING INSTRUMENTS LTD                    | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |    230214 | NS      | $20880409.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC         | FIRST INTST BANCSYST INC CL A                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    271505 | NS      | $9741599.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                   | HAEMONETICS CORP MASS                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    695578 | NS      | $58845898.80  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK CO INC/THE                         | AZEK CO INC                                       | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |    829154 | NS      | $20007486.02  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| NAPCO SECURITY TECHNOLOGIES INC         | NAPCO SECURITY TECHNOLOGIES INC                   | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |    561720 | NS      | $16273028.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF  | iShares Russell 2000 Growth ETF                   | CUSIP: 464287648<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      1100 | NS      | $259556.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                       | U-HAUL HOLDING CO                                 | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    180766 | NS      | $12116744.98  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| OPTION CARE HEALTH INC                  | OPTION CARE HEALTH INC                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |   1114875 | NS      | $32186441.25  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGOLIA INC                             | ALGOLIA INC PP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    234640 | NS      | $3676808.80   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HALOZYME THERAPEUTICS INC               | HALOZYME THERAPEUTICS INC                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    394563 | NS      | $20426526.51  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                        | HF SINCLAIR CORP                                  | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126108 | NS      | $7175545.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                 | AXSOME THERAPEUTICS INC                           | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |    198827 | NS      | $14912025.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| LOVESAC                                 | LOVESAC                                           | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    555238 | NS      | $14291826.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUEPRINT MEDICINES CORP                | BLUEPRINT MEDICINES CORP                          | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    467885 | NS      | $21868944.90  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOMA BIOTHERAPEUTICS INC              | SONOMA BIOTHERAPEUTICS INC SER B1 PFD PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1264171 | NS      | $2566267.13   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOTERA HEALTH CO                        | SOTERA HEALTH CO                                  | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300300 | NS      | $5177172.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC        | MONTROSE ENVIRONMENTAL GROUP INC                  | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |    238900 | NS      | $12938824.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| TEREX CORP                              | TEREX CORP                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    689770 | NS      | $35157576.90  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                 | INSIGHT ENTERPRISES INC                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    338487 | NS      | $38154254.64  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK INC                                | ORIGINAL BARK CO/THE WT 08/29/25                  | CUSIP: 68622E112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    571317 | NS      | $128946.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REAL GOOD FOOD COMPANY LLC          | THE REAL GOOD FOOD COMPANY INC CLASS B UNITS      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    248958 | NS      | $2.49         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LGI HOMES INC                           | LGI HOMES INC                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    201511 | NS      | $22942027.35  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC               | BRINKER INTERNATIONAL INC                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    913771 | NS      | $36057403.66  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                              | ELASTIC NV                                        | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |    274460 | NS      | $16149226.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                        | CARLISLE COS INC                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     53411 | NS      | $13398683.46  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTMT INC                      | SEAWORLD ENTERTAINMENT INC                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |    674501 | NS      | $42082117.39  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ABSCI CORP                              | ABSCI CORP                                        | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    819062 | NS      | $2571854.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LUMENTUM HOLDINGS INC                   | LUMENTUM HOLDINGS INC                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    248499 | NS      | $14954669.82  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| TENAYA THERAPEUTICS INC                 | TENAYA THERAPEUTICS INC                           | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    801045 | NS      | $2739573.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TECSYS INC                              | TECSYS INC                                        | CUSIP: 878950104<br>LEI: 549300YOTEBVOTQEP762 | Long             | EC               | CORP              | CA        |    696032 | NS      | $14846032.21  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| WIX.COM LTD                             | WIX.COM LTD                                       | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |    196939 | NS      | $17129754.22  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| INTRA-CELLULAR THERAPIES INC            | INTRA-CELLULAR THERAPIES INC                      | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    481204 | NS      | $23059295.68  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                            | PHREESIA INC                                      | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    985618 | NS      | $36950818.82  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC                 | IMMUNOCORE HOLDINGS LTD ADR                       | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |    316681 | NS      | $19403044.87  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOMA BIOTHERAPEUTICS INC              | SONOMA BIOTHERAPEUTICS INC SER B PFD PP           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   2370360 | NS      | $3958501.20   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| YANKA INDUSTRIES INC                    | YANKA (MASTERCLASS) INDUSTRIES INC SER F PC PP    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    127716 | NS      | $1381887.12   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ACUITY BRANDS INC                       | ACUITY BRANDS INC                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97498 | NS      | $18380322.96  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                           | CONFLUENT INC                                     | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    285534 | NS      | $6595835.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT INC                                 | ITT INC                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    225160 | NS      | $20622404.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPAX ASSET MANAGEMENT GROUP PLC        | IMPAX ASSET MANAGEMENT GRP PLC                    | CUSIP: N/A<br>LEI: 213800AJDNW4S2B7E680       | Long             | EC               | CORP              | GB        |      4681 | NS      | $44782.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                          | CHAMPIONX CORP                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    529643 | NS      | $17488811.86  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                              | IMPINJ INC                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |    124926 | NS      | $16212896.28  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPGEN INC                              | PEPGEN INC                                        | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168805 | NS      | $2636734.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                       | BLOCK H and R INC                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    600534 | NS      | $23408815.32  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                          | PDC ENERGY INC                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    149552 | NS      | $10129156.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS           | LINDBLAD EXPEDITIONS HOLDINGS                     | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |   3772274 | NS      | $44890060.60  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                | FIGS INC-CLASS A                                  | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1990781 | NS      | $17817489.95  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL SIGNAL CORP                     | FEDERAL SIGNAL CORP                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    767782 | NS      | $40884391.50  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                | NORTHERN OIL AND GAS INC                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |   1081199 | NS      | $36241790.48  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                | FLEX LTD                                          | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    871000 | NS      | $20337850.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION            | ANTERO RES CORP                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    928128 | NS      | $26767211.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                      | FTI CONSULTING INC                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    152985 | NS      | $24404167.20  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THREDUP INC                             | THREDUP INC A                                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |   2621385 | NS      | $4534996.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| VERVE THERAPEUTICS INC                  | VERVE THERAPEUTICS INC                            | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    541601 | NS      | $12321422.75  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| REGAL REXNORD CORP                      | REGAL REXNORD CORP                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    344011 | NS      | $47886331.20  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                           | O-I GLASS INC                                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1757098 | NS      | $33824136.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                             | ARVINAS INC                                       | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    408138 | NS      | $13374682.26  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WUGEN INC                               | WUGEN INC SER B PC PP                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    326496 | NS      | $1704309.12   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OLINK HOLDING AB                        | OLINK HOLDING AB ADR                              | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |    812794 | NS      | $15914506.52  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| GENESIS ENERGY MLP                      | GENESIS ENERGY LP LTD INT UNIT                    | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |   2540190 | NS      | $28678745.10  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                    | DASSAULT AVIATION SA                              | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |     76352 | NS      | $13007052.22  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                | DICKS SPORTING GOODS INC                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    333017 | NS      | $43545302.92  | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| CARIS LIFE SCIENCES INC                 | CARIS LIFE SCIENCES INC SER D PC PP               | CUSIP: N/A<br>LEI: 549300LX5LO78M5VPY43       | Long             | EP               | CORP              | US        |    780603 | NS      | $4371376.80   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                 | HUDSON TECHNOLOGIES INC                           | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    636765 | NS      | $6501370.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                  | KEROS THERAPEUTICS                                | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263576 | NS      | $15437646.32  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL INC                          | NV5 GLOBAL INC                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103571 | NS      | $13804978.59  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEMINE THERAPEUTICS INC               | LIFEMINE THERAPEUTICS INC SER C PP                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   2048403 | NS      | $3769061.52   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TECHTARGET INC                          | TECHTARGET INC                                    | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    780792 | NS      | $38672627.76  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| ARGENX SE                               | ARGENX SE SPONSORED ADR                           | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     52346 | NS      | $20009258.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROPACE INC                           | NEUROPACE INC                                     | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1147035 | NS      | $5356653.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ARRAY TECHNOLOGIES INC                  | ARRAY TECHNOLOGIES INC                            | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |   1512054 | NS      | $33612960.42  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| VONTIER CORP                            | VONTIER CORP W/I                                  | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    630220 | NS      | $14513966.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                       | CRANE HOLDINGS CO                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    324669 | NS      | $37632383.79  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                          | INSTIL BIO INC                                    | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    778400 | NS      | $633539.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC                              | REDDIT INC SERIES F PC PP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    253500 | NS      | $10535460.00  | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COMPASS INC                             | COMPASS INC                                       | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $52.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC        | SUNNOVA ENERGY INTERNATIONAL INC                  | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |    717006 | NS      | $13967276.88  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CROCS INC                               | CROCS INC                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    632679 | NS      | $77041321.83  | 1.46%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES INC                      | UFP INDUSTRIES INC                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    403823 | NS      | $37777641.65  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO               | PERFORMANCE FOOD GROUP CO                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |   1180361 | NS      | $72379736.52  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                   | DICE MOLECULES HOLDING LLC                        | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    396533 | NS      | $12597853.41  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| EDGEWISE THERAPEUTICS INC               | EDGEWISE THERAPEUTICS INC                         | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1376795 | NS      | $14084612.85  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC              | GRAND CANYON EDUCATION INC                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |    341713 | NS      | $39830067.28  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                       | U-HAUL HOLDING CO                                 | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    208734 | NS      | $12897673.86  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                       | YETI HOLDINGS INC                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    756385 | NS      | $33855792.60  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNRUN INC                              | SUNRUN INC                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    561512 | NS      | $14756535.36  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| TRANSMEDICS GROUP INC                   | TRANSMEDICS GROUP INC                             | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    566243 | NS      | $35684633.86  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                     | BELLRING BRANDS INC                               | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67588 | NS      | $1916795.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                    | TENABLE HOLDINGS INC                              | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    998859 | NS      | $40184097.57  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SCGR VETERINARY Holdings LLC            | SCGR VETERINARY Holdings LLC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    190561 | NS      | $10825770.41  | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TYRA BIOSCIENCES INC                    | TYRA BIOSCIENCES INC                              | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    690224 | NS      | $7330178.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |    136843 | NS      | $42159959.87  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                      | EVERI HOLDINGS INC                                | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    844290 | NS      | $14665317.30  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWMAN CONSULTING GROUP LTD             | BOWMAN CONSULTING GROUP LTD                       | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120049 | NS      | $3060049.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                  | VALMONT INDUSTRIES INC                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     94159 | NS      | $31047047.07  | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| CHURCHILL DOWNS INC                     | CHURCHILL DOWNS INC                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     88576 | NS      | $21975705.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                    | NETSCOUT SYSTEMS INC                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    358281 | NS      | $11500820.10  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                          | TECHNIPFMC PLC                                    | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |   3054974 | NS      | $42433588.86  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                | PROCEPT BIOROBOTICS CORP                          | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    474600 | NS      | $18457194.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                | ALLEGRO MICROSYSTEMS INC                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    746562 | NS      | $28496271.54  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AEHR TEST SYSTEMS                       | AEHR TEST SYSTEMS                                 | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |    595605 | NS      | $20822350.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| BOUNDLESS BIO INC                       | BOUNDLESS BIO INC SER B PC PP                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   3017761 | NS      | $2746162.51   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARDAGH METAL PACKAGING SA               | ARDAGH METAL PACKAGING S.A. PIPE                  | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |   1634000 | NS      | $9183080.00   | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    237277 | NS      | $10817458.43  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROVER GROUP INC                         | ROVER GROUP INC                                   | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3665901 | NS      | $14993535.09  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUX THERAPEUTICS INC                  | JANUX THERAPEUTICS INC                            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    423829 | NS      | $9413242.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                  | EMEMORY TECHNOLOGY INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    278000 | NS      | $15229111.26  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                      | EVOLENT HEALTH INC A                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |   1056903 | NS      | $34053414.66  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                 | KBR INC                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    839673 | NS      | $43016447.79  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                    | BWX TECHNOLOGIES INC                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    394078 | NS      | $23983587.08  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC     | APPLIED INDUSTRIAL TECH INC                       | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    441519 | NS      | $63229935.99  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC        | AIR TRANSPORT SERVICES GROUP                      | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |    510830 | NS      | $14461597.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORP                                | IDT CORP CL B NEW                                 | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |    327514 | NS      | $9625636.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                  | MUELLER INDUSTRIES INC                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    367752 | NS      | $24106143.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                      | GLOBUS MEDICAL INC                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    217189 | NS      | $16397769.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| RELAY THERAPEUTICS INC                  | RELAY THERAPEUTICS INC                            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    447517 | NS      | $9603714.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                    | CHART INDUSTRIES INC                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    125792 | NS      | $16853612.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| PRELUDE THERAPEUTICS INC                | PRELUDE THERAPEUTICS INC                          | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    683633 | NS      | $4361578.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    338685 | NS      | $30803400.75  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                     | STEPSTONE GROUP INC CLASS A                       | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    732197 | NS      | $21372830.43  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                             | CHEMOURS CO/ THE                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    707716 | NS      | $25753785.24  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                            | DUOLINGO INC                                      | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182377 | NS      | $17415179.73  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHRODINGER INC                         | SCHRODINGER INC                                   | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218778 | NS      | $5290052.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                             | VAXCYTE INC                                       | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    513759 | NS      | $23298970.65  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC              | CASEY GENERAL STORES                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     86646 | NS      | $20440657.86  | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| LATTICE SEMICONDUCTOR CORP              | LATTICE SEMICONDUCTOR CORP                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    430267 | NS      | $32609935.93  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                      | KONTOOR BRANDS INC                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    505605 | NS      | $24147694.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPERITY INC                           | INSPERITY INC                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    234651 | NS      | $25940668.05  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC            | FLOOR and DECOR HOLDINGS INC                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |    400907 | NS      | $36390328.39  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| TANGO THERAPEUTICS INC                  | TANGO THERAPEUTICS INC                            | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1429842 | NS      | $9436957.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    333800 | NS      | $24984930.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                 | V2X INC                                           | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406465 | NS      | $17949494.40  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                | AXCELIS TECHNOLOGIES INC                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    251842 | NS      | $27690027.90  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP        | INTEGRAL AD SCIENCE HOLDING CORP                  | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    996943 | NS      | $10248574.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                             | DENBURY INC                                       | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |    540592 | NS      | $46912573.76  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                         | EMCOR GROUP INC                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    164877 | NS      | $24443015.25  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                   | WALKER and DUNLOP INC                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194600 | NS      | $18560948.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP              | NEXTERA ENERGY PARTNERS LP                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    224240 | NS      | $16436792.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                     | OWENS AND MINOR INC                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    533639 | NS      | $10534033.86  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTEIR THERAPEUTICS INC                 | CYTEIR THERAPEUTICS INC                           | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    632443 | NS      | $967637.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                           | HUB GROUP INC CL A                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137904 | NS      | $11759074.08  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                 | WESCO INTERNATIONAL INC                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     80267 | NS      | $11960585.67  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                        | ADAPTHEALTH CORP                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    476342 | NS      | $10208009.06  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                      | NVENT ELECTRIC PLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    660278 | NS      | $26246050.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                              | LAZARD LTD CL A                                   | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    375208 | NS      | $15038336.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)         | CYBER-ARK SOFTWARE LTD                            | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |    160685 | NS      | $22637302.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| OLIN CORP                               | OLIN CORP                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    178537 | NS      | $11531704.83  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                              | BUMBLE INC CL A                                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    687929 | NS      | $17714171.75  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LYNAS RARE EARTHS LTD                   | LYNAS RARE EARTHS LTD                             | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |   1677428 | NS      | $11228927.70  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| IKENA ONCOLOGY INC                      | IKENA ONCOLOGY INC                                | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    687964 | NS      | $2930726.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC              | SPROUTS FMRS MKT INC                              | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |    986785 | NS      | $31527780.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                       | AGILON HEALTH INC                                 | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1709614 | NS      | $37201200.64  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| CABOT CORP                              | CABOT CORP                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    709464 | NS      | $53443923.12  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARLING BANK LTD                       | STARLING BANK LTD SER D PP                        | CUSIP: N/A<br>LEI: 213800AE5VSF3V1PAV23       | Long             | EC               | CORP              | GB        |   1942800 | NS      | $8095711.67   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CYTOKINETICS INC                        | CYTOKINETICS INC                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    789237 | NS      | $33526787.76  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TREELINE BIOSCIENCES                    | TREELINE BIOSCIENCES SERIES A PC PP               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    115000 | NS      | $967150.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMAD FOODS LTD                         | NOMAD FOODS LTD                                   | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     11602 | NS      | $206399.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC                          | DUTCH BROS INC                                    | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    444270 | NS      | $16931129.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  50529093 | NS      | $50539198.80  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                            | CARS.COM INC                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |   1738355 | NS      | $29725870.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                     | ASCENDIS PHARMA AS SPON ADR                       | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |    224190 | NS      | $27817495.20  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                       | HELEN OF TROY LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    262977 | NS      | $29745328.47  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                            | VERICEL CORP                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    293174 | NS      | $8053489.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| FABRINET                                | FABRINET                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |    366597 | NS      | $48266161.02  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAUTY HEALTH CO/THE                    | BEAUTY HEALTH CO/THE                              | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    982156 | NS      | $11196578.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| 1LIFE HEALTHCARE INC                    | 1LIFE HEALTHCARE INC                              | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    642572 | NS      | $10274726.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                   | ELEMENT SOLUTIONS INC                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    728450 | NS      | $14918656.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                       | CIRRUS LOGIC INC                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    269925 | NS      | $24398520.75  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                   | MOLINA HEALTHCARE INC                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    159008 | NS      | $49583464.64  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                            | FRESHPET INC                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     93610 | NS      | $5928321.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC               | DOUBLEVERIFY HOLDINGS INC                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1213622 | NS      | $32998382.18  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                        | ACV AUCTIONS INC CL A                             | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    943685 | NS      | $9248113.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP                              | NEVRO CORPORATION                                 | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    261122 | NS      | $9588399.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP INC                           | BRP GROUP INC                                     | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1122218 | NS      | $32151545.70  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                         | CONCENTRIX CORP                                   | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319981 | NS      | $45376505.61  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTMT INC               | WORLD WRESTLING ENTMT CL A                        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |    195346 | NS      | $16530178.52  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| PINNACLE FINL PARTNERS INC              | PINNACLE FINL PARTNERS INC                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    164127 | NS      | $12921718.71  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                       | LITHIA MOTORS INC CL A                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     62828 | NS      | $16536329.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| R1 RCM INC.                             | R1 RCM INC                                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1955473 | NS      | $27982818.63  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                             | AVIENT CORP                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    410500 | NS      | $16633460.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHARVARIS BV                            | PHARVARIS BV                                      | CUSIP: N/A<br>LEI: 9845003BE146D3B75D32       | Long             | EC               | CORP              | NL        |    688282 | NS      | $6194538.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC THERAPEUTICS INC                    | PTC THERAPEUTICS INC                              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    457130 | NS      | $20977695.70  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                            | FLYWIRE CORP                                      | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |    204186 | NS      | $5506896.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                            | DOXIMITY INC                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232546 | NS      | $8201897.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                | ACADIA HEALTHCARE CO INC                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    537236 | NS      | $45138568.72  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELLX INC                             | ARCELLX INC                                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316990 | NS      | $10590635.90  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC          | DAY ONE BIOPHARMACEUTICALS INC                    | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    695347 | NS      | $15137704.19  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION            | ENVISTA HOLDINGS CORP                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    380718 | NS      | $14844194.82  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                            | HARMONIC INC                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    974500 | NS      | $12834165.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                             | ARITZIA INC                                       | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |    575626 | NS      | $20761558.56  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD              | AXALTA COATING SYSTEMS LTD                        | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    363300 | NS      | $10935330.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                | BUILDERS FIRSTSOURCE                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    324313 | NS      | $25847746.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKME LTD                              | WALKME LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    848406 | NS      | $8645257.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GENPACT LTD                             | GENPACT LTD                                       | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    528317 | NS      | $24978827.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA SUSHI USA INC                      | KURA SUSHI USA INC CL A                           | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203782 | NS      | $12663013.48  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| ATKORE INC                              | ATKORE INC                                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    309898 | NS      | $40364214.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                   | ICF INTERNATIONAL INC                             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |    152567 | NS      | $15590821.73  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                    | ENPRO INDUSTRIES INC                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    141039 | NS      | $17075591.73  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                | GOGO INC                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |   1665635 | NS      | $27932698.95  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                         | EAGLE MATERIALS INC                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     94628 | NS      | $13823258.24  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                           | VALVOLINE INC                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    867710 | NS      | $31810248.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC  | CCC INTELLIGENT SOLUTIONS HOLD PIPE               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     48511 | NS      | $448484.20    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund     | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 325685608 | NS      | $325718176.79 | 6.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRANIS SPACE TECHNOLOGIES CORP        | ASTRANIS SPACE TECHNOLOGIES CORP SER C PC PP      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    557717 | NS      | $7138777.60   | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AVID TECHNOLOGY INC                     | AVID TECHNOLOGY INC                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |   1765239 | NS      | $53504394.09  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE INC             | CUSTOM TRUCK ONE SOURCE INC A                     | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1656727 | NS      | $11729627.16  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLSCOT MOBILE MINI HOLDINGS CORP      | WILLSCOT MOBILE MINI HOLDINGS CORP                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    984745 | NS      | $47720742.70  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                            | ASSURANT INC                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    107868 | NS      | $14302218.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC               | XENON PHARMACEUTICALS INC                         | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |    343318 | NS      | $13420300.62  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                            | GENTHERM INC                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    287748 | NS      | $21417083.64  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN DIGITAL INC                    | MOUNTAIN DIGITAL INC SER D PC PP                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    729676 | NS      | $8216151.76   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CVENT HOLDING CORP                      | CVENT HOLDING CORP                                | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2923144 | NS      | $23589772.08  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTIER OILFIELD SOLUTIONS INC          | NEXTIER OILFIELD SOLUTIONS INC                    | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |   2375000 | NS      | $22372500.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC         | BJS WHSL CLUB HLDGS INC                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    213771 | NS      | $15491984.37  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                          | TD SYNNEX CORP                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    241532 | NS      | $24672493.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                              | KIRBY CORP                                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    305325 | NS      | $21610903.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHARDSON ELECTRONICS LTD              | RICHARDSON ELECTRONICS LTD                        | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406798 | NS      | $9091935.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ENVIVA INC                              | ENVIVA INC                                        | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    178618 | NS      | $8123546.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPIRE MEDICAL SYSTEMS INC             | INSPIRE MEDICAL SYSTEMS INC                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |    153704 | NS      | $38896334.24  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                   | ALKAMI TECHNOLOGY INC                             | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    878284 | NS      | $14377509.08  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| AGILYSYS INC                            | AGILYSYS INC                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |    126800 | NS      | $10595408.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC               | ALX ONCOLOGY HOLDINGS INC                         | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    788867 | NS      | $7336463.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| BETA TECHNOLOGIES INC                   | BETA TECHNOLOGIES INC SER B 6% PC PP              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     85106 | NS      | $6675714.64   | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SKYRYSE INC                             | SKYRYSE INC SER B PC PP                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     62100 | NS      | $1255662.00   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FIVE9 INC                               | FIVE9 INC                                         | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    141198 | NS      | $11123578.44  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                      | COUPA SOFTWARE INC                                | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |    505673 | NS      | $40413386.16  | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY ENERGY INC                      | LIBERTY ENERGY INC CL A                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1510800 | NS      | $23915964.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                   | CIVITAS RESOURCES INC                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    221058 | NS      | $14711409.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REAL GOOD FOOD COMPANY LLC          | THE REAL GOOD FOOD COMPANY LLC CLASS B US 144A    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    248958 | NS      | $1384206.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                           | DYNATRACE INC                                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    782021 | NS      | $30053067.03  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                             | NEOGEN CORP                                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    545800 | NS      | $11685578.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                   | US FOODS HOLDING CORP                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   1401689 | NS      | $53446401.57  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YANKA INDUSTRIES INC                    | YANKA (MASTERCLASS) INDUSTRIES INC SER E 0% PC PP | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    869641 | NS      | $9409515.62   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INSULET CORP                            | INSULET CORP                                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |    181487 | NS      | $52144844.84  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                      | PACWEST BANCORP                                   | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    375924 | NS      | $10398057.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                     | CURTISS WRIGHT CORPORATION                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |    210352 | NS      | $34876361.60  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                    | RANGE RESOURCES CORP                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    891331 | NS      | $22301101.62  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IMARA INC                               | ENLIVEN THERAPEUTICS INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2068309 | NS      | $8600028.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                | CELLDEX THERAPEUTICS INC                          | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    537619 | NS      | $23687493.14  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                       | SPROUT SOCIAL INC                                 | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    909277 | NS      | $58166449.69  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS               | PERELLA WEINBERG PARTNERS PIPE                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2039500 | NS      | $20904875.00  | 0.40%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BRIGHT PEAK THERAPEUTICS AG             | BRIGHT PEAK THERAPEUTICS SER B PC PP              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | CH        |   1079522 | NS      | $3173794.68   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC                            | NUVALENT INC-A                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    555728 | NS      | $16810772.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTE ROSA THERAPEUTICS INC             | MONTE ROSA THERAPEUTICS INC                       | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    632927 | NS      | $4683659.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BOOT BARN HOLDINGS INC                  | BOOT BARN HOLDINGS INC                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    139800 | NS      | $11671902.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FANATICS INC                            | FANATICS HOLDINGS INC CLASS A PP                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    726062 | NS      | $59950939.34  | 1.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CONVOY INC                              | CONVOY INC SER D PC PP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    913444 | NS      | $6558527.92   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DRIVEN BRANDS HOLDINGS INC              | DRIVEN BRANDS HOLDINGS INC                        | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    874711 | NS      | $25532814.09  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                             | AUTOLIV INC                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    265096 | NS      | $24420643.52  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer