# EDGAR Filing Document

**Accession Number:** 0001409957
**File Stem:** 0001752724-23-050291
**Filing Date:** 2023-3
**Character Count:** 167790
**Document Hash:** f201ead80fb6351d7329e21d21cebbfb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050291.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Montgomery Funds
- **CENTRAL INDEX KEY:** 0001409957
- **IRS NUMBER:** 261082315
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22114
- **FILM NUMBER:** 23693878

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1409522463.39

**Total Liabilities:** $711309131.72

**Net Assets:** $698213331.67

**Cash Not Reported:** $663685391.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054090 | 2.25%                | -1.30%               | 2.99%                |
| Class ID C000054091 | 2.34%                | -1.31%               | 2.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10406738.07             | $2732663.97                                |
| Month 2  | $2552190.11              | $-11942150.71                              |
| Month 3  | $2540837.15              | $15230868.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    127299 | NS      | $4799172.30   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                           | STRATEGIC EDUCAT               | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Short            | EC               | CORP              | US        |    -67488 | NS      | $-5285660.16  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                               | NEKTAR THERAPEUT               | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    261128 | NS      | $590149.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                  | RBC BEARINGS INC               | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23425 | NS      | $-4904023.75  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                     | HEALTHCARE SERVS               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Short            | EC               | CORP              | US        |    -53921 | NS      | $-647052.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                      | BALLY'S CORP                   | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Short            | EC               | CORP              | US        |   -134874 | NS      | $-2613858.12  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                | CUSIP: 483007704<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31514 | NS      | $-2393803.44  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    108836 | NS      | $3130123.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                  | CLEAR SECURE I-A               | CUSIP: 18467V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -26234 | NS      | $-719598.62   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                    | FIRST FIN BANKSH               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |    -55523 | NS      | $-1909991.20  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     68372 | NS      | $5426001.92   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspentech Corp                                    | ASPEN TECHNOLOGY               | CUSIP: 29109X106<br>LEI: 529900B0MZWTVFG7CB96 | Short            | EC               | CORP              | US        |    -24122 | NS      | $-4954658.80  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                             | OAK STREET HEALT               | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |   -148993 | NS      | $-3204839.43  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     45638 | NS      | $4750003.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                 | HELEN OF TROY                  | CUSIP: G4388N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12174 | NS      | $-1350218.34  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     47468 | NS      | $1957580.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                | INGLES MARKETS-A               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     14578 | NS      | $1406193.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                               | MISTER CAR WASH                | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -435990 | NS      | $-4024187.70  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     12134 | NS      | $783856.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Short            | EC               | CORP              | US        |     -4100 | NS      | $-993389.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                  | WIDEOPENWEST INC               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     98658 | NS      | $898774.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                          | SANGAMO THERAPEU               | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    376349 | NS      | $1181735.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | COMMVAULT SYSTEM               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     13456 | NS      | $845575.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                               | HEALTH CATALYST                | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    147502 | NS      | $1567946.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    108512 | NS      | $4452247.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                     | TRUPANION INC                  | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |    -23995 | NS      | $-1140482.35  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Short            | EC               | CORP              | US        |    -65047 | NS      | $-4886330.64  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     20399 | NS      | $2133123.43   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     30956 | NS      | $1452455.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                              | SL GREEN REALTY                | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |   -124438 | NS      | $-4196049.36  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                    | NOBLE CORP PLC                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Short            | EC               | CORP              | US        |   -136176 | NS      | $-5135196.96  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     10156 | NS      | $284063.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | AFFIRM HOLDINGS                | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -498163 | NS      | $-4817236.21  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |    -24808 | NS      | $-2600870.72  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | METHODE ELEC                   | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Short            | EC               | CORP              | US        |    -49141 | NS      | $-2180386.17  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H               | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -134153 | NS      | $-5568691.03  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                          | SOUTHSIDE BAN IN               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     13118 | NS      | $472116.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                  | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -124803 | NS      | $-3213677.25  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                              | KINETIK HOLDINGS               | CUSIP: 02215L209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -150641 | NS      | $-4983204.28  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA               | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    228782 | NS      | $3749736.98   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                               | MKS INSTRUMENTS                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |    -18404 | NS      | $-1559370.92  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    393209 | NS      | $4915112.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                 | AGILON HEALTH IN               | CUSIP: 00857U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -289654 | NS      | $-4675015.56  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29993 | NS      | $445695.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                 | JAMF HOLDING COR               | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Short            | EC               | CORP              | US        |   -212296 | NS      | $-4521904.80  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Short            | EC               | CORP              | US        |   -150308 | NS      | $-2436492.68  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                  | KRISPY KREME INC               | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -344366 | NS      | $-3553857.12  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                       | STONECO LTD-A                  | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Short            | EC               | CORP              | US        |   -140620 | NS      | $-1327452.80  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | MOELIS & CO-CL A               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Short            | EC               | CORP              | US        |   -124592 | NS      | $-4780595.04  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                 | CEREVEL THERAPEU               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Short            | EC               | CORP              | US        |   -172330 | NS      | $-5435288.20  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     74002 | NS      | $5046936.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | ILLUMINA INC                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |    -20610 | NS      | $-4167342.00  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp          | MADISON SQUARE G               | CUSIP: 55826T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -101704 | NS      | $-4573628.88  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     72981 | NS      | $4592694.33   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                               | MGP INGREDIENTS                | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Short            | EC               | CORP              | US        |    -15705 | NS      | $-1670697.90  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |   -145217 | NS      | $-1924125.25  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    167633 | NS      | $2527905.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    106010 | NS      | $1178831.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     23789 | NS      | $1016266.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                      | LESLIE'S INC                   | CUSIP: 527064109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -398918 | NS      | $-4870788.78  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |   -104081 | NS      | $-3294163.65  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     35457 | NS      | $2434832.19   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     49892 | NS      | $5658750.64   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     12971 | NS      | $1079316.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                               | PAR TECHNOLOGY                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |    -35737 | NS      | $-931663.59   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | VERITIV CORP                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     10519 | NS      | $1280267.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     52559 | NS      | $1595165.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Short            | EC               | CORP              | US        |    -66203 | NS      | $-5173764.45  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                        | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |    -32688 | NS      | $-682852.32   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | VERTIV HOLDINGS                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |   -129407 | NS      | $-1767699.62  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                               | KRYSTAL BIOTECH                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |    -30994 | NS      | $-2455344.68  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                        | INDEPENDENT BANK               | CUSIP: 45384B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11670 | NS      | $-701133.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    200811 | NS      | $2375594.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX CORP - A                | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -90852 | NS      | $-2585647.92  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                      | SELECT MEDICAL                 | CUSIP: 81619Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -77250 | NS      | $-1918117.50  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     10203 | NS      | $4288320.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp               | RETAIL OPPORTUNI               | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89583 | NS      | $1346432.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                             | MESA LABS                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Short            | EC               | CORP              | US        |    -11422 | NS      | $-1898450.62  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                            | POWER INTEGRATIO               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |    -36549 | NS      | $-2621294.28  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                        | CUTERA INC                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Short            | EC               | CORP              | US        |    -50066 | NS      | $-2213918.52  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH               | CUSIP: 667340103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -280973 | NS      | $-3928002.54  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                           | NEW FORTRESS ENE               | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27430 | NS      | $-1163580.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |   -117907 | NS      | $-4774054.43  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    117404 | NS      | $1388889.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     29150 | NS      | $2434608.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                     | COHERENT CORP                  | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |   -140428 | NS      | $-4929022.80  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |    -31519 | NS      | $-4804125.98  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     21975 | NS      | $4667709.75   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                    | PAYCOR HCM INC                 | CUSIP: 70435P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -159131 | NS      | $-3893935.57  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Short            | EC               | CORP              | US        |    -19190 | NS      | $-669922.90   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |    -63571 | NS      | $-3055857.97  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     17270 | NS      | $607213.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     15147 | NS      | $5383546.74   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P GLOBAL INC                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |    -14677 | NS      | $-4915914.38  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               | CORP              | US        |   -110130 | NS      | $-3414030.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -80719 | NS      | $-4211110.23  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                               | PEABODY ENERGY                 | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |    -61712 | NS      | $-1630431.04  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28405 | NS      | $4704152.05   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                       | VALARIS LTD                    | CUSIP: G9460G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13319 | NS      | $-900630.78   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                      | FIBROGEN INC                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    217879 | NS      | $3490421.58   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                             | B. RILEY FINANCI               | CUSIP: 05580M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -98534 | NS      | $-3369862.80  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |   -347401 | NS      | $-4544005.08  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     21032 | NS      | $4802236.56   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    854117 | NS      | $4765972.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN INC                       | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     12022 | NS      | $979552.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     62829 | NS      | $5231142.54   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR SURGICAL                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     50178 | NS      | $2435640.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                       | CODEXIS INC                    | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54904 | NS      | $255852.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |    -85700 | NS      | $-2737258.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    171226 | NS      | $4914186.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                            | PATRICK INDS INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     12322 | NS      | $746713.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                         | PROSPERITY BNCSH               | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9734 | NS      | $-707467.12   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                  | ELME COMMUNITIES               | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Short            | EC               | CORP              | US        |   -268657 | NS      | $-4782094.60  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                    | JAMES RIVER GROU               | CUSIP: G5005R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -26252 | NS      | $-548929.32   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    110786 | NS      | $5054057.32   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |     86174 | NS      | $4939493.68   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | LIONS GATE-A                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | US        |   -223980 | NS      | $-1278925.80  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B               | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Short            | EC               | CORP              | US        |    -39867 | NS      | $-4859388.63  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                              | SOUTHERN COPPER                | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |    -88648 | NS      | $-5353452.72  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                              | CELSIUS HOLDINGS               | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24877 | NS      | $-2588203.08  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | ZIFF DAVIS INC                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |    -59922 | NS      | $-4739830.20  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    610093 | NS      | $3752071.95   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     12750 | NS      | $655350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |       219 | NS      | $21881.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                        | HORACE MANN EDUC               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Short            | EC               | CORP              | US        |    -17054 | NS      | $-637307.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     24565 | NS      | $3592139.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     72273 | NS      | $4831450.05   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                       | XOMETRY INC-A                  | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |    -46820 | NS      | $-1509008.60  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |    -86837 | NS      | $-2798756.51  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                     | BLACKBAUD INC                  | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Short            | EC               | CORP              | US        |    -13454 | NS      | $-791902.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING               | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57135 | NS      | $1721477.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3688 | NS      | $1021280.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                     | UNITED COMMUNITY               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Short            | EC               | CORP              | US        |    -16661 | NS      | $-563141.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     22797 | NS      | $3737112.21   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                   | FIRST INTER/MT-A               | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Short            | EC               | CORP              | US        |    -21311 | NS      | $-823670.15   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      5614 | NS      | $1569337.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | GROCERY OUTLET                 | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -60838 | NS      | $-1775861.22  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    115451 | NS      | $3445057.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     80723 | NS      | $4426042.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     25905 | NS      | $5244208.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |    -33939 | NS      | $-2964571.65  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX CORP                 | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |    -15475 | NS      | $-1465637.25  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     13168 | NS      | $3689541.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |    -46795 | NS      | $-4791340.05  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     81700 | NS      | $4448565.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2497 | NS      | $596433.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZOOMINFO TECH                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38191 | NS      | $1149931.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                        | ADV MICRO DEVICE               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |    -58230 | NS      | $-3771557.10  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                    | UTZ BRANDS INC                 | CUSIP: 918090101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -151430 | NS      | $-2401679.80  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                | LIBERTY ENERGY I               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309833 | NS      | $4960426.33   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |    -13461 | NS      | $-3750503.82  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     34168 | NS      | $1993019.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                     | REPLIGEN CORP                  | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |     -3944 | NS      | $-667758.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | EQUIFAX INC                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |    -25957 | NS      | $-5045002.52  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     16751 | NS      | $1560858.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144985 | NS      | $1503494.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     75384 | NS      | $3221158.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Short            | EC               | CORP              | US        |     -7596 | NS      | $-669815.28   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                 | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39987 | NS      | $1538299.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |    -62666 | NS      | $-5194384.74  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                   | ZURN ELKAY WATER               | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Short            | EC               | CORP              | US        |    -47719 | NS      | $-1009256.85  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    172106 | NS      | $4815525.88   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                            | YUM CHINA HO                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | US        |     -7462 | NS      | $-407798.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     67686 | NS      | $3426265.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | LIBERTY BR-C                   | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |    -18231 | NS      | $-1390478.37  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                              | AVID BIOSERVICES               | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Short            | EC               | CORP              | US        |    -64977 | NS      | $-894733.29   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                 | ERIE INDEMNITY-A               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |     -9391 | NS      | $-2335729.52  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | NUTANIX INC - A                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    184983 | NS      | $4818807.15   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -4479 | NS      | $-804517.98   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | CLEAN HARBORS                  | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5411 | NS      | $617503.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |     38882 | NS      | $2578654.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     51595 | NS      | $4088903.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | QUANTA SERVICES                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |    -35384 | NS      | $-5042220.00  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |    -76772 | NS      | $-2442885.04  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     61867 | NS      | $5079280.70   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc               | OLLIE'S BARGAIN                | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               | CORP              | US        |    -41687 | NS      | $-1952619.08  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                      | SITEONE LANDSCAP               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |     -5602 | NS      | $-657226.64   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | APPLOVIN CO-CL A               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |    -40056 | NS      | $-421789.68   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72667 | NS      | $3743077.17   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    107041 | NS      | $1888203.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71350 | NS      | $647144.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                                   | ENGAGESMART INC                | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35419 | NS      | $623374.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | MANHATTAN ASSOC                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     40796 | NS      | $4952634.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214069 | NS      | $3979542.71   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                          | KAR AUCTION SERV               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Short            | EC               | CORP              | US        |   -272933 | NS      | $-3561775.65  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |    671505 | NS      | $1611612.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                 | INARI MEDICAL IN               | CUSIP: 45332Y109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -47624 | NS      | $-3026981.44  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10135 | NS      | $640532.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     19400 | NS      | $1319200.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR INC                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Short            | EC               | CORP              | US        |    -17146 | NS      | $-905308.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     23814 | NS      | $1220229.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                         | MONRO INC                      | CUSIP: 610236101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -21687 | NS      | $-980252.40   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3253 | NS      | $400704.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                | EVERI HOLDINGS I               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    233793 | NS      | $3354929.55   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | URANIUM ENERGY                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |   -311279 | NS      | $-1207762.52  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                   | 3D SYSTEMS CORP                | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Short            | EC               | CORP              | US        |   -650490 | NS      | $-4813626.00  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    141009 | NS      | $2911835.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | AXSOME THERAPEUT               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |    -16261 | NS      | $-1254210.93  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                     | STEELCASE INC-A                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Short            | EC               | CORP              | US        |    -80508 | NS      | $-569191.56   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | XENIA HOTELS & R               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    172870 | NS      | $2278426.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                         | NCINO INC                      | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -159079 | NS      | $-4206048.76  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                  | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |    -45383 | NS      | $-4653572.82  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                      | CADENCE BANK                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |    -38142 | NS      | $-940581.72   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     41492 | NS      | $682543.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    139420 | NS      | $2135914.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | SMITH (A.O.)CORP               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |    -84242 | NS      | $-4822012.08  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                               | GUARDANT HEALTH                | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |    -17204 | NS      | $-467948.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |    -12914 | NS      | $-2236704.80  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                  | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Short            | EC               | CORP              | US        |    -73047 | NS      | $-4788230.85  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     51355 | NS      | $2563641.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      7231 | NS      | $656213.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3386 | NS      | $1736916.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                           | ABCELLERA BIOLOG               | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Short            | EC               | CORP              | US        |    -84642 | NS      | $-857423.46   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                           | PMV PHARMACEUTIC               | CUSIP: 69353Y103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -47777 | NS      | $-415659.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | UNIVERSAL CORP                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Short            | EC               | CORP              | US        |    -12692 | NS      | $-670264.52   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     88794 | NS      | $5615332.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    198080 | NS      | $3288128.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9511 | NS      | $4295357.82   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                       | ARVINAS INC                    | CUSIP: 04335A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -93914 | NS      | $-3212797.94  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                     | INFINERA CORP                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    221747 | NS      | $1494574.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    185875 | NS      | $5219370.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     69878 | NS      | $4873291.72   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    136658 | NS      | $4733833.12   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     61857 | NS      | $3152232.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                           | OLO INC - CL A                 | CUSIP: 68134L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -248109 | NS      | $-1550681.25  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     38254 | NS      | $1727933.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     41338 | NS      | $5209828.14   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                            | NATL BEVERAGE                  | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Short            | EC               | CORP              | US        |    -22939 | NS      | $-1067351.67  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    107550 | NS      | $5355990.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     30620 | NS      | $647919.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                       | KEMPER CORP                    | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Short            | EC               | CORP              | US        |    -99974 | NS      | $-4918720.80  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                 | BRIGHTSPHERE INV               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     35715 | NS      | $735014.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                        | CHEESECAKE FACTO               | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |    -22102 | NS      | $-700854.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Short            | EC               | CORP              | US        |    -38201 | NS      | $-5180055.60  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |   -138797 | NS      | $-4653863.41  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     76647 | NS      | $4179560.91   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     64969 | NS      | $1317571.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                 | GETTY REALTY                   | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     93153 | NS      | $3153229.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                    | GLOBALSTAR INC                 | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Short            | EC               | CORP              | US        |   -348773 | NS      | $-463868.09   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN               | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     14796 | NS      | $553370.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc             | ARTISAN PARTNE-A               | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Short            | EC               | CORP              | US        |   -160179 | NS      | $-4757316.30  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 VERTICALS-A                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |    -53561 | NS      | $-1303674.74  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | HEALTHCARE REALT               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               | CORP              | US        |   -255551 | NS      | $-4924467.77  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                         | SPIRE INC                      | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Short            | EC               | CORP              | US        |    -56866 | NS      | $-3915792.76  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |   -226916 | NS      | $-4862809.88  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    160754 | NS      | $4922287.48   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                    | FLOWSERVE CORP                 | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Short            | EC               | CORP              | US        |   -162356 | NS      | $-4981082.08  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     17285 | NS      | $2676927.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      6827 | NS      | $866073.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      7893 | NS      | $641858.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     21047 | NS      | $1163899.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                         | CONSTRUCTION P-A               | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Short            | EC               | CORP              | US        |   -166765 | NS      | $-4450957.85  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               | CORP              | US        |    -40707 | NS      | $-1318906.80  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |    -45265 | NS      | $-5072848.55  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                         | HALOZYME THERAPE               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |    -99512 | NS      | $-5662232.80  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | MACERICH CO                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               | CORP              | US        |   -151350 | NS      | $-1704201.00  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                            | PACIRA BIOSCIENC               | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67202 | NS      | $-2594669.22  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                           | INDIE SEMICOND-A               | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |    -93430 | NS      | $-544696.90   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     21475 | NS      | $1393298.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                     | BRP GROUP INC-A                | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -136820 | NS      | $-3439654.80  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -2539 | NS      | $-532377.52   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     73413 | NS      | $5327581.41   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM               | CUSIP: 03676B102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -174113 | NS      | $-1878679.27  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Short            | EC               | CORP              | US        |    -28450 | NS      | $-4517860.00  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                      | PENUMBRA INC                   | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Short            | EC               | CORP              | US        |     -9023 | NS      | $-2007256.58  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    171397 | NS      | $4685993.98   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                   | PENNYMAC FINANCI               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Short            | EC               | CORP              | US        |    -20685 | NS      | $-1172012.10  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                    | NY COMM BANCORP                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |   -546791 | NS      | $-4702402.60  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      7153 | NS      | $646988.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                          | EQUITRANS MIDSTR               | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Short            | EC               | CORP              | US        |   -103001 | NS      | $-690106.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | TEXAS ROADHOUS                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     17887 | NS      | $1626822.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                         | CHESAPEAKE UTIL                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      5712 | NS      | $675044.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |    -15268 | NS      | $-1307856.88  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  28270841 | NS      | $28268014.03  | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     58771 | NS      | $4911492.47   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                        | SOUTHWEST GAS HO               | CUSIP: 844895102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -78193 | NS      | $-4838582.84  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                  | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44665 | NS      | $-3259205.05  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    498163 | NS      | $4383834.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     91450 | NS      | $4470990.50   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                               | EQUITY COMMONWEA               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Short            | EC               | CORP              | US        |    -39412 | NS      | $-984117.64   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -100362 | NS      | $-2963689.86  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    250686 | NS      | $4780582.02   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                  | GREEN PLAINS INC               | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Short            | EC               | CORP              | US        |   -163182 | NS      | $-4977051.00  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     18569 | NS      | $700422.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     22184 | NS      | $3285672.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |     -1555 | NS      | $-848423.55   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                  | ADAPTHEALTH CORP               | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -221076 | NS      | $-4249080.72  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                        | RAPID7 INC                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     58394 | NS      | $1984228.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14214 | NS      | $1129870.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     24442 | NS      | $803164.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX RESOURCES CO               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |   -276793 | NS      | $-4661194.12  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      6625 | NS      | $1755360.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                             | SOFI TECHNOLOGIE               | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -741148 | NS      | $-3416692.28  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                  | PIEDMONT OFFIC-A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54489 | NS      | $499664.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | VISTEON CORP                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     13575 | NS      | $1776017.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    143557 | NS      | $2044251.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      9225 | NS      | $4327170.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2905 | NS      | $695921.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |     37861 | NS      | $1767351.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      5253 | NS      | $2691427.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     14905 | NS      | $465334.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                        | R1 RCM INC                     | CUSIP: 77634L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -145615 | NS      | $-1594484.25  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | WIX.COM LTD                    | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | US        |     55567 | NS      | $4269212.61   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    370429 | NS      | $2167009.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     24724 | NS      | $2106484.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     22665 | NS      | $4899493.05   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     74687 | NS      | $4727687.10   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    107503 | NS      | $4862360.69   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Short            | EC               | CORP              | US        |   -121030 | NS      | $-4856933.90  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                        | RAMBUS INC                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Short            | EC               | CORP              | US        |    -79018 | NS      | $-2830424.76  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                     | NEW RELIC INC                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     24742 | NS      | $1396685.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    405048 | NS      | $1749807.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       517 | NS      | $2384703.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ LODGING TRUS               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195327 | NS      | $2068512.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                          | AAON INC                       | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -65472 | NS      | $-4931351.04  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     43669 | NS      | $5082634.91   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     95888 | NS      | $4274687.04   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                     | ENVESTNET INC                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |    -79296 | NS      | $-4892563.20  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Short            | EC               | CORP              | US        |    -11770 | NS      | $-2708747.80  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                     | LGI HOMES INC                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |    -52087 | NS      | $-4823256.20  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                              | BEAUTY HEALTH CO               | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |    -60462 | NS      | $-550204.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                     | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -80276 | NS      | $-4888005.64  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | TELEDYNE TECH                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |     -1549 | NS      | $-619460.59   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    198744 | NS      | $1264011.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |    108983 | NS      | $5549414.36   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     21419 | NS      | $4644924.34   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      6303 | NS      | $989507.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                    | ROYAL GOLD INC                 | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               | CORP              | US        |    -32713 | NS      | $-3687409.36  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     80256 | NS      | $1443002.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8489 | NS      | $-584976.99   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |   -265141 | NS      | $-4793749.28  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    234566 | NS      | $5359833.10   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                        | APPLE HOSPITALIT               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    237820 | NS      | $3752799.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     34241 | NS      | $1670618.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    360672 | NS      | $2355188.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    372653 | NS      | $4844489.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -169607 | NS      | $-4474232.66  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     36294 | NS      | $5431397.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP               | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Short            | EC               | CORP              | US        |    -44257 | NS      | $-1513589.40  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     78461 | NS      | $1145530.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     92516 | NS      | $1090763.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     15544 | NS      | $1133468.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                      | ALKERMES PLC                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96955 | NS      | $2533434.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82813 | NS      | $4861951.23   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     18984 | NS      | $1662998.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                              | HILLTOP HOLDINGS               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Short            | EC               | CORP              | US        |   -141251 | NS      | $-4238942.51  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |    -42545 | NS      | $-4639957.70  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Short            | EC               | CORP              | US        |   -233722 | NS      | $-3706830.92  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | PALANTIR TECHN-A               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |   -575819 | NS      | $-3696757.98  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | CHARTER COMMUN-A               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     10602 | NS      | $3595138.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                   | CHICO'S FAS INC                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     85314 | NS      | $419744.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Short            | EC               | CORP              | US        |    -58373 | NS      | $-4980968.09  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                             | JACKSON FI-A                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    135837 | NS      | $4725769.23   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | ACCENTURE PLC-A                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5677 | NS      | $1514850.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                     | NATL HEALTH INV                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Short            | EC               | CORP              | US        |    -62623 | NS      | $-3270173.06  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     15764 | NS      | $1174102.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | RAYONIER INC                   | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     66443 | NS      | $2189961.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    127744 | NS      | $4966686.72   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                 | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     53178 | NS      | $729070.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                        | NEVRO CORP                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    121685 | NS      | $4818726.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC HOLDINGS IN               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     11596 | NS      | $511731.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                        | CERUS CORP                     | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    145470 | NS      | $530965.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                  | SUNNOVA ENERGY I               | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Short            | EC               | CORP              | US        |   -134327 | NS      | $-2419229.27  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                    | DRAFTKINGS INC                 | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -235126 | NS      | $-2678085.14  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Short            | EC               | CORP              | US        |   -132241 | NS      | $-4940523.76  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |    -28090 | NS      | $-775564.90   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                        | ENVIVA INC                     | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Short            | EC               | CORP              | US        |    -92484 | NS      | $-4898877.48  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     45076 | NS      | $4634714.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN               | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    237627 | NS      | $4766797.62   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | MATIV INC                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Short            | EC               | CORP              | US        |   -127355 | NS      | $-2661719.50  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    115615 | NS      | $4208386.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      5107 | NS      | $1050050.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4295 | NS      | $680456.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                            | J & J SNACK FOOD               | CUSIP: 466032109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19712 | NS      | $-2951083.52  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     23108 | NS      | $3355050.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                     | DRIL-QUIP INC                  | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Short            | EC               | CORP              | US        |    -24615 | NS      | $-668789.55   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    116607 | NS      | $5288127.45   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | ALNYLAM PHARMACE               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -3913 | NS      | $-929924.45   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     22048 | NS      | $2370821.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | EXACT SCIENCES                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     19840 | NS      | $982278.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                     | SELECT INS GRP                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |    -12199 | NS      | $-1080953.39  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     31304 | NS      | $1194873.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     49732 | NS      | $1072719.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    230815 | NS      | $1061749.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     42654 | NS      | $1451089.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | SCOTTS MIRACLE                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Short            | EC               | CORP              | US        |    -80595 | NS      | $-3916111.05  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                 | FB FINANCIAL COR               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Short            | EC               | CORP              | US        |    -13350 | NS      | $-482469.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                 | BLOOM ENERGY C-A               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |    -29217 | NS      | $-558629.04   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    181763 | NS      | $4593151.01   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     96272 | NS      | $1580786.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |     -7257 | NS      | $-941305.47   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    597396 | NS      | $2843604.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO               | CUSIP: 26210V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -85154 | NS      | $-2325555.74  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | SERES THERAPEUTI               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     88955 | NS      | $498148.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1221427 | NS      | $1282498.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                               | TREEHOUSE FOODS                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Short            | EC               | CORP              | US        |    -13324 | NS      | $-657939.12   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                   | HECLA MINING CO                | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               | CORP              | US        |   -913460 | NS      | $-5078837.60  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     18790 | NS      | $2051492.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                             | SPOTIFY TECHNOLO               | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |      7294 | NS      | $575861.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    122132 | NS      | $5080691.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                       | ORION ENGINEERED               | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43588 | NS      | $776302.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                        | WORTHINGTON INDS               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Short            | EC               | CORP              | US        |    -86087 | NS      | $-4279384.77  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                       | ECOVYST INC                    | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127641 | NS      | $1130899.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Asset Management Inc                       | APOLLO GLOBAL MA               | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Short            | EC               | CORP              | US        |    -83811 | NS      | $-5346303.69  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    283917 | NS      | $5198520.27   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME               | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Short            | EC               | CORP              | US        |   -122494 | NS      | $-3672370.12  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | INTL BANCSHARES                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     28831 | NS      | $1319306.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                           | MIRION TECHNOLOG               | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |   -603187 | NS      | $-3987066.07  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    309510 | NS      | $3584125.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                   | SQUARESPACE IN-A               | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     29776 | NS      | $660133.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182690 | NS      | $4841285.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | CONDUENT INC                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    154895 | NS      | $627324.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     35949 | NS      | $4775824.65   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    391672 | NS      | $4974234.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                   | MORNINGSTAR INC                | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Short            | EC               | CORP              | US        |    -22769 | NS      | $-4931537.71  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     14864 | NS      | $606153.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     40032 | NS      | $1503201.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Short            | EC               | CORP              | US        |   -129486 | NS      | $-823530.96   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    186835 | NS      | $4385017.45   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     50097 | NS      | $4900989.51   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     72843 | NS      | $1169130.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                   | FIRST BANCORP/NC               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22386 | NS      | $959016.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                  | PRIMO WATER CORP               | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    317758 | NS      | $4937959.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    107551 | NS      | $2552185.23   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                      | ENTEGRIS INC                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |    -32934 | NS      | $-2160141.06  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     46161 | NS      | $1787815.53   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |    -13391 | NS      | $-2788140.11  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                | UNITY SOFTWARE I               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |   -110525 | NS      | $-3159909.75  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | VEEVA SYSTEMS-A                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3580 | NS      | $577740.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |    -46252 | NS      | $-4816220.76  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |     -8847 | NS      | $-1246453.83  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      9631 | NS      | $2041001.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT               | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    229685 | NS      | $3417712.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                                  | MERIDIANLINK INC               | CUSIP: 58985J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67073 | NS      | $-920912.29   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                              | QUAKER CHEMICAL                | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |    -25775 | NS      | $-4301847.50  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    155223 | NS      | $1698139.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |   -121630 | NS      | $-2285427.70  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                            | EXP WORLD HOLDIN               | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Short            | EC               | CORP              | US        |   -245344 | NS      | $-2718411.52  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                        | SPLUNK INC                     | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     63242 | NS      | $5444503.78   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                         | SONOS INC                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Short            | EC               | CORP              | US        |   -143518 | NS      | $-2425454.20  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                        | SABRE CORP                     | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Short            | EC               | CORP              | US        |   -154906 | NS      | $-957319.08   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                        | AZENTA INC                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |    -32363 | NS      | $-1884173.86  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63549 | NS      | $3750026.49   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     19774 | NS      | $2762823.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | ADVANSIX INC                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    125512 | NS      | $4771966.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |    -24823 | NS      | $-3511461.58  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                           | XPO INC                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |   -139977 | NS      | $-4659834.33  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     39929 | NS      | $3707407.65   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     17276 | NS      | $957435.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |    -21253 | NS      | $-1239049.90  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                    | NETSTREIT CORP                 | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Short            | EC               | CORP              | US        |   -248865 | NS      | $-4561695.45  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3000 | NS      | $1590540.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                   | OPKO HEALTH                    | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Short            | EC               | CORP              | US        |  -1942699 | NS      | $-2428373.75  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | NOVAVAX INC                    | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |    172175 | NS      | $1769959.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Cable One Inc                                     | CABLE ONE INC                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1293 | NS      | $920434.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                               | MERCURY SYSTEMS                | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Short            | EC               | CORP              | US        |   -109573 | NS      | $-4902296.02  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    177331 | NS      | $4887242.36   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |   -303538 | NS      | $-2877540.24  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     18698 | NS      | $496805.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                              | VORNADO RLTY TST               | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -202518 | NS      | $-4214399.58  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                            | BOSTON BEER-A                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Short            | EC               | CORP              | US        |     -3803 | NS      | $-1253164.56  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     31630 | NS      | $1445807.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     90965 | NS      | $1501832.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                            | GUIDEWIRE SOFTWA               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |    -65366 | NS      | $-4089296.96  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     47239 | NS      | $2072374.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                        | FLUOR CORP                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |   -114409 | NS      | $-3965415.94  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                              | HAYWARD HOLDINGS               | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -523445 | NS      | $-4920383.00  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                          | GRANITE CONSTR                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |    -19265 | NS      | $-675623.55   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                 | CUSIP: 200525103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -50793 | NS      | $-3457479.51  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    590579 | NS      | $4836842.01   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                           | EXPRO GROUP HOLD               | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Short            | EC               | CORP              | US        |   -312134 | NS      | $-5658989.42  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |    -45321 | NS      | $-4149590.76  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    196438 | NS      | $4557361.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | COGNEX CORP                    | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |    -65230 | NS      | $-3072985.30  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    686837 | NS      | $5048251.95   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | ADIENT PLC                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Short            | EC               | CORP              | US        |    -54548 | NS      | $-1892270.12  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     36110 | NS      | $4957180.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |    -12825 | NS      | $-660744.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |    -11248 | NS      | $-1118726.08  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     18084 | NS      | $315384.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                   | ICU MEDICAL                    | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |    -32121 | NS      | $-5058415.08  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | AMNEAL PHARMACEU               | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     93850 | NS      | $186761.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO INC                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     25441 | NS      | $577001.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     33966 | NS      | $641278.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      9793 | NS      | $3049246.41   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    103613 | NS      | $1440220.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    145811 | NS      | $5161709.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     20872 | NS      | $2352900.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                        | MUELLER WATER-A                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Short            | EC               | CORP              | US        |    -84255 | NS      | $-906583.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Short            | EC               | CORP              | US        |   -422786 | NS      | $-4236315.72  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     59182 | NS      | $2608150.74   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                            | XPONENTIAL FIT-A               | CUSIP: 98422X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -62949 | NS      | $-1443420.57  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7304 | NS      | $644431.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                    | EVERBRIDGE INC                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |    152043 | NS      | $4497431.94   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                         | CROCS INC                      | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |     -7189 | NS      | $-779503.27   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                      | PARSONS CORP                   | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |    -14603 | NS      | $-675388.75   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Short            | EC               | CORP              | US        |      -554 | NS      | $-783538.82   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    219408 | NS      | $5101236.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                | EASTERLY GOVERNM               | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Short            | EC               | CORP              | US        |    -52490 | NS      | $-749032.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                            | NOVAGOLD RES                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Short            | EC               | CORP              | US        |   -445461 | NS      | $-2663856.78  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD MONTGOMERY FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer