# EDGAR Filing Document

**Accession Number:** 0001409957
**File Stem:** 0001409957-26-000008
**Filing Date:** 2026-2
**Character Count:** 168790
**Document Hash:** 62388b6b428f75dfe7e6dba877836829
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001409957-26-000008.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001409957-26-000008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Montgomery Funds
- **CENTRAL INDEX KEY:** 0001409957

**ORGANIZATION NAME:**
- **EIN:** 261082315
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22114
- **FILM NUMBER:** 26688337

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $721421835.28

**Total Liabilities:** $342243083.36

**Net Assets:** $379178751.92

**Cash Not Reported:** $373545722.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054090 | -0.35%               | 0.85%                | 1.42%                |
| Class ID C000054091 | -0.35%               | 0.85%                | 1.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7428540.07             | $5067333.31                                |
| Month 2  | $299676.01               | $1658329.38                                |
| Month 3  | $-1937206.54             | $6771570.49                                |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     20934 | NS      | $2340839.88   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                | VAREX IMAGIN                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    108946 | NS      | $1269220.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                      | AERSALE CORP                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48509 | NS      | $344898.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     75975 | NS      | $730879.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                            | ORMAT TECHNOLOGI               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |    -28654 | NS      | $-3165407.38  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                             | TRIUMPH FINANCIA               | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Short            | EC               | CORP              | US        |    -50432 | NS      | $-3158556.16  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       573 | NS      | $439009.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G               | CUSIP: 55825T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1715 | NS      | $-443584.75   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    194454 | NS      | $2788470.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8389 | NS      | $1082264.89   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                       | SITIME CORP                    | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9009 | NS      | $-3181888.71  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | WORKIVA INC                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      7981 | NS      | $688361.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                        | PURECYCLE TECHNO               | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -108959 | NS      | $-935957.81   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    234166 | NS      | $1444804.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                        | BUMBLE INC-A                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267621 | NS      | $955406.97    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |   -174082 | NS      | $-2738309.86  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | TUTOR PERINI COR               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     48262 | NS      | $3234519.24   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                    | CLEANSPARK INC                 | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |    -69044 | NS      | $-698725.28   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                | COMPASS MINERALS               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     23883 | NS      | $469062.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H               | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -49735 | NS      | $-2567818.05  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                       | PROGYNY INC                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28548 | NS      | $733112.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-HAUL HOLDING C               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |    -50986 | NS      | $-2570204.26  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | BREAD FINANCIAL                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7989 | NS      | $591425.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                   | MATCH GROUP INC                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     15913 | NS      | $513830.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                     | EVERQUOTE INC-A                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16217 | NS      | $437859.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc                                  | ASP ISOTOPES INC               | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Short            | EC               | CORP              | US        |    -67666 | NS      | $-362013.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |     -9915 | NS      | $-1019262.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | AMCOR PLC                      | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | US        |   -153789 | NS      | $-1282600.26  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                   | PORCH GROUP INC                | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |    -39049 | NS      | $-356517.37   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84370 | NS      | $1804674.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | TURNING POINT BR               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     15338 | NS      | $1662639.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    222444 | NS      | $1735063.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE INC -CL B                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -6010 | NS      | $-382897.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | FRONTDOOR INC                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     16553 | NS      | $954942.57    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                               | CENTURY ALUMINUM               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     33574 | NS      | $1315429.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                  | KRISPY KREME INC               | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -320712 | NS      | $-1289262.24  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     76549 | NS      | $2950198.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29612 | NS      | $437073.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                             | FARMLAND PARTNER               | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Short            | EC               | CORP              | US        |   -221966 | NS      | $-2150850.54  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |    -39003 | NS      | $-2734890.36  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                    | CLOVER HEALTH IN               | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |   -347965 | NS      | $-817717.75   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     81486 | NS      | $2136562.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2571 | NS      | $-391846.11   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                           | SPHERE ENTERTAIN               | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -36420 | NS      | $-3462813.60  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                  | WARBY PARKER-A                 | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27365 | NS      | $596283.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -62038 | NS      | $-1240139.62  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     95678 | NS      | $1921214.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     33011 | NS      | $876772.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                 | JOBY AVIATION IN               | CUSIP: G65163100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -172322 | NS      | $-2274650.40  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                       | JBT MAREL CORP                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |     -6477 | NS      | $-975889.59   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                         | COASTAL FINANCIA               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Short            | EC               | CORP              | US        |    -23327 | NS      | $-2673040.93  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     56538 | NS      | $982065.06    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78372 | NS      | $502364.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                | LTC PROPERTIES                 | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     22365 | NS      | $768908.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Short            | EC               | CORP              | US        |   -143389 | NS      | $-1864057.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     23155 | NS      | $2874461.70   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                          | GOGO INC                       | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Short            | EC               | CORP              | US        |   -234555 | NS      | $-1093026.30  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                      | COURSERA                       | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    134904 | NS      | $992893.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4668 | NS      | $2757574.32   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                 | WILLDAN GROUP IN               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     25373 | NS      | $2630165.18   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:72400263                | ROCKET LAB CORP                | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8803 | NS      | $-614097.28   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                               | PAR TECHNOLOGY                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |    -64681 | NS      | $-2346626.68  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |    -28507 | NS      | $-2533417.09  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34857 | NS      | $722585.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |    -21592 | NS      | $-1818262.32  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                              | BJ'S RESTAURANTS               | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     63793 | NS      | $2513444.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1061 | NS      | $513120.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                               | KRYSTAL BIOTECH                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |     -7926 | NS      | $-1954076.04  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | GLACIER BANCORP                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |    -26428 | NS      | $-1164153.40  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                       | STONECO LTD-A                  | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |    162560 | NS      | $2404262.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     32698 | NS      | $703660.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                      | CELCUITY INC                   | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |    -13046 | NS      | $-1301208.04  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | COUSINS PROP                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    105362 | NS      | $2716232.36   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                             | CORE LABORATORIE               | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Short            | EC               | CORP              | US        |    -29868 | NS      | $-478784.04   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11450 | NS      | $2607394.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                           | BLACKSKY TECHNOL               | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37691 | NS      | $-706706.25   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                    | PORTILLO'S-CL A                | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -345406 | NS      | $-1568143.24  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    178056 | NS      | $3356355.60   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                   | CHOICE HOTELS                  | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |    -29679 | NS      | $-2827221.54  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -7997 | NS      | $-1043608.50  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                         | CONS WATER CO-OR               | CUSIP: G23773107<br>LEI: 5299001BMEW8X9VIJA73 | Short            | EC               | CORP              | US        |    -12286 | NS      | $-433572.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4183 | NS      | $343089.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                      | WINGSTOP INC                   | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |     -9197 | NS      | $-2193392.53  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                      | PHREESIA INC                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     67032 | NS      | $1134181.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13942 | NS      | $752031.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | JONES LANG LASAL               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3645 | NS      | $1226433.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                           | CLEAN ENERGY FUE               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    191997 | NS      | $403193.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                  | HF SINCLAIR CORP               | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44732 | NS      | $2061250.56   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Short            | EC               | CORP              | US        |    -52971 | NS      | $-812575.14   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER               | CUSIP: 46590V100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -136799 | NS      | $-2326950.99  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Holding Corp                    | LIONSGATE STUDIO               | CUSIP: 53626N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -397168 | NS      | $-3626143.84  | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     25639 | NS      | $2781575.11   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                   | BROOKFIELD-A                   | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | US        |    -50479 | NS      | $-2644594.81  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                     | LIQUIDIA CORP                  | CUSIP: 53635D202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -95720 | NS      | $-3301382.80  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |     -4283 | NS      | $-1578670.97  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    106372 | NS      | $1124352.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                | MIDDLESEX WATER                | CUSIP: 596680108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5939 | NS      | $-299444.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | ARROWHEAD PHARMA               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     25869 | NS      | $1717442.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                            | DIGI INTL INC                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Short            | EC               | CORP              | US        |    -10231 | NS      | $-442899.99   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                     | HEALTHCARE SERVS               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     36347 | NS      | $694954.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                            | TREVI THERAPEUTI               | CUSIP: 89532M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -98110 | NS      | $-1228337.20  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                     | BIOVENTUS - A                  | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52066 | NS      | $387371.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |     -6799 | NS      | $-1973001.81  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                       | ARVINAS INC                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265208 | NS      | $3145366.88   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                     | INSPERITY INC                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Short            | EC               | CORP              | US        |    -49755 | NS      | $-1926513.60  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                      | PRECIGEN INC                   | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Short            | EC               | CORP              | US        |   -426824 | NS      | $-1784124.32  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11554 | NS      | $1154360.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                            | BYRNA TECHNOLOGI               | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Short            | EC               | CORP              | US        |    -15120 | NS      | $-253864.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                              | FIRST ADVANTAGE                | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |   -175919 | NS      | $-2556103.07  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |   -180533 | NS      | $-821425.15   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                    | SOLVENTUM                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Short            | EC               | CORP              | US        |     -7026 | NS      | $-556740.24   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                               | PEABODY ENERGY                 | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     42063 | NS      | $1249271.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                          | CBIZ INC                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Short            | EC               | CORP              | US        |    -52538 | NS      | $-2650542.10  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                   | MILLERKNOLL INC                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     95085 | NS      | $1738153.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     64057 | NS      | $3191319.74   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                   | HERITAGE INSURAN               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     21671 | NS      | $634093.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     30677 | NS      | $737168.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53225 | NS      | $3048195.75   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                    | BOWHEAD SPECIALT               | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22206 | NS      | $633759.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1745 | NS      | $1628591.05   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | ZIFF DAVIS INC                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |    -12582 | NS      | $-442257.30   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                  | DAKOTA GOLD CORP               | CUSIP: 46655E100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67666 | NS      | $-384342.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |        18 | NS      | $1829.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                    | NATL PRESTO INDS               | CUSIP: 637215104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6492 | NS      | $-693085.92   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                | KURA SUSHI USA-A               | CUSIP: 501270102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22873 | NS      | $-1196944.09  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA/Michigan                         | FLAGSTAR BANK NA               | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Short            | EC               | CORP              | US        |   -250012 | NS      | $-3147651.08  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                  | RYMAN HOSPITALIT               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               | CORP              | US        |    -12159 | NS      | $-1150484.58  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                          | PHILLIPS EDISON                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     61439 | NS      | $2185385.23   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    297079 | NS      | $1446774.73   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     16462 | NS      | $2218419.12   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:69588108                | GUARDIAN PHARM-A               | CUSIP: 40145W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12971 | NS      | $-390297.39   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    103843 | NS      | $1038430.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                      | VERASTEM INC                   | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Short            | EC               | CORP              | US        |    -58964 | NS      | $-455202.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RESOURC-A               | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |    -51072 | NS      | $-919296.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     54712 | NS      | $3202840.48   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                       | NEXTNAV INC                    | CUSIP: 65345N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -176948 | NS      | $-2944414.72  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                              | AMENTUM HOLDINGS               | CUSIP: 023939101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34269 | NS      | $-993801.00   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                       | ARDELYX INC                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    267228 | NS      | $1557939.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc                                         | CADIZ INC                      | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Short            | EC               | CORP              | US        |   -129819 | NS      | $-728284.59   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    323035 | NS      | $2316160.95   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |   -128510 | NS      | $-514040.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                        | ATLAS ENERGY SOL               | CUSIP: 642045108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -304936 | NS      | $-2872497.12  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                               | ENERGY RECOVERY                | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     70532 | NS      | $951476.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Short            | EC               | CORP              | US        |     -3327 | NS      | $-1772658.87  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                    | SWEETGREEN INC-A               | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -381817 | NS      | $-2581082.92  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                      | CRANE NXT CO                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Short            | EC               | CORP              | US        |    -47571 | NS      | $-2239166.97  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2897 | NS      | $745195.31    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |    -47963 | NS      | $-1884945.90  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                  | FIRST WATCH REST               | CUSIP: 33748L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -162681 | NS      | $-2453229.48  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                  | COSTAR GROUP INC               | CUSIP: 22160N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10251 | NS      | $-689277.24   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                 | UNIVERSAL TECHNI               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     12784 | NS      | $334045.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                     | RB GLOBAL INC                  | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | US        |     -6853 | NS      | $-704968.11   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc                              | CLEARPOINT NEURO               | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31101 | NS      | $425461.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                         | SCHOLAR ROCK HOL               | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |    -69846 | NS      | $-3076716.30  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115839 | NS      | $2222950.41   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |     -1950 | NS      | $-428434.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                     | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     33574 | NS      | $105422.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Short            | EC               | CORP              | US        |   -191011 | NS      | $-955055.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |    -23282 | NS      | $-2093517.44  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                 | SPROUT SOCIAL-A                | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62383 | NS      | $703056.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5171 | NS      | $1007879.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                         | SONOS INC                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     53622 | NS      | $941602.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Short            | EC               | CORP              | US        |    -13127 | NS      | $-545820.66   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6945 | NS      | $664636.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |    -11936 | NS      | $-2172113.28  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     72912 | NS      | $1393348.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     63527 | NS      | $1105369.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                           | PAGAYA TECHNOL-A               | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16610 | NS      | $347149.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102585 | NS      | $975583.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                       | REVVITY INC                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |    -11729 | NS      | $-1134780.75  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                 | TALEN ENERGY COR               | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $1087036.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    104261 | NS      | $2692019.02   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO               | CUSIP: 87240R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -234599 | NS      | $-3138934.62  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                               | BELLRING BRANDS                | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |    -17616 | NS      | $-470875.68   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                              | ROIVANT SCIENCES               | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Short            | EC               | CORP              | US        |   -149437 | NS      | $-3242782.90  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                       | INSPIRE MEDICAL                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      8105 | NS      | $747524.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | APPLOVIN CO-CL A               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       643 | NS      | $433266.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                           | VIKING THERAPEUT               | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Short            | EC               | CORP              | US        |    -71447 | NS      | $-2513505.46  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                              | MERCHANTS BANCOR               | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Short            | EC               | CORP              | US        |    -16061 | NS      | $-547037.66   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                         | CASELLA WASTE                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |    -29544 | NS      | $-2893539.36  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     15470 | NS      | $2463442.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      7601 | NS      | $946476.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     24539 | NS      | $564397.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -22199 | NS      | $-1202075.85  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                       | NOVANTA INC                    | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5116 | NS      | $-608752.84   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    299155 | NS      | $2599656.95   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                       | US ANTIMONY CORP               | CUSIP: 911549103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -172160 | NS      | $-864243.20   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                 | GENIUS SPORTS LT               | CUSIP: G3934V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -224933 | NS      | $-2478761.66  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                        | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170810 | NS      | $1378436.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                    | CAVA GROUP INC                 | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7475 | NS      | $-438707.75   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                               | ALLEGIANT TRAVEL               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     10515 | NS      | $896614.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                       | APPIAN CORP-A                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     60324 | NS      | $2136676.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                           | QXO INC                        | CUSIP: 82846H405<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -30880 | NS      | $-595675.20   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                        | ALIGHT INC-CL A                | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    555791 | NS      | $1083792.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                 | DISC MEDICINE IN               | CUSIP: 254604101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8298 | NS      | $-658944.18   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |    -11204 | NS      | $-2432612.48  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc                               | KARMAN HOLDINGS                | CUSIP: 485924104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5658 | NS      | $-413995.86   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                  | 10X GENOMICS I-A               | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     35941 | NS      | $586197.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     40699 | NS      | $1402487.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc               | RESTAURANT BRAND               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | US        |    -38354 | NS      | $-2616893.42  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                      | AMERESCO INC-A                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |    -62905 | NS      | $-1842487.45  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Short            | EC               | CORP              | US        |    -20043 | NS      | $-1408221.18  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                           | MILLROSE PROPERT               | CUSIP: 601137102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1621 | NS      | $-48419.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      6840 | NS      | $566899.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                | DAILY JOURNAL                  | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Short            | EC               | CORP              | US        |      -967 | NS      | $-471238.44   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     20429 | NS      | $511133.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     46930 | NS      | $432694.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                        | EOS ENERGY ENTER               | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -28221 | NS      | $-323412.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                   | EQUITY LIFESTYLE               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Short            | EC               | CORP              | US        |     -6322 | NS      | $-383176.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | URANIUM ENERGY                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |    -60376 | NS      | $-705191.68   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     23499 | NS      | $627658.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                           | DREAM FINDERS-A                | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -137297 | NS      | $-2347778.70  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |     -1204 | NS      | $-387952.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HEALTHCARE TE               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |     -7147 | NS      | $-586196.94   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ LODGING TRUS               | CUSIP: 74965L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -97621 | NS      | $-727276.45   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                  | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |    -28308 | NS      | $-2093093.52  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      9824 | NS      | $473025.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                           | P10 INC-A                      | CUSIP: 69376K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -35375 | NS      | $-347028.75   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM HOLDINGS COR               | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -496535 | NS      | $-2174823.30  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19871 | NS      | $2282383.06   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     39720 | NS      | $2925378.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                          | WAFD INC                       | CUSIP: 938824109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -44584 | NS      | $-1428025.52  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                             | PENGUIN SOLUTION               | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     56830 | NS      | $1111594.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                       | LIFESTANCE HEALT               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125273 | NS      | $881921.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                       | LINEAGE INC                    | CUSIP: 53566V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -53439 | NS      | $-1870365.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |    -10297 | NS      | $-300157.55   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     20399 | NS      | $3206722.80   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5612 | NS      | $1055448.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                  | EASTMAN KODAK CO               | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Short            | EC               | CORP              | US        |   -180657 | NS      | $-1528358.22  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     12175 | NS      | $2104327.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                  | CUSIP: 552690109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -56319 | NS      | $-1099346.88  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | ROBINHOOD MARK-A               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     23383 | NS      | $2644617.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     40288 | NS      | $1188093.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                          | BKV CORPORATION                | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |     18343 | NS      | $498012.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                             | FATE THERAPEUTIC               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    308409 | NS      | $303042.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                    | PACS GROUP INC                 | CUSIP: 69380Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -66460 | NS      | $-2551399.40  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    365152 | NS      | $2556064.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                           | PERPETUA RESOURC               | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Short            | EC               | CORP              | US        |   -115376 | NS      | $-2793252.96  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      4882 | NS      | $416141.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                       | WORTHINGTON ENTE               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      6669 | NS      | $343920.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     61901 | NS      | $378215.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     12450 | NS      | $1428762.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     52860 | NS      | $1647117.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     12901 | NS      | $753160.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 VERTICALS-A                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |    -67649 | NS      | $-1704078.31  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                           | FTAI INFRASTRUCT               | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -286970 | NS      | $-1322931.70  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc           | KRATOS DEFENSE &               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |    -31949 | NS      | $-2425248.59  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     30949 | NS      | $3056832.73   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      7192 | NS      | $390525.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                          | EVGO INC                       | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Short            | EC               | CORP              | US        |   -505046 | NS      | $-1469683.86  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                      | TERAWULF INC                   | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |    -97629 | NS      | $-1121757.21  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     19240 | NS      | $1225203.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA               | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -40860 | NS      | $-880941.60   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | MACERICH CO                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               | CORP              | US        |   -152763 | NS      | $-2820004.98  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | ARCHER AVIATIO-A               | CUSIP: 03945R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -163452 | NS      | $-1229159.04  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     32810 | NS      | $2595599.10   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                   | BALDWIN INSURANC               | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -67243 | NS      | $-1615849.29  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -1077 | NS      | $-351662.04   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                  | NUVATION BIO INC               | CUSIP: 67080N101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -378837 | NS      | $-3394379.52  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                        | NAVITAS SEMICOND               | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Short            | EC               | CORP              | US        |    -85962 | NS      | $-613768.68   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    104157 | NS      | $2149800.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                       | NEOGEN CORP                    | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |   -458212 | NS      | $-3202901.88  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                  | OSCAR HEALTH -A                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |    -84528 | NS      | $-1214667.36  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                        | RADNET INC                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |    -40569 | NS      | $-2894598.15  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -9361 | NS      | $-2264332.29  | -0.60%            |  |  |  | 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        |   3621492 | NS      | $3621491.51   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |     -5338 | NS      | $-1906573.46  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                  | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -39749 | NS      | $-2268077.94  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -6356 | NS      | $-1138677.40  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | ADIENT PLC                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     51894 | NS      | $994807.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               | CORP              | US        |    -12524 | NS      | $-1551848.84  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                             | SOFI TECHNOLOGIE               | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     32678 | NS      | $855510.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       573 | NS      | $615791.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     51530 | NS      | $975978.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                        | VERTEX INC - A                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -71023 | NS      | $-1418329.31  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                            | TKO GROUP HOLDIN               | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10189 | NS      | $-2129501.00  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     65962 | NS      | $3350209.98   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                         | ASANA INC- CL A                | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |    135745 | NS      | $1861063.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     15564 | NS      | $560148.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |      -684 | NS      | $-390023.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                          | CHEFS WAREHOUSE                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |     -7230 | NS      | $-450645.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC               | CUSIP: 948849104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19724 | NS      | $-1264111.16  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                        | RAPID7 INC                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     76125 | NS      | $1157100.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     41306 | NS      | $1085108.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |     -9015 | NS      | $-1784699.55  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                         | PIEDMONT REALTY                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205478 | NS      | $1713686.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                 | UPBOUND GROUP IN               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18576 | NS      | $326194.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    183156 | NS      | $1544005.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                          | SAVERS VALUE VIL               | CUSIP: 80517M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71330 | NS      | $-666222.20   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -7069 | NS      | $-1829386.51  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | US        |     -1613 | NS      | $-569195.44   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     45227 | NS      | $2015767.39   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     23286 | NS      | $1864277.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     38574 | NS      | $1152976.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                          | AAON INC                       | CUSIP: 000360206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -30994 | NS      | $-2363292.50  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     24917 | NS      | $1164620.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Short            | EC               | CORP              | US        |     -1819 | NS      | $-351849.17   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                     | LGI HOMES INC                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |    -39002 | NS      | $-1675525.92  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | AXON ENTERPRISE                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -1364 | NS      | $-774656.52   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Short            | EC               | CORP              | US        |    -24482 | NS      | $-1019430.48  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                     | BANDWIDTH INC-A                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     34864 | NS      | $538648.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                           | CECO ENVIRONMNTL               | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Short            | EC               | CORP              | US        |    -53466 | NS      | $-3199940.10  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     40419 | NS      | $3163190.94   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |     -9972 | NS      | $-1226157.12  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Short            | EC               | CORP              | US        |    -69849 | NS      | $-2071721.34  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37348 | NS      | $-2681212.92  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     67974 | NS      | $2886855.78   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3692 | NS      | $592196.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     15739 | NS      | $3127654.08   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    128281 | NS      | $1033944.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    112270 | NS      | $3280529.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                             | EQUITY BANCSHA-A               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      8263 | NS      | $368942.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS INC               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     71505 | NS      | $2916688.95   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    131903 | NS      | $949701.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RES-B                   | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Short            | EC               | CORP              | US        |     -3073 | NS      | $-36107.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -6626 | NS      | $-200105.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      8260 | NS      | $708295.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     11546 | NS      | $3271097.26   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A               | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43534 | NS      | $2696931.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |     -5911 | NS      | $-618999.92   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                   | NEXTDECADE CORP                | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Short            | EC               | CORP              | US        |   -242532 | NS      | $-1278143.64  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     33304 | NS      | $1109689.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Short            | EC               | CORP              | US        |   -278104 | NS      | $-1785427.68  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc                                      | CERIBELL INC                   | CUSIP: 15678C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -101528 | NS      | $-2226509.04  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | BLACK HILLS CORP               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     22594 | NS      | $1568475.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     36438 | NS      | $1112816.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                          | PROCEPT BIOROBOT               | CUSIP: 74276L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -87303 | NS      | $-2746552.38  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     48475 | NS      | $3151359.75   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     19278 | NS      | $2463150.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                 | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    294151 | NS      | $1226609.67   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RENAISSANCERE                  | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |      1643 | NS      | $461945.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | AURORA INNOVATIO               | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |   -251027 | NS      | $-963943.68   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                            | CASTLE BIOSCIENC               | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     43887 | NS      | $1707204.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     14188 | NS      | $2953232.20   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Short            | EC               | CORP              | US        |    -20142 | NS      | $-371217.06   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                  | UNIVERSAL INSURA               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     30699 | NS      | $1037626.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                    | SOMNIGROUP INTER               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |    -35080 | NS      | $-3131942.40  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |     -1113 | NS      | $-2388698.34  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     46237 | NS      | $3261095.61   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    282291 | NS      | $3105201.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |     -1324 | NS      | $-731788.04   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                            | BRIGHTSTAR LOTTE               | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Short            | EC               | CORP              | US        |    -39387 | NS      | $-609710.76   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                      | SLIDE INSURANCE                | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     42909 | NS      | $835867.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P               | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |     86435 | NS      | $936091.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                  | DHT HOLDINGS INC               | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | US        |     29510 | NS      | $360317.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                     | MAPLEBEAR INC                  | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24609 | NS      | $1106912.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     29996 | NS      | $1476103.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA               | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     10121 | NS      | $414961.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -5439 | NS      | $-871980.48   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |     -8259 | NS      | $-663032.52   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Short            | EC               | CORP              | US        |    -18915 | NS      | $-563856.15   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5097 | NS      | $383906.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD               | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    143856 | NS      | $2070087.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                           | SKYWATER TECHNOL               | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33995 | NS      | $617349.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC               | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     22879 | NS      | $89228.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                          | VSE CORP                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |    -18455 | NS      | $-3188470.35  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                  | VIPER ENERGY I-A               | CUSIP: 64361Q101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -68352 | NS      | $-2640437.76  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE               | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22433 | NS      | $500704.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                      | HARMONIC INC                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     78867 | NS      | $779994.63    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |     -6591 | NS      | $-378916.59   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                          | FIRSTSUN CAPITAL               | CUSIP: 33767U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11802 | NS      | $-444168.27   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                  | BADGER METER INC               | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Short            | EC               | CORP              | US        |     -4944 | NS      | $-862283.04   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Short            | EC               | CORP              | US        |     -6240 | NS      | $-1082889.60  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                       | VESTIS CORP                    | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Short            | EC               | CORP              | US        |    -60912 | NS      | $-406283.04   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                    | FIDELIS INSURANC               | CUSIP: G3398L118<br>LEI: 549300CDMGCAGJQ7DX03 | Short            | EC               | CORP              | US        |    -36519 | NS      | $-714676.83   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                 | PRIMO BRANDS COR               | CUSIP: 741623102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -47323 | NS      | $-773731.05   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6478 | NS      | $882303.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO               | CUSIP: 26210V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24482 | NS      | $-362823.24   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      5900 | NS      | $585221.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                   | AMER SPORTS INC                | CUSIP: G0260P102<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | US        |     13532 | NS      | $505420.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    116737 | NS      | $3007145.12   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1050922 | NS      | $2322537.62   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QUANTUMSCAPE COR               | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Short            | EC               | CORP              | US        |    -30785 | NS      | $-320779.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                           | ARS PHARMACEUTIC               | CUSIP: 82835W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -283103 | NS      | $-3298149.95  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |    -13730 | NS      | $-1217851.00  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                  | GREEN PLAINS INC               | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     57788 | NS      | $566322.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Short            | EC               | CORP              | US        |    -62760 | NS      | $-1344946.80  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                         | INTELLIA THERAPE               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |    152137 | NS      | $1367711.63   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    139732 | NS      | $2326537.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                         | IVANHOE ELECTRIC               | CUSIP: 46578C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -71605 | NS      | $-1144247.90  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    130178 | NS      | $1011483.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                    | BLUE BIRD CORP                 | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      7499 | NS      | $352453.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     24939 | NS      | $722233.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                          | WEAVE COMMUNICAT               | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45547 | NS      | $345701.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc            | CCC INTELLIGENT                | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -356499 | NS      | $-2834167.05  | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                           | MIRION TECHNOLOG               | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |    -42596 | NS      | $-997598.32   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | VERTIV HOLDING-A               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     14539 | NS      | $2355463.39   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                           | LIVE OAK BANCSHA               | CUSIP: 53803X105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24649 | NS      | $-846693.15   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    137651 | NS      | $688255.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106705 | NS      | $2019925.65   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | HAMILTON INSUR-B               | CUSIP: G42706104<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | US        |     30228 | NS      | $843361.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | PIPER SANDLER CO               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2061 | NS      | $700142.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                 | BRISTOW GROUP IN               | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     20898 | NS      | $765284.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     20851 | NS      | $2157452.97   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                  | PJT PARTNERS - A               | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Short            | EC               | CORP              | US        |    -12568 | NS      | $-2101369.60  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     14138 | NS      | $3082366.76   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG INC                        | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -37710 | NS      | $-2407406.40  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     10285 | NS      | $401012.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | GLOBANT SA                     | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | US        |    -14474 | NS      | $-946165.38   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                            | INTUITIVE MACHIN               | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Short            | EC               | CORP              | US        |    -76966 | NS      | $-1249158.18  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                      | ENTEGRIS INC                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |    -31371 | NS      | $-2643006.75  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                          | OKLO INC                       | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20377 | NS      | $-1462253.52  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                    | AMERICAN BATTERY               | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Short            | EC               | CORP              | US        |   -202797 | NS      | $-677341.98   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                | FLUENCE ENERGY I               | CUSIP: 34379V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -33820 | NS      | $-668959.60   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                     | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |      3849 | NS      | $780769.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                                     | ALTIMMUNE INC                  | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     93393 | NS      | $337148.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     25201 | NS      | $3091406.67   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc                                 | TIC SOLUTIONS IN               | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Short            | EC               | CORP              | US        |    -69298 | NS      | $-700602.78   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     16399 | NS      | $2807180.82   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS               | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Short            | EC               | CORP              | US        |    -14467 | NS      | $-391477.02   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     17483 | NS      | $515573.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                       | FRONTIER GROUP H               | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Short            | EC               | CORP              | US        |   -343168 | NS      | $-1616321.28  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     20966 | NS      | $2932304.76   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T               | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     15695 | NS      | $778158.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | PALANTIR TECHN-A               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2036 | NS      | $361899.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     14851 | NS      | $3228161.87   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                       | ANTERIX INC                    | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     23190 | NS      | $506237.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                     | BGC GROUP INC-A                | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     43081 | NS      | $384713.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CORE NATURAL RES               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Short            | EC               | CORP              | US        |    -19325 | NS      | $-1710455.75  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     27408 | NS      | $1310924.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                 | LEGALZOOMCOM INC               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |    117057 | NS      | $1162376.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |    -14894 | NS      | $-1074453.16  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | SEMPRA                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |     -9878 | NS      | $-872128.62   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |    -73673 | NS      | $-2901979.47  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |    -11735 | NS      | $-1204832.45  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                 | US LIME & MINERA               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      6467 | NS      | $774358.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Short            | EC               | CORP              | US        |    -26950 | NS      | $-1286593.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                    | GE VERNOVA INC                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       666 | NS      | $435277.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA BIOLOGICS INC             | CUSIP: 000899104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27133 | NS      | $-494905.92   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     36171 | NS      | $700632.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                      | AMER SUPERCONDTR               | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     59911 | NS      | $1724238.58   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                               | ACADIA REALTY                  | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Short            | EC               | CORP              | US        |   -141053 | NS      | $-2897228.62  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | SHIFT4 PAYMENT-A               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -33625 | NS      | $-2117366.25  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | EC               | CORP              | US        |    -78267 | NS      | $-1495682.37  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74956 | NS      | $2864068.76   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                                  | COMMERCE.COM INC               | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |    474654 | NS      | $1955574.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Short            | EC               | CORP              | US        |    -62811 | NS      | $-1771898.31  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                   | COMPOSECURE IN-A               | CUSIP: 20459V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27992 | NS      | $-539685.76   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING               | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    399328 | NS      | $1577345.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -13508 | NS      | $-2183298.04  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | EC               | CORP              | US        |    -34405 | NS      | $-2742078.50  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                        | AMALGAMATED FINA               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50270 | NS      | $1610148.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                | CREDO TECHNOLOGY               | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $371955.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     62216 | NS      | $2549611.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Short            | EC               | CORP              | US        |   -138451 | NS      | $-2965620.42  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                      | IRONWOOD PHARMAC               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    476865 | NS      | $1607035.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                           | SUMMIT THERAPEUT               | CUSIP: 86627T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -59952 | NS      | $-1048560.48  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                        | WATSCO INC                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -1322 | NS      | $-445447.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |   -201555 | NS      | $-1001728.35  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                       | KENNEDY-WILSON H               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Short            | EC               | CORP              | US        |    -40791 | NS      | $-394448.97   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     16130 | NS      | $930055.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                   | ASTERA LABS INC                | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      2222 | NS      | $369651.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     27903 | NS      | $2801740.23   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     10235 | NS      | $246561.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     31260 | NS      | $1733054.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                     | ECHOSTAR CORP-A                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |    -12505 | NS      | $-1359293.50  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     18791 | NS      | $351391.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group Corp               | TRUMP MEDIA & TE               | CUSIP: 25400Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -122898 | NS      | $-1627169.52  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                        | SEZZLE INC                     | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Short            | EC               | CORP              | US        |     -7095 | NS      | $-450355.13   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | CLEARWAY ENERG-C               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |    -40229 | NS      | $-1338016.54  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | VIR BIOTECHNOLOG               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81441 | NS      | $491089.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5113 | NS      | $1058135.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |     -9659 | NS      | $-460251.35   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     94392 | NS      | $2635424.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                  | LEONARDO DRS INC               | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     14797 | NS      | $504429.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                 | BORR DRILLING LT               | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Short            | EC               | CORP              | US        |   -693272 | NS      | $-2793886.16  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4278 | NS      | $831386.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SailPoint Inc                                     | SAILPOINT INC                  | CUSIP: 78781J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -129118 | NS      | $-2612057.14  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                        | INVENTRUST PROPE               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     14226 | NS      | $401315.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     52452 | NS      | $950954.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | MERITAGE HOMES C               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               | CORP              | US        |    -14893 | NS      | $-979959.40   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                              | BLUE OWL CAPITAL               | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -180069 | NS      | $-2690230.86  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                                     | ON HOLDING AG-A                | CUSIP: H5919C104<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | US        |     -8057 | NS      | $-374489.36   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A               | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     20646 | NS      | $1433245.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group I                    | GLOBAL BUSINESS                | CUSIP: 37890B100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -57394 | NS      | $-439064.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7856 | NS      | $970608.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                     | PAGERDUTY INC                  | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     71580 | NS      | $938413.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO INC                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    236635 | NS      | $3407544.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     29181 | NS      | $888269.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                        | REDDIT INC-A                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      2837 | NS      | $652141.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     15730 | NS      | $2012653.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                         | PURSUIT ATTRACTI               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Short            | EC               | CORP              | US        |    -17912 | NS      | $-603276.16   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | COLUMBUS MCKI/NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     31721 | NS      | $547187.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7918 | NS      | $692191.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A               | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     88698 | NS      | $2561598.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3090 | NS      | $394469.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                      | NUVALENT INC-A                 | CUSIP: 670703107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23447 | NS      | $-2358533.73  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO BRANDS CORP               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    138788 | NS      | $517679.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                       | NETGEAR INC                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     54041 | NS      | $1325625.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     12809 | NS      | $541564.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    157208 | NS      | $2740135.44   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |     -5125 | NS      | $-1797388.75  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     14117 | NS      | $1409582.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                  | KNIFE RIVER                    | CUSIP: 498894104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8009 | NS      | $-563433.15   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Short            | EC               | CORP              | US        |      -207 | NS      | $-430152.21   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     39322 | NS      | $1381775.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                      | NATIONAL VISION                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    113163 | NS      | $2921868.66   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                        | OCTAVE SPECIALTY               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Short            | EC               | CORP              | US        |    -43283 | NS      | $-336741.74   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                            | NOVAGOLD RES                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Short            | EC               | CORP              | US        |   -315699 | NS      | $-2942314.68  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     86373 | NS      | $3151750.77   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                 | BILL HOLDINGS IN               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |    -24692 | NS      | $-1346701.68  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     37533 | NS      | $1700244.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                     | AMBARELLA INC                  | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      7039 | NS      | $498642.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** VANGUARD MONTGOMERY FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer