# EDGAR Filing Document

**Accession Number:** 0000819118
**File Stem:** 0001752724-23-067624
**Filing Date:** 2023-3
**Character Count:** 56406
**Document Hash:** 7ed5cde1d798c2a09333bd6a456d697d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067624.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067624

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY CONCORD STREET TRUST
- **CENTRAL INDEX KEY:** 0000819118
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05251
- **FILM NUMBER:** 23763743

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY INSTITUTIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Small Cap Stock Fund (Series ID: S000055369)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000174190 | Fidelity Small Cap Stock Fund | FSLCX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Small Cap Stock Fund**

**January 31, 2023**

SLC-NPRT3-0423

1.813072.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.3%** | &nbsp;&nbsp;**Common Stocks - 98.3%** | &nbsp;&nbsp;**Common Stocks - 98.3%** |
|  | Shares | Value ($)<br> (000s) <br>|
| COMMUNICATION SERVICES - 2.8%  |  |  |
| Media - 2.8% |  |  |
| Nexstar Broadcasting Group, Inc. Class A  | 79285 | 16235 |
| TechTarget, Inc. (a) | 179797 | 8905 |
| Thryv Holdings, Inc. (a)(b) | 499040 | 11164 |
|  |  | 36304 |
| CONSUMER DISCRETIONARY - 13.7%  |  |  |
| Auto Components - 0.6% |  |  |
| Fox Factory Holding Corp. (a) | 48852 | 5769 |
| Patrick Industries, Inc.  | 34394 | 2441 |
|  |  | 8210 |
| Diversified Consumer Services - 2.5% |  |  |
| Grand Canyon Education, Inc. (a) | 271113 | 31601 |
| Hotels, Restaurants & Leisure - 1.9% |  |  |
| Churchill Downs, Inc.  | 39538 | 9809 |
| Planet Fitness, Inc. (a) | 165816 | 14036 |
|  |  | 23845 |
| Household Durables - 6.5% |  |  |
| Cavco Industries, Inc. (a) | 27972 | 7443 |
| Helen of Troy Ltd. (a)(b) | 184021 | 20815 |
| LGI Homes, Inc. (a) | 300699 | 34234 |
| Tempur Sealy International, Inc.  | 374626 | 15266 |
| Traeger, Inc. (a)(b) | 1355434 | 4920 |
|  |  | 82678 |
| Leisure Products - 1.0% |  |  |
| YETI Holdings, Inc. (a) | 286064 | 12804 |
| Specialty Retail - 1.0% |  |  |
| Murphy U.S.A., Inc.  | 46604 | 12678 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Wolverine World Wide, Inc.  | 202958 | 3274 |
| TOTAL CONSUMER DISCRETIONARY |  | 175090 |
| CONSUMER STAPLES - 5.2%  |  |  |
| Beverages - 2.2% |  |  |
| Boston Beer Co., Inc. Class A (a) | 73947 | 28737 |
| Food & Staples Retailing - 2.1% |  |  |
| Performance Food Group Co. (a) | 433013 | 26552 |
| Food Products - 0.9% |  |  |
| Nomad Foods Ltd. (a) | 630930 | 11224 |
| TOTAL CONSUMER STAPLES |  | 66513 |
| ENERGY - 6.3%  |  |  |
| Energy Equipment & Services - 1.1% |  |  |
| Liberty Oilfield Services, Inc. Class A  | 853944 | 13518 |
| Oil, Gas & Consumable Fuels - 5.2% |  |  |
| Antero Resources Corp. (a) | 899387 | 25938 |
| Enviva, Inc. (b) | 23530 | 1070 |
| Northern Oil & Gas, Inc.  | 399885 | 13404 |
| PDC Energy, Inc.  | 219211 | 14847 |
| Sitio Royalties Corp.  | 423186 | 11244 |
|  |  | 66503 |
| TOTAL ENERGY |  | 80021 |
| FINANCIALS - 17.4%  |  |  |
| Banks - 4.7% |  |  |
| Cadence Bank  | 650195 | 16632 |
| Independent Bank Group, Inc.  | 262324 | 16080 |
| Metropolitan Bank Holding Corp. (a) | 214039 | 12710 |
| PacWest Bancorp  | 533317 | 14752 |
|  |  | 60174 |
| Capital Markets - 5.3% |  |  |
| Bridge Investment Group Holdings, Inc. (b) | 607806 | 9050 |
| Focus Financial Partners, Inc. Class A (a) | 308384 | 13924 |
| LPL Financial  | 25662 | 6085 |
| P10, Inc.  | 1076240 | 12162 |
| StoneX Group, Inc. (a) | 292976 | 25747 |
|  |  | 66968 |
| Consumer Finance - 1.6% |  |  |
| Encore Capital Group, Inc. (a)(b) | 371598 | 20705 |
| Insurance - 3.2% |  |  |
| First American Financial Corp.  | 285355 | 17655 |
| Selective Insurance Group, Inc.  | 242109 | 23000 |
|  |  | 40655 |
| Thrifts & Mortgage Finance - 2.6% |  |  |
| Enact Holdings, Inc.  | 482158 | 12126 |
| Walker & Dunlop, Inc.  | 225536 | 21512 |
|  |  | 33638 |
| TOTAL FINANCIALS |  | 222140 |
| HEALTH CARE - 14.2%  |  |  |
| Biotechnology - 2.8% |  |  |
| ALX Oncology Holdings, Inc. (a) | 341244 | 3174 |
| Avid Bioservices, Inc. (a) | 168567 | 2668 |
| Blueprint Medicines Corp. (a) | 76880 | 3593 |
| Cytokinetics, Inc. (a) | 92311 | 3921 |
| Day One Biopharmaceuticals, Inc. (a) | 170372 | 3709 |
| Exelixis, Inc. (a) | 199990 | 3524 |
| Karuna Therapeutics, Inc. (a) | 7699 | 1535 |
| Keros Therapeutics, Inc. (a) | 68806 | 4030 |
| Vaxcyte, Inc. (a) | 54591 | 2476 |
| Xenon Pharmaceuticals, Inc. (a) | 86185 | 3369 |
| Zentalis Pharmaceuticals, Inc. (a) | 157989 | 3729 |
|  |  | 35728 |
| Health Care Equipment & Supplies - 3.3% |  |  |
| Figs, Inc. Class A (a)(b) | 1062798 | 9512 |
| Heska Corp. (a) | 58832 | 5262 |
| Neogen Corp. (a) | 172900 | 3702 |
| Semler Scientific, Inc. (a) | 263439 | 10329 |
| TransMedics Group, Inc. (a) | 160506 | 10115 |
| UFP Technologies, Inc. (a) | 35713 | 4062 |
|  |  | 42982 |
| Health Care Providers & Services - 4.8% |  |  |
| Acadia Healthcare Co., Inc. (a) | 51445 | 4322 |
| AdaptHealth Corp. (a) | 490413 | 10510 |
| Chemed Corp.  | 37199 | 18791 |
| Guardant Health, Inc. (a) | 34853 | 1095 |
| Owens & Minor, Inc.  | 701716 | 13852 |
| R1 Rcm, Inc. (a) | 919067 | 13152 |
|  |  | 61722 |
| Health Care Technology - 1.7% |  |  |
| Evolent Health, Inc. (a) | 400156 | 12893 |
| Phreesia, Inc. (a) | 225874 | 8468 |
|  |  | 21361 |
| Life Sciences Tools & Services - 0.7% |  |  |
| Science 37 Holdings, Inc. (a)(b) | 3379171 | 1824 |
| Syneos Health, Inc. (a) | 198663 | 7136 |
|  |  | 8960 |
| Pharmaceuticals - 0.9% |  |  |
| Arvinas Holding Co. LLC (a) | 62918 | 2062 |
| Edgewise Therapeutics, Inc. (a) | 276793 | 2832 |
| Ikena Oncology, Inc. (a) | 380343 | 1620 |
| Intra-Cellular Therapies, Inc. (a) | 51292 | 2458 |
| Ventyx Biosciences, Inc. (a) | 58690 | 2465 |
|  |  | 11437 |
| TOTAL HEALTH CARE |  | 182190 |
| INDUSTRIALS - 14.8%  |  |  |
| Aerospace & Defense - 1.2% |  |  |
| Cadre Holdings, Inc.  | 240695 | 5510 |
| Leonardo DRS, Inc. (a)(b) | 773433 | 10325 |
|  |  | 15835 |
| Building Products - 3.8% |  |  |
| Builders FirstSource, Inc. (a) | 243620 | 19417 |
| CSW Industrials, Inc.  | 74762 | 10109 |
| Hayward Holdings, Inc. (a)(b) | 1419234 | 19145 |
|  |  | 48671 |
| Construction & Engineering - 2.6% |  |  |
| Bowman Consulting Group Ltd. (a) | 16032 | 409 |
| Granite Construction, Inc. (b) | 319163 | 13590 |
| Willscot Mobile Mini Holdings (a) | 396930 | 19235 |
|  |  | 33234 |
| Electrical Equipment - 2.0% |  |  |
| Atkore, Inc. (a) | 58547 | 7626 |
| Vertiv Holdings Co.  | 1262106 | 17947 |
|  |  | 25573 |
| Machinery - 0.0% |  |  |
| Beijer Alma AB (B Shares)  | 16785 | 332 |
| Professional Services - 4.0% |  |  |
| CACI International, Inc. Class A (a) | 67328 | 20743 |
| Kforce, Inc.  | 346992 | 19477 |
| TriNet Group, Inc. (a) | 144076 | 10871 |
|  |  | 51091 |
| Trading Companies & Distributors - 1.2% |  |  |
| Beacon Roofing Supply, Inc. (a) | 93259 | 5305 |
| Custom Truck One Source, Inc. Class A (a)(b) | 1360781 | 9634 |
|  |  | 14939 |
| TOTAL INDUSTRIALS |  | 189675 |
| INFORMATION TECHNOLOGY - 14.0%  |  |  |
| Communications Equipment - 0.3% |  |  |
| Clearfield, Inc. (a) | 55600 | 3973 |
| Electronic Equipment & Components - 3.6% |  |  |
| Insight Enterprises, Inc. (a) | 275434 | 31047 |
| Mirion Technologies, Inc. Class A (a)(b) | 1887427 | 15005 |
|  |  | 46052 |
| IT Services - 3.5% |  |  |
| Concentrix Corp.  | 204916 | 29059 |
| Cyxtera Technologies, Inc. Class A (a) | 960865 | 3094 |
| ExlService Holdings, Inc. (a) | 70609 | 12046 |
|  |  | 44199 |
| Semiconductors & Semiconductor Equipment - 2.7% |  |  |
| MaxLinear, Inc. Class A (a) | 437187 | 18012 |
| Onto Innovation, Inc. (a) | 213766 | 16813 |
|  |  | 34825 |
| Software - 2.8% |  |  |
| Elastic NV (a) | 134822 | 7933 |
| Five9, Inc. (a) | 219973 | 17329 |
| Intapp, Inc. (a) | 381451 | 11054 |
|  |  | 36316 |
| Technology Hardware, Storage & Peripherals - 1.1% |  |  |
| Avid Technology, Inc. (a) | 465523 | 14110 |
| TOTAL INFORMATION TECHNOLOGY |  | 179475 |
| MATERIALS - 2.9%  |  |  |
| Chemicals - 1.5% |  |  |
| Cabot Corp.  | 52000 | 3917 |
| Tronox Holdings PLC  | 129884 | 2228 |
| Valvoline, Inc.  | 349394 | 12809 |
|  |  | 18954 |
| Metals & Mining - 1.4% |  |  |
| Commercial Metals Co.  | 200120 | 10861 |
| Gatos Silver, Inc. (a) | 1300063 | 6708 |
|  |  | 17569 |
| TOTAL MATERIALS |  | 36523 |
| REAL ESTATE - 5.0%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 2.4% |  |  |
| Sunstone Hotel Investors, Inc.  | 934019 | 10265 |
| Terreno Realty Corp.  | 329772 | 21247 |
|  |  | 31512 |
| Real Estate Management & Development - 2.6% |  |  |
| Cushman & Wakefield PLC (a) | 758526 | 10946 |
| Jones Lang LaSalle, Inc. (a) | 119698 | 22129 |
|  |  | 33075 |
| TOTAL REAL ESTATE |  | 64587 |
| UTILITIES - 2.0%  |  |  |
| Gas Utilities - 0.7% |  |  |
| Brookfield Infrastructure Corp. A Shares  | 208621 | 9225 |
| Independent Power and Renewable Electricity Producers - 1.3% |  |  |
| NextEra Energy Partners LP  | 221545 | 16239 |
| TOTAL UTILITIES |  | 25464 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,150,418) |  | <br> **1257982** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.9%** | &nbsp;&nbsp;**Money Market Funds - 6.9%** | &nbsp;&nbsp;**Money Market Funds - 6.9%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (c) | 23947589 | 23952 |
| Fidelity Securities Lending Cash Central Fund 4.38% (c)(d) | 64594922 | 64601 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $88,553) |  | **88553** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 105.2%**<br> (Cost $1,238,971)<br>| <br>**1346535** |
| **NET OTHER ASSETS (LIABILITIES) - (5.2)%**  | **(66414)** |
| **NET ASSETS - 100.0%** | **1280121** |

---

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(d) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 25816 | 251190 | 253054 | 337 | - | - | 23952 | 0.1% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 59160 | 398241 | 392800 | 101 | - | - | 64601 | 0.2% |
| Total | 84976 | 649431 | 645854 | 438 | - | - | 88553 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Concord Street Trust

- **b. Investment Company Act file number:** 811-05251

- **c. CIK number of Registrant:** 0000819118

- **d. LEI of Registrant:** EEX0N4ID1C226M44VF22

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000055369

- **c. LEI of Series:** 549300XOWFLFW2QQJY41

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

- **a. Date of fiscal year-end:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1347743408.40

**Total Liabilities:** $67793671.65

**Net Assets:** $1279949736.75

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174190 | 2.23%                | -5.02%               | 10.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4512071.72             | $29772759.90                               |
| Month 2  | $-13850419.22            | $-48465638.11                              |
| Month 3  | $3465203.22              | $118242905.16                              |

### 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 HOLDINGS INC                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     70609 | NS      | $12045895.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC       | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    374626 | NS      | $15266009.50  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                   | THRYV HOLDINGS INC                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    499040 | NS      | $11163524.80  | 0.87%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON BEER COMPANY INC              | BOSTON BEER COMPANY CL A                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     73947 | NS      | $28736543.67  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                          | CHEMED CORP                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     37199 | NS      | $18790702.86  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                         | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    199990 | NS      | $3523823.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC             | WOLVERINE WORLD WIDE INC                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    125400 | NS      | $2022702.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAEGER INC                          | TRAEGER INC                                   | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1355434 | NS      | $4920225.42   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| INTAPP INC                           | INTAPP INC                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    381451 | NS      | $11054449.98  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP             | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     76880 | NS      | $3593371.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP       | METROPOLITAN BANK HOLDING CORP                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214039 | NS      | $12709635.82  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                   | ENACT HOLDINGS INC                            | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    482158 | NS      | $12126273.70  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP                 | SITIO ROYALTIES CORP                          | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    423186 | NS      | $11244052.02  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC              | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    275434 | NS      | $31046920.48  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                 | CAVCO INDUSTRIES INC                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27972 | NS      | $7443349.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP             | FOX FACTORY HOLDING CORP                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     54352 | NS      | $6418427.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                    | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329772 | NS      | $21247209.96  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                        | LGI HOMES INC                                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    300699 | NS      | $34234581.15  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                           | ELASTIC NV                                    | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |    134822 | NS      | $7932926.48   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                 | AVID BIOSERVICES INC                          | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    168567 | NS      | $2668415.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                 | HAYWARD HOLDINGS INC                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1419234 | NS      | $19145466.66  | 1.50%             |  |  |  | No            |                  1 | On Loan: —       |
| GATOS SILVER INC                     | GATOS SILVER INC                              | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1300063 | NS      | $6708325.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC         | INTRA-CELLULAR THERAPIES INC                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     51292 | NS      | $2457912.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                         | PHREESIA INC                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    225874 | NS      | $8468016.26   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC               | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    119698 | NS      | $22128569.26  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 INC                              | P10 INC                                       | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1076240 | NS      | $12161512.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARFIELD INC                       | CLEARFIELD INC                                | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     55600 | NS      | $3973176.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                       | PDC ENERGY INC                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    219211 | NS      | $14847161.03  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC               | PATRICK INDUSTRIES INC                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     34394 | NS      | $2440942.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                             | FIGS INC-CLASS A                              | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1062798 | NS      | $9512042.10   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN OIL AND GAS INC             | NORTHERN OIL AND GAS INC                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    399885 | NS      | $13404145.20  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION         | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    899387 | NS      | $25938321.08  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC         | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157989 | NS      | $3728540.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                       | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     42904 | NS      | $11671175.12  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                          | ARVINAS INC                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62918 | NS      | $2061822.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                           | KFORCE INC                                    | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    346992 | NS      | $19476660.96  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                   | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |   1262106 | NS      | $17947147.32  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC               | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68806 | NS      | $4029967.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                       | TECHTARGET INC                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    179797 | NS      | $8905345.41   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC            | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    758526 | NS      | $10945530.18  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC           | INDEPENDENT BANK GROUP INC                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262324 | NS      | $16080461.20  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO            | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    433013 | NS      | $26552357.16  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC            | EDGEWISE THERAPEUTICS INC                     | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276793 | NS      | $2831592.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC           | GRAND CANYON EDUCATION INC                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |    271113 | NS      | $31600931.28  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                    | YETI HOLDINGS INC                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    286064 | NS      | $12804224.64  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMLER SCIENTIFIC INC                | SEMLER SCIENTIFIC INC                         | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |    263439 | NS      | $10329443.19  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                | TRANSMEDICS GROUP INC                         | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160506 | NS      | $10115088.12  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORP                           | HESKA CORP                                    | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     68898 | NS      | $6162237.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                  | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     34853 | NS      | $1095429.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     67328 | NS      | $20743083.52  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC            | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     97759 | NS      | $5560531.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWMAN CONSULTING GROUP LTD          | BOWMAN CONSULTING GROUP LTD                   | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16032 | NS      | $408655.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                  | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     39538 | NS      | $9809377.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CADRE HOLDINGS INC                   | CADRE HOLDING INC                             | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240695 | NS      | $5509508.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                  | CSW INDUSTRIALS INC                           | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     74762 | NS      | $10108570.02  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE 37 HOLDINGS INC              | SCIENCE 37 HOLDINGS INC                       | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3379171 | NS      | $1824414.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| EVOLENT HEALTH INC                   | EVOLENT HEALTH INC A                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    400156 | NS      | $12893026.32  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                  | TRONOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     21366 | NS      | $366426.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC             | ENCORE CAP GROUP INC                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    371598 | NS      | $20705440.56  | 1.62%             |  |  |  | No            |                  1 | On Loan: —       |
| GRANITE CONSTRUCTION INC             | GRANITE CONSTRUCTION INC                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    319163 | NS      | $13589960.54  | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| STONEX GROUP INC                     | STONEX GROUP INC                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |    292976 | NS      | $25746730.88  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC        | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    242109 | NS      | $23000355.00  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                          | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     54591 | NS      | $2475701.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC              | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     79285 | NS      | $16235189.45  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                     | TRINET GROUP INC                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |    152376 | NS      | $11496769.20  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                | WALKER and DUNLOP INC                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225536 | NS      | $21511623.68  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP           | NEXTERA ENERGY PARTNERS LP                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    221545 | NS      | $16239248.50  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                  | OWENS AND MINOR INC                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    701716 | NS      | $13851873.84  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                     | ADAPTHEALTH CORP                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    490413 | NS      | $10509550.59  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW          | SUNSTONE HOTEL INVS INC                       | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    934019 | NS      | $10264868.81  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC           | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     25662 | NS      | $6084973.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| IKENA ONCOLOGY INC                   | IKENA ONCOLOGY INC                            | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    372843 | NS      | $1588311.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC              | KARUNA THERAPEUTICS INC                       | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7699 | NS      | $1535103.61   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                   | PLANET FITNESS INC CL A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |    165816 | NS      | $14036324.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGE INVESTMENT GROUP HOLDINGS INC | BRIDGE INVESTMENT GROUP HOLDINGS INC          | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    607806 | NS      | $9050231.34   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| VENTYX BIOSCIENCES INC               | VENTYX BIOSCIENCES INC                        | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58690 | NS      | $2464980.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                           | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     51800 | NS      | $3902094.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                     | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     92311 | NS      | $3921371.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LTD                      | NOMAD FOODS LTD                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    617639 | NS      | $10987797.81  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                 | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    200120 | NS      | $10860512.40  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust         | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  23947589 | NS      | $23952378.31  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                    | HELEN OF TROY LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    184021 | NS      | $20814615.31  | 1.63%             |  |  |  | No            |                  1 | On Loan: —       |
| MIRION TECHNOLOGIES INC              | MIRION TECHNOLOGIES INC-A                     | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |   1887427 | NS      | $15005044.65  | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CONCENTRIX CORP                      | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204916 | NS      | $29059137.96  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC.                          | R1 RCM INC                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    919067 | NS      | $13151848.77  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                          | HAWKINS INC                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     28093 | NS      | $1095627.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC             | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     51445 | NS      | $4322408.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC       | DAY ONE BIOPHARMACEUTICALS INC                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170372 | NS      | $3708998.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    285355 | NS      | $17654913.85  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    243620 | NS      | $19416514.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                           | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     58547 | NS      | $7625746.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJER ALMA AB                       | BEIJER ALMA AB SER B                          | CUSIP: N/A<br>LEI: 549300HJX9BNG5055Z38       | Long             | EC               | CORP              | SE        |     16785 | NS      | $332245.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                        | VALVOLINE INC                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    349394 | NS      | $12808784.04  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust         | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  64702286 | NS      | $64708756.43  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                  | AVID TECHNOLOGY INC                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    465523 | NS      | $14110002.13  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE INC          | CUSTOM TRUCK ONE SOURCE INC A                 | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1360781 | NS      | $9634329.48   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLSCOT MOBILE MINI HOLDINGS CORP   | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    396930 | NS      | $19235227.80  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC            | XENON PHARMACEUTICALS INC                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     86185 | NS      | $3368971.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES INC             | CYXTERA TECHNOLOGIES INC A                    | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    960865 | NS      | $3093985.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC         | FOCUS FINANCIAL PARTNERS INC CL A             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    308384 | NS      | $13923537.60  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                    | SYNEOS HEALTH INC                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    198663 | NS      | $7135974.96   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                           | ENVIVA INC                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     23530 | NS      | $1070144.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP TECHNOLOGIES INC                 | UFP TECHNOLOGIES INC                          | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     35713 | NS      | $4061639.49   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC            | ALX ONCOLOGY HOLDINGS INC                     | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    341244 | NS      | $3173569.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                            | FIVE9 INC                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    219973 | NS      | $17329472.94  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS INC                     | LEONARDO DRS INC                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    708133 | NS      | $9453575.55   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY ENERGY INC                   | LIBERTY ENERGY INC CL A                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    853944 | NS      | $13517933.52  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                          | NEOGEN CORP                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    113100 | NS      | $2421471.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                   | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    533317 | NS      | $14751548.22  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP       | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    208621 | NS      | $9225220.62   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                         | CADENCE BANK                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    650195 | NS      | $16631988.10  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                        | MAXLINEAR INC                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    437187 | NS      | $18012104.40  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                  | ONTO INNOVATION INC                           | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |    213766 | NS      | $16812695.90  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer