# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001752724-23-050301
**Filing Date:** 2023-3
**Character Count:** 171242
**Document Hash:** f9c50a44ea8f17dfac0bf632270c9339
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050301.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050301

**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 VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 23693898

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### Small Company Growth Portfolio (Series ID: S000004394)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000012150 | Small Company Growth Portfolio |  |

## 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 VARIABLE INSURANCE FUNDS

- **b. Investment Company Act file number:** 811-05962

- **c. CIK number of Registrant:** 0000857490

- **d. LEI of Registrant:** 549300N9FZ0B1IR95761

- **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:** SMALL COMPANY GROWTH PORTFOLIO

- **b. EDGAR series identifier (if any):** S000004394

- **c. LEI of Series:** 8K5D5K4S6OHCGG6G6G91

**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:** $1328429462.69

**Total Liabilities:** $657842.21

**Net Assets:** $1327771620.48

**Cash Not Reported:** $5379612.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012150 | 9.12%                | 3.18%                | -5.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4071545.41             | $116007497.71                              |
| Month 2  | $-26431187.75            | $67925807.10                               |
| Month 3  | $5630599.67              | $-75279221.46                              |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ExlService Holdings Inc                           | EXLSERVICE HOLDI               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     19099 | NS      | $3235943.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pieris Pharmaceuticals Inc                        | PIERIS PHARMACEU               | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |    170392 | NS      | $177207.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                  | MALIBU BOATS-A                 | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36003 | NS      | $1918959.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                  | SKECHERS USA-A                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    371151 | NS      | $15569784.45  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                       | MASONITE INTERNA               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |     17201 | NS      | $1386572.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                           | TEXAS PACIFIC LA               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $2775568.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      8411 | NS      | $4293226.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     16127 | NS      | $505420.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molecular Templates Inc                           | MOLECULAR TEMPLA               | CUSIP: 608550109<br>LEI: 529900VZKP6N0B8U5F61 | Long             | EC               | CORP              | US        |    112801 | NS      | $36998.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                         | SORRENTO THERAPE               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    761346 | NS      | $674552.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                       | AVANTOR INC                    | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    102242 | NS      | $2156283.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                          | LUMINAR TECHNOLO               | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     38803 | NS      | $192074.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | EXELIXIS INC                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     88057 | NS      | $1412434.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | OPTION CARE HEAL               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     15971 | NS      | $480567.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | WORKIVA INC                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1600 | NS      | $134352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                        | NGM BIOPHARMACEU               | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    111040 | NS      | $557420.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust              | UNIVERSAL HEALTH               | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     41970 | NS      | $2003228.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     56416 | NS      | $4477173.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | INNOSPEC INC                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      7133 | NS      | $733700.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                               | DORMAN PRODUCTS                | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1579 | NS      | $127693.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     31655 | NS      | $1305452.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     25557 | NS      | $1650982.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                  | WIDEOPENWEST INC               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     17597 | NS      | $160308.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                          | SANGAMO THERAPEU               | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    476639 | NS      | $1496646.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                             | COMMVAULT SYSTEM               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     46184 | NS      | $2902202.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                               | HEALTH CATALYST                | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     39627 | NS      | $421235.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                       | KINIKSA PHARMA-A               | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52211 | NS      | $782120.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     15814 | NS      | $3335172.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                  | SENSATA TECHNOLO               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |    450460 | NS      | $18189574.80  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                 | INTER PARFUMS                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $405384.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5122 | NS      | $1368547.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     76224 | NS      | $2131985.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     19473 | NS      | $1531551.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA               | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    108788 | NS      | $1783035.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                  | LATHAM GROUP INC               | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44277 | NS      | $142571.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     44635 | NS      | $1205145.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     94857 | NS      | $1185712.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc                              | FORTRESS BIOTECH               | CUSIP: 34960Q109<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |    151271 | NS      | $99082.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    419115 | NS      | $6228048.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | TURNING POINT BR               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     30278 | NS      | $654913.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                   | PURE CYCLE CORP                | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15719 | NS      | $164735.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     17676 | NS      | $1009476.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | FRONTDOOR INC                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    734153 | NS      | $15270382.40  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                  | FORWARD AIR CORP               | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126456 | NS      | $13263969.84  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                               | CENTURY ALUMINUM               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     16825 | NS      | $137628.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                     | IMMUNOGEN INC                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     23469 | NS      | $116406.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | NORDSON CORP                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3696 | NS      | $878613.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                      | AMEDISYS INC                   | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1854 | NS      | $154883.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                                  | CARPARTS.COM INC               | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |    314645 | NS      | $1969677.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101840 | NS      | $1687488.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | ATLASSIAN CORP-A               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     10905 | NS      | $1403255.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     91426 | NS      | $6235253.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                              | LOYALTY VENTURES               | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |     50237 | NS      | $121071.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     22039 | NS      | $491028.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                      | DOXIMITY INC-A                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117592 | NS      | $3946387.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     76805 | NS      | $3281109.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc                                | ROCKET LAB USA I               | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    854676 | NS      | $3222128.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                        | INOGEN INC                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     25202 | NS      | $496731.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                               | AMPLIFY ENERGY C               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |    148706 | NS      | $1307125.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                          | VOYAGER THERAPEU               | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     41588 | NS      | $253686.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     17317 | NS      | $1189158.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156902 | NS      | $1226973.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     46000 | NS      | $5217320.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7362 | NS      | $1665652.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70145 | NS      | $2533637.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                          | FOX FACTORY HOLD               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     40816 | NS      | $3723643.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                      | FOCUS FINANCIA-A               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     24526 | NS      | $914084.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     51609 | NS      | $4725320.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | VERITIV CORP                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     14897 | NS      | $1813113.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                              | KRONOS WORLDWIDE               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     54390 | NS      | $511266.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     13027 | NS      | $395369.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                         | BRINKER INTL                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     12984 | NS      | $414319.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     12449 | NS      | $2933606.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                      | SPECTRUM PHARMAC               | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |    475988 | NS      | $175401.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     75986 | NS      | $1130671.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     24538 | NS      | $3179634.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                     | SURMODICS INC                  | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     13367 | NS      | $456082.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc                          | ASSEMBLY BIOSCIE               | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |     63315 | NS      | $82309.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    137223 | NS      | $1623348.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     41072 | NS      | $2197762.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                           | COHERUS BIOSCIEN               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    163876 | NS      | $1297897.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                            | AMER VANGUARD                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     86245 | NS      | $1872378.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |     71203 | NS      | $842331.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | MODINE MFG CO                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     75621 | NS      | $1501833.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     21555 | NS      | $4578497.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                        | ELASTIC NV                     | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     49868 | NS      | $2568202.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2657 | NS      | $870805.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                     | SHOALS TECHNOL-A               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20404 | NS      | $503366.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                   | VITAL FARMS INC                | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      9334 | NS      | $139263.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                       | CERTARA INC                    | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    546533 | NS      | $8782785.31   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                               | STERLING CHECK C               | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96164 | NS      | $1487657.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    253262 | NS      | $12804926.72  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                         | EPLUS INC                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     13331 | NS      | $590296.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     18203 | NS      | $3729612.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | GLOBANT SA                     | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | US        |      6229 | NS      | $1047468.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                          | GREEN BRICK PART               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11514 | NS      | $278984.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                     | DHI GROUP INC                  | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     87219 | NS      | $461388.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                            | WAVE LIFE SCIENC               | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | US        |     45825 | NS      | $320775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                            | ARRAY TECHNOLOGI               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     30210 | NS      | $583959.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     26251 | NS      | $359901.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     26059 | NS      | $1056953.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                      | ESS TECH INC                   | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155370 | NS      | $377549.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment Inc                 | DAVE & BUSTER'S                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     16045 | NS      | $568634.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                      | FIBROGEN INC                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     47779 | NS      | $765419.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    195824 | NS      | $12213542.88  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                               | CALLON PETROLEUM               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     11726 | NS      | $434917.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                    | LIVEPERSON INC                 | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     32573 | NS      | $330290.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                         | POOL CORP                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4582 | NS      | $1385276.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                       | ARVINAS INC                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102669 | NS      | $3512306.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                       | VIEWRAY INC                    | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |    377288 | NS      | $1690250.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    298588 | NS      | $1666121.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                    | STONERIDGE INC                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      6110 | NS      | $131731.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN INC                       | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     11351 | NS      | $924879.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                             | AEVA TECHNOLOGIE               | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225320 | NS      | $306435.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                 | STAAR SURGICAL                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     42219 | NS      | $2049310.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      5145 | NS      | $326604.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     32880 | NS      | $1880736.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                  | INTEGRAL AD SCIE               | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26928 | NS      | $236697.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BRIDGEBIO PHARMA               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     30502 | NS      | $232425.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                         | PERELLA WEINBERG               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70035 | NS      | $686343.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                       | LIVENT CORP                    | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     28757 | NS      | $571401.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                            | PATRICK INDS INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     31181 | NS      | $1889568.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                        | HERITAGE-CRYSTAL               | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55753 | NS      | $1810857.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                     | INTERCEPT PHARMA               | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |     93106 | NS      | $1151721.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                         | GLADSTONE COMMER               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      7318 | NS      | $135383.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     68436 | NS      | $2040077.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                                      | FARFETCH LTD-A                 | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | US        |    765321 | NS      | $3619968.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     10600 | NS      | $185394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                       | BRUKER CORP                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     81185 | NS      | $5548994.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     37368 | NS      | $2758879.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       698 | NS      | $146356.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                               | DIEBOLD NIXDORF                | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |    379924 | NS      | $539492.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                      | RCI HOSPITALITY                | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      5197 | NS      | $484308.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     40437 | NS      | $1253142.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | DARLING INGREDIE               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     30264 | NS      | $1894223.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                        | FLOOR & DECOR-A                | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     60266 | NS      | $4196321.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     33155 | NS      | $1474071.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     76149 | NS      | $3914058.60   | 0.29%             |  |  |  | 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        |    135578 | NS      | $13556484.22  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     27181 | NS      | $3974677.63   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                    | BRINK'S CO/THE                 | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2396 | NS      | $128689.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    229491 | NS      | $3520391.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                               | DULUTH HLDGS - B               | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     31913 | NS      | $197222.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                      | ALLEGION PLC                   | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |      2166 | NS      | $227993.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     15919 | NS      | $718902.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | COOPER COS INC                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     45944 | NS      | $15192302.48  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                             | CARRIAGE SERVICE               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23028 | NS      | $634191.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     11128 | NS      | $3110721.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     65219 | NS      | $3575957.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                             | ARLO TECHNOLOGIE               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    324493 | NS      | $1138970.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                  | HEALTHEQUITY INC               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    137700 | NS      | $8487828.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21353 | NS      | $1121886.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     20441 | NS      | $521858.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc               | SOLARIS OIL IN-A               | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     11808 | NS      | $117253.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     72652 | NS      | $3955901.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                             | VIEMED HEALTHCAR               | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21005 | NS      | $158797.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                     | INGEVITY CORP                  | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     38795 | NS      | $2732719.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | PAYLOCITY HOLDIN               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     14929 | NS      | $2900107.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                          | DESTINATION XL G               | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151300 | NS      | $1021275.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                 | MIDDLEBY CORP                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     26185 | NS      | $3506171.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                  | SOTERA HEALTH CO               | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    426167 | NS      | $3549971.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                | LIBERTY ENERGY I               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118052 | NS      | $1890012.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5012 | NS      | $385372.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                      | PROTAGONIST THER               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89211 | NS      | $973292.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                            | PUMA BIOTECHNOLO               | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    298187 | NS      | $1261331.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                  | ACM RESEARCH-A                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     37312 | NS      | $287675.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                      | CARTER'S INC                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     71205 | NS      | $5312605.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     23385 | NS      | $2179014.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                       | STANDARD MOTOR                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     13776 | NS      | $479404.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     16830 | NS      | $3667257.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                           | QUOTIENT TECHNOL               | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     60255 | NS      | $206674.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                          | AVIDXCHANGE HLDG               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50624 | NS      | $503202.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     38478 | NS      | $1947756.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                       | DENBURY INC                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     12778 | NS      | $1111941.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                       | INSPIRE MEDICAL                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     18084 | NS      | $4554997.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                               | AADI BIOSCIENCE                | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |     10349 | NS      | $132777.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4103 | NS      | $742643.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | NUTANIX INC - A                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    162116 | NS      | $4223121.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2320 | NS      | $135464.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES                | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |    231319 | NS      | $12465780.91  | 0.94%             |  |  |  | No            |                  1 | On Loan: —       |
| eGain Corp                                        | EGAIN CORP                     | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174153 | NS      | $1572601.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                        | GRAND CANYON EDU               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     60189 | NS      | $6359569.74   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                       | AXONICS INC                    | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     14432 | NS      | $902432.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                   | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     31919 | NS      | $7967939.97   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                      | VICTORY CAPITA-A               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     31111 | NS      | $834708.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                    | BRIGHTCOVE                     | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |    155847 | NS      | $815079.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     62627 | NS      | $4963189.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                    | ESQUIRE FINANCIA               | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5302 | NS      | $229364.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      4704 | NS      | $217936.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WISDOMTREE INC                 | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |   1472040 | NS      | $8022618.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3770 | NS      | $200564.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     25720 | NS      | $2111612.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                            | RELAY THERAPEUTI               | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221172 | NS      | $3304309.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                           | HIRERIGHT HOLDIN               | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35905 | NS      | $425833.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                              | GLOBAL INDUSTRIAL CO           | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4712 | NS      | $110873.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76107 | NS      | $3920271.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | AMKOR TECH INC                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     58400 | NS      | $1400432.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group SpA                               | STEVANATO GROUP                | CUSIP: N/A<br>LEI: 81560033F7E1CD477507       | Long             | EC               | CORP              | US        |    102842 | NS      | $1848070.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | MANHATTAN ASSOC                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     41151 | NS      | $4995731.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                         | ATARA BIOTHERAPE               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    338786 | NS      | $1111218.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79259 | NS      | $1473424.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                        | ALIGHT INC-CL A                | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   2257492 | NS      | $18872633.12  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                     | SYNAPTICS INC                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     24172 | NS      | $2300207.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |    542592 | NS      | $1302220.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                   | INTERNATIONAL MO               | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66581 | NS      | $1622578.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    505611 | NS      | $11249844.75  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | MATADOR RESOURCE               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     19219 | NS      | $1100095.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                          | RELMADA THERAPEU               | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     62799 | NS      | $219168.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     18264 | NS      | $1241952.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                           | AKEBIA THERAPEUT               | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |   1422702 | NS      | $820899.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                       | NANOSTRING TECHN               | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     26706 | NS      | $212846.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                | EVERI HOLDINGS I               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     52353 | NS      | $751265.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4809 | NS      | $275507.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                               | TORRID HOLDINGS                | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44029 | NS      | $130325.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp                              | WABASH NATIONAL                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     27902 | NS      | $630585.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     72542 | NS      | $1154868.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     25282 | NS      | $591851.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7729 | NS      | $2555748.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                            | INSTEEL INDS                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      5158 | NS      | $141948.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                              | ENSIGN GROUP INC               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2300 | NS      | $217603.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | CHURCHILL DOWNS                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     60473 | NS      | $12785806.39  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                               | C4 THERAPEUTICS                | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    504148 | NS      | $2974473.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3633 | NS      | $176527.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                    | MONDAY.COM LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     65723 | NS      | $8018206.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Harpoon Therapeutics Inc                          | HARPOON THERAPEU               | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |     98260 | NS      | $71307.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                    | BROOKFIELD INF-A               | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10812 | NS      | $420586.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL ENERGY IN               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     10289 | NS      | $668785.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    150521 | NS      | $2305981.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                   | SPIRIT AEROSYS-A               | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57665 | NS      | $1706884.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     52057 | NS      | $2598685.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI CORP                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     26289 | NS      | $3450957.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    146664 | NS      | $3924728.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                         | PETIQ INC                      | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     24229 | NS      | $223391.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                     | INFINERA CORP                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    123248 | NS      | $830691.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                                 | GRITSTONE BIO IN               | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     33605 | NS      | $115937.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     72699 | NS      | $2041387.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     86256 | NS      | $2987907.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc                       | QUALTRICS INT-A                | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |    473195 | NS      | $4911764.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     36420 | NS      | $1855963.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    117617 | NS      | $5312759.89   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     42974 | NS      | $5416013.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                          | HERSHA HOSPITA-A               | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |    146071 | NS      | $1244524.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     77679 | NS      | $3868414.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                | CARETRUST REI                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     12435 | NS      | $231042.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2107 | NS      | $124313.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     70542 | NS      | $1640101.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                 | BRIGHTSPHERE INV               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    112843 | NS      | $2322308.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                              | CHART INDUSTRIES               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2839 | NS      | $327137.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                     | RILEY EXPLORATIO               | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     18541 | NS      | $545661.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     14614 | NS      | $345621.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                   | INSTALLED BUILDI               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3485 | NS      | $298316.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                    | FIVE BELOW                     | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1236 | NS      | $218611.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     66644 | NS      | $3634097.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     15079 | NS      | $253930.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | VERACYTE INC                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    251908 | NS      | $5977776.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                     | DYNATRACE INC                  | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237410 | NS      | $9092803.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                              | LAREDO PETROLEUM               | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      9008 | NS      | $463191.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN               | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     11514 | NS      | $430623.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    155576 | NS      | $12425855.12  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR GROUP INC/DE               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      7302 | NS      | $672295.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | HILTON GRAND VAC               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     22935 | NS      | $883914.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                             | SILK ROAD MEDICA               | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      9758 | NS      | $515710.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                        | N-ABLE INC                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    973972 | NS      | $10012432.16  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    109849 | NS      | $3363576.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | OUTFRONT MEDIA I               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    172209 | NS      | $2855225.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     13380 | NS      | $2072160.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP               | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |     10614 | NS      | $3516099.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     31182 | NS      | $518556.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     10719 | NS      | $871669.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     79536 | NS      | $4398340.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     23950 | NS      | $3847328.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                             | CRA INTERNATIONA               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6751 | NS      | $826524.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                 | ALPHA METALLURGI               | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8798 | NS      | $1287939.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEI Pharma Inc                                    | MEI PHARMA INC                 | CUSIP: 55279B202<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |    739217 | NS      | $180073.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     80051 | NS      | $3023526.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     85187 | NS      | $5526932.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                            | FORRESTER RESEAR               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     35932 | NS      | $1284928.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                    | FORMFACTOR INC                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     17995 | NS      | $400028.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | RIGEL PHARMACEUT               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    635318 | NS      | $952977.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | NEUROCRINE BIOSC               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     22253 | NS      | $2657898.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                | LSB INDUS INC                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     56356 | NS      | $749534.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     80912 | NS      | $2212134.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                      | RUTH'S HOSPITALI               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     76148 | NS      | $1178771.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                    | NEXPOINT RESI                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     39191 | NS      | $1705592.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6047 | NS      | $275319.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                       | HIBBETT INC                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      6826 | NS      | $465669.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                  | TRINET GROUP INC               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |    127136 | NS      | $8619820.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                       | ENOVIX CORP                    | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     38231 | NS      | $475593.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | TEXAS ROADHOUS                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     61060 | NS      | $5553407.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                      | CIMPRESS PLC                   | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | US        |    159310 | NS      | $4398549.10   | 0.33%             |  |  |  | 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        |  56043014 | NS      | $56037409.37  | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines Inc                            | HOMOLOGY MEDICIN               | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |     66289 | NS      | $83524.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    270026 | NS      | $2376228.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                    | TACTILE SYSTEMS                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     12146 | NS      | $139436.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | ZIFF DAVIS INC                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    217013 | NS      | $17165728.30  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                            | HERON THERAPEUTI               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    345855 | NS      | $864637.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     31524 | NS      | $4669019.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                  | QUIDELORTHO CORP               | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    236628 | NS      | $20271920.76  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                        | RAPID7 INC                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     58386 | NS      | $1983956.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5749 | NS      | $719774.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                        | AFFIMED NV                     | CUSIP: N01045108<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | US        |    653577 | NS      | $810435.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                         | SALLY BEAUTY HOL               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    652766 | NS      | $8172630.32   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | PAYONEER GLOBAL                | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29505 | NS      | $161392.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                        | CAREDX INC                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |    372774 | NS      | $4253351.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     55288 | NS      | $2926946.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                     | MASTERCRAFT BOAT               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     56237 | NS      | $1454851.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | VISTEON CORP                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4677 | NS      | $611891.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    239921 | NS      | $3416475.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Goose Holdings Inc                         | CANADA GOOSE HOL               | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | US        |    289529 | NS      | $5156511.49   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28732 | NS      | $4175621.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                         | KINSALE CAPITAL                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      9395 | NS      | $2456980.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      7915 | NS      | $4055329.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                       | STERLING INFRAST               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     19435 | NS      | $637468.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     15091 | NS      | $2889021.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      4786 | NS      | $149418.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | DIODES INC                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     27876 | NS      | $2122478.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                    | SUMO LOGIC                     | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |    706032 | NS      | $5718859.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | WIX.COM LTD                    | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | US        |     51413 | NS      | $3950060.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Retractable Technologies Inc                      | RETRACTABLE TECH               | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39875 | NS      | $65398.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    362694 | NS      | $2121759.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     78724 | NS      | $17017767.08  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                        | AQUESTIVE THERAP               | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55778 | NS      | $50317.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     56236 | NS      | $3559738.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Holding AG                             | SPORTRADAR GROUP               | CUSIP: N/A<br>LEI: 39120099GMDR0HYDS163       | Long             | EC               | CORP              | US        |    475093 | NS      | $4731926.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                        | DASEKE INC                     | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |    110467 | NS      | $628557.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                        | HOLLEY INC                     | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     26192 | NS      | $55527.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                     | NEW RELIC INC                  | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     29627 | NS      | $1672444.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                    | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     42990 | NS      | $219678.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |   1575263 | NS      | $6805136.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     10462 | NS      | $4197459.02   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                              | MYERS INDS INC                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     61692 | NS      | $1371413.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                  | UNIVERSAL LOGIST               | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22189 | NS      | $742000.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                       | JOHN BEAN TECH                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     71904 | NS      | $6566992.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                     | IRADIMED CORP                  | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |     41868 | NS      | $1184445.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                           | ACCEL ENTERTAINM               | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38333 | NS      | $295164.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                     | BANDWIDTH INC-A                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     14155 | NS      | $324857.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    269890 | NS      | $1716500.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     26568 | NS      | $1352842.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     44846 | NS      | $1141330.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     18594 | NS      | $334320.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                               | WORKHORSE GROUP                | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |     89508 | NS      | $136052.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     22221 | NS      | $3039388.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                      | WINGSTOP INC                   | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      7824 | NS      | $1076738.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMO-C                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    939535 | NS      | $8380652.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                                    | CELULARITY INC                 | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62505 | NS      | $80631.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                        | INSPIRED ENTERTA               | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     58846 | NS      | $745578.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A               | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    133762 | NS      | $4164011.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     32419 | NS      | $1581723.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | LINCOLN ELECTRIC               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     20275 | NS      | $2929534.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    448234 | NS      | $2926968.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                        | H&E EQUIPMENT SE               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     55945 | NS      | $2539903.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                             | PENNANT GROUP-WI               | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     13598 | NS      | $149306.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals Inc                      | INFINITY PHARMAC               | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |    265397 | NS      | $147295.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS I-A               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     60626 | NS      | $1267083.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                  | WEST PHARMACEUT                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      6493 | NS      | $1528127.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     16128 | NS      | $1176053.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                      | ALKERMES PLC                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129049 | NS      | $3372050.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68322 | NS      | $4011184.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                               | LEGEND BIOT-ADR                | CUSIP: N/A<br>LEI: 254900EIUFZTW136H859       | Long             | EC               | CORP              | US        |     86299 | NS      | $4308046.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                       | KARYOPHARM THERA               | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |    240905 | NS      | $819077.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     26265 | NS      | $650058.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | OKTA INC                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    117007 | NS      | $7995088.31   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey Inc                                | BERKSHIRE GREY I               | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $11715.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | BERRY GLOBAL GRO               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      5918 | NS      | $357624.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                     | CONSENSUS CLOUD                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138035 | NS      | $7420761.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     76586 | NS      | $1380845.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                   | CHICO'S FAS INC                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    151241 | NS      | $744105.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     20958 | NS      | $2906665.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                           | Y-MABS THERAPEUT               | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118802 | NS      | $579753.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     31121 | NS      | $287558.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     49297 | NS      | $1877229.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | IRHYTHM TECHNOLO               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      8199 | NS      | $768000.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                            | LIQUIDITY SERVIC               | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     74515 | NS      | $1047680.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                        | NEVRO CORP                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    185780 | NS      | $7356888.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC HOLDINGS IN               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      9738 | NS      | $429737.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     32376 | NS      | $3720649.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                      | GLAUKOS CORP                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      4618 | NS      | $201714.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                   | PEGASYSTEMS INC                | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     28023 | NS      | $959507.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                | ARCH RESOURCES I               | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2174 | NS      | $310425.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                    | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28761 | NS      | $1458470.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                        | CERUS CORP                     | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    309492 | NS      | $1129645.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                     | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24955 | NS      | $1002442.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc                            | AVALO THERAPEUTI               | CUSIP: 05338F207<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |     19776 | NS      | $100659.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     40896 | NS      | $4204926.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     77981 | NS      | $2838508.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     17353 | NS      | $3567950.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     20348 | NS      | $2954326.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                           | CYTOMX THERAPEUT               | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |    532095 | NS      | $851352.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                              | TENABLE HOLDINGS               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    153946 | NS      | $5873039.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     84659 | NS      | $3839285.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | EXACT SCIENCES                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     32565 | NS      | $1612293.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $168663.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                    | SMARTSHEET INC-A               | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |    244028 | NS      | $9604942.08   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     31774 | NS      | $1212813.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     36752 | NS      | $792740.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc                                 | CUE BIOPHARMA IN               | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |     47166 | NS      | $134423.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                   | MACROGENICS INC                | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    111566 | NS      | $748607.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc                           | SELECTA BIOSCIEN               | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |    413816 | NS      | $467612.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                      | ATRICURE INC                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13061 | NS      | $579647.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                           | SKYWATER TECHNOL               | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17937 | NS      | $127532.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | ADVANCED DRAINAG               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     28952 | NS      | $2373195.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     71055 | NS      | $1795559.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Athenex Inc                                       | ATHENEX INC                    | CUSIP: 04685N103<br>LEI: 5493001V4L0Q5EPPOH52 | Long             | EC               | CORP              | US        |    202067 | NS      | $29804.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    679344 | NS      | $11154828.48  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                  | BOOZ ALLEN HAMIL               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     13118 | NS      | $1371093.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                       | APELLIS PHARMACE               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     30818 | NS      | $1593598.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                               | UPLAND SOFTWARE                | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     37477 | NS      | $267211.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                              | GENERAC HOLDINGS               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     54774 | NS      | $5513550.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22177 | NS      | $350840.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                         | AGIOS PHARMACEUT               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |    168102 | NS      | $4720304.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    408087 | NS      | $1942494.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5328 | NS      | $951474.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     21893 | NS      | $672552.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                         | VIMEO INC                      | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     41820 | NS      | $143442.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1059840 | NS      | $1112832.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                              | MOMENTIVE GLOBAL               | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |   1833117 | NS      | $12831819.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     23542 | NS      | $2570315.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                           | SILVERGATE CAP-A               | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      9404 | NS      | $163629.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    115029 | NS      | $4785206.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                             | INNOVAGE HOLDING               | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85882 | NS      | $616632.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    188485 | NS      | $3451160.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     17258 | NS      | $390548.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                              | OLAPLEX HOLDINGS               | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53210 | NS      | $277224.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    128892 | NS      | $1492569.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                   | SQUARESPACE IN-A               | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      6801 | NS      | $150778.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                      | NOVOCURE LTD                   | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |     20245 | NS      | $1484970.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     38778 | NS      | $5151657.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     86239 | NS      | $3398678.99   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                           | PTC INC                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      7380 | NS      | $885895.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | E-Mini Russ 2000  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       472 | NC      | $-477826.34   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     29088 | NS      | $1186208.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     95630 | NS      | $3590906.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                        | AXOGEN INC                     | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322548 | NS      | $3219029.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | AXON ENTERPRISE                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     10648 | NS      | $1766822.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     18020 | NS      | $575919.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    149245 | NS      | $3502780.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                              | KOPPERS HOLDINGS               | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5786 | NS      | $163165.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                      | CARGURUS INC                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    686216 | NS      | $9613886.16   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc                                       | KALTURA INC                    | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |    130995 | NS      | $225311.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fair Isaac Corp                                   | FAIR ISAAC CORP                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      9575 | NS      | $5731403.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     82303 | NS      | $1953050.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                  | HEALTHSTREAM INC               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     66462 | NS      | $1650916.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | VEEVA SYSTEMS-A                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     13567 | NS      | $2189442.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                      | SP PLUS CORP                   | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     60917 | NS      | $2115038.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                          | REGIONAL MANAGEM               | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     16355 | NS      | $459248.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                 | OPEN LENDING C-A               | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18805 | NS      | $126933.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                             | EURONET WORLDWID               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    127633 | NS      | $12046002.54  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT               | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     58607 | NS      | $872072.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80831 | NS      | $14928677.39  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                  | DONALDSON CO INC               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      8876 | NS      | $522530.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    171892 | NS      | $1880498.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                      | MEDIFAST INC                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      7544 | NS      | $870200.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    875583 | NS      | $5568707.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | GRACO INC                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     16937 | NS      | $1139182.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                          | CIRCOR INTL                    | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      7246 | NS      | $173614.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc                         | PRECISION BIOSCI               | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |    462172 | NS      | $549984.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                   | BIO-TECHNE CORP                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     89558 | NS      | $7422567.04   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14031 | NS      | $827969.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | ADVANSIX INC                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     57628 | NS      | $2191016.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    121046 | NS      | $7789310.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |    111158 | NS      | $6160376.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                        | TENNANT CO                     | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    153831 | NS      | $9471374.67   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | DECKERS OUTDOOR                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2528 | NS      | $1009076.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                               | VARONIS SYSTEMS                | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     25913 | NS      | $620357.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     98901 | NS      | $1089889.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                 | PDF SOLUTIONS                  | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      8717 | NS      | $248608.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                      | AGILYSYS INC                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     19838 | NS      | $1569979.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                          | BIGCOMMERCE-1                  | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     99321 | NS      | $868065.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING               | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     94660 | NS      | $805556.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA TECHNOLOGI               | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     38439 | NS      | $132998.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | NOVAVAX INC                    | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     45576 | NS      | $468521.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd                                       | GENPACT LTD                    | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     13798 | NS      | $639123.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                     | CABLE ONE INC                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2039 | NS      | $1451482.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      3933 | NS      | $104499.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                      | RITCHIE BROS                   | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |    390920 | NS      | $22606903.60  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                      | EXPONENT INC                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     14636 | NS      | $1450281.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     87090 | NS      | $3033344.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      5474 | NS      | $161866.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     50092 | NS      | $3314086.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                        | CHASE CORP                     | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7401 | NS      | $638410.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89113 | NS      | $1762655.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3022 | NS      | $530542.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     68388 | NS      | $1586601.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                         | ZUORA INC -CL A                | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    127985 | NS      | $813984.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     28191 | NS      | $2519147.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                         | MERIT MEDICAL                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    265205 | NS      | $18728777.10  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    384716 | NS      | $2827662.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                 | HERC HOLDINGS IN               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     10428 | NS      | $1372011.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     80612 | NS      | $2016912.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                    | JOINT CORP/THE                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14789 | NS      | $206750.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                  | ACV AUCTIONS-A                 | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1528583 | NS      | $12549666.43  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc          | CONSOLIDATED COM               | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     27951 | NS      | $100064.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    119297 | NS      | $7457255.47   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                       | DROPBOX INC-A                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    249897 | NS      | $5592694.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                | ARCTURUS THERAPE               | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21677 | NS      | $367641.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     59192 | NS      | $1992402.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    100243 | NS      | $1892587.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                    | PERFICIENT INC                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      3169 | NS      | $221291.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    158802 | NS      | $2207347.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                      | SPRINGWORKS THER               | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179375 | NS      | $4665543.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     85077 | NS      | $3011725.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                        | KADANT INC                     | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      3828 | NS      | $679967.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                       | MASIMO CORP                    | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      5381 | NS      | $796118.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     74515 | NS      | $2529784.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                    | EVERBRIDGE INC                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     71767 | NS      | $2122867.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     29892 | NS      | $1575906.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                            | BOOT BARN HOLDIN               | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      7603 | NS      | $475339.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     66435 | NS      | $1544613.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     75743 | NS      | $3818962.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                 | FRANKLIN COVEY                 | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27222 | NS      | $1273172.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD VARIABLE INSURANCE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer