# EDGAR Filing Document

**Accession Number:** 0001068204
**File Stem:** 0001752724-23-040729
**Filing Date:** 2023-2
**Character Count:** 189435
**Document Hash:** 4499f91da1edab2de1460a9a1d0c86c9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040729.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF LIFE FUNDS
- **CENTRAL INDEX KEY:** 0001068204
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08961
- **FILM NUMBER:** 23669904

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-490-9000

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF LIFE FUND
- **DATE OF NAME CHANGE:** 19980813

## Series and Classes Contracts Data

### Social Choice Equity Fund (Series ID: S000005095)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000013882 | Social Choice Equity Fund | TLCHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Life Funds

- **b. Investment Company Act file number:** 811-08961

- **c. CIK number of Registrant:** 0001068204

- **d. LEI of Registrant:** 549300U685X5JUG16Q88

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** TIAA-CREF Life Social Choice Equity Fund

- **b. EDGAR series identifier (if any):** S000005095

- **c. LEI of Series:** 549300LDY9KZOWBNOC25

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $77296738.00

**Total Liabilities:** $170011.00

**Net Assets:** $77126727.00

**Cash Not Reported:** $30067.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013882 | 9.06%                | 6.54%                | -5.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-239959.55              | $6615945.08                                |
| Month 2  | $-210057.30              | $5105588.07                                |
| Month 3  | $757813.54               | $-5362572.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NIKE Inc                                      | Nike, Inc (Class B)                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5739 | NS      | $671520.39    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                      | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      2379 | NS      | $111051.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                            | Teladoc, Inc                                                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       460 | NS      | $10879.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                | Lands' End, Inc                                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       329 | NS      | $2497.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                     | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         6 | NS      | $1813.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                          | Manitowoc Co, Inc                                                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       480 | NS      | $4396.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                   | Enhabit, Inc                                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1090 | NS      | $14344.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                      | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       698 | NS      | $27515.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                        | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      9026 | NS      | $194600.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co, Inc                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8159 | NS      | $905241.05    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        49 | NS      | $1420.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                        | HP, Inc                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     16097 | NS      | $432526.39    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                 | New Relic, Inc                                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      1161 | NS      | $65538.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                               | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $4695.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                 | Hilton Worldwide Holdings, Inc                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3337 | NS      | $421663.32    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                            | Aaron's Co, Inc                                                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $227.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                     | Itron, Inc                                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |        69 | NS      | $3494.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                | Wendy's                                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       983 | NS      | $22245.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc    | Expeditors International of Washington, Inc                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1341 | NS      | $139356.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                        | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      9547 | NS      | $55849.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                           | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2559 | NS      | $37361.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                 | Regeneron Pharmaceuticals, Inc                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       317 | NS      | $228712.33    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                     | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3948 | NS      | $201900.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                | Tejon Ranch Co                                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       141 | NS      | $2656.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                    | Inogen, Inc                                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       508 | NS      | $10012.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                         | Carriage Services, Inc                                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       356 | NS      | $9804.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                          | Fulgent Genetics, Inc                                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       315 | NS      | $9380.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc       | Kratos Defense & Security Solutions, Inc                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1991 | NS      | $20547.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                           | Axon Enterprise, Inc                                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1131 | NS      | $187666.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                      | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1013 | NS      | $54104.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                    | Brixmor Property Group, Inc                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       705 | NS      | $15982.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                     | ePlus, Inc                                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       587 | NS      | $25992.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                             | RMR Group, Inc                                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |         8 | NS      | $226.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                         | Customers Bancorp, Inc                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       599 | NS      | $16975.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                  | Comerica, Inc                                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1433 | NS      | $95796.05     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                  | BioCryst Pharmaceuticals, Inc                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      1102 | NS      | $12650.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                    | Ecolab, Inc                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2587 | NS      | $376563.72    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                 | CSG Systems International, Inc                                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       737 | NS      | $42156.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                             | PROG Holdings, Inc                                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        38 | NS      | $641.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                 | Dril-Quip, Inc                                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       557 | NS      | $15133.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                     | Ribbon Communications, Inc                                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       633 | NS      | $1766.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                  | AtriCure, Inc                                                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $4438.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                 | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       514 | NS      | $11796.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                        | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       182 | NS      | $4755.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc             | Computer Programs & Systems, Inc                                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       280 | NS      | $7621.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                               | First Solar, Inc                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       412 | NS      | $61713.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell, Inc                                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       984 | NS      | $49613.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                 | Citigroup, Inc                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11040 | NS      | $499339.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                | Perrigo Co plc                                                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |       547 | NS      | $18647.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                    | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1723 | NS      | $122746.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                | Lovesac Co                                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $5810.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                   | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       245 | NS      | $83932.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                           | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        99 | NS      | $4355.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                       | Consolidated Edison, Inc                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2474 | NS      | $235796.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                | Salesforce, Inc                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3991 | NS      | $529166.69    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                       | HCA Healthcare, Inc                                                         | CUSIP: 40412C101<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | EC               | CORP              | US        |      1397 | NS      | $335224.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                | Proto Labs, Inc                                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       583 | NS      | $14883.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                       | Mirati Therapeutics, Inc                                                    | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |       613 | NS      | $27775.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                     | CH Robinson Worldwide, Inc                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       731 | NS      | $66930.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                             | Bloom Energy Corp                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |        66 | NS      | $1261.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7184 | NS      | $1088807.04   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                      | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       389 | NS      | $14420.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                      | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1165 | NS      | $31851.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc              | Mettler-Toledo International, Inc                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        77 | NS      | $111299.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                        | Nurix Therapeutics, Inc                                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $11001.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                            | Ally Financial, Inc                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2331 | NS      | $56992.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv, Inc                                                                | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |       262 | NS      | $13286.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                 | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       249 | NS      | $29264.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                     | Ansys, Inc                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       115 | NS      | $27782.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                   | Goldman Sachs Group, Inc                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1748 | NS      | $600228.24    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                             | Shoe Carnival, Inc                                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $10233.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                           | TreeHouse Foods, Inc                                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |        79 | NS      | $3901.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc        | International Flavors & Fragrances, Inc                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       753 | NS      | $78944.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                    | Zumiez, Inc                                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       234 | NS      | $5087.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                 | Adaptive Biotechnologies Corp                                               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2484 | NS      | $18977.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                     | Avnet, Inc                                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1918 | NS      | $79750.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                             | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1280 | NS      | $13465.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                          | Waste Management, Inc                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1926 | NS      | $302150.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                             | EOG Resources, Inc                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2401 | NS      | $310977.52    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                    | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1750 | NS      | $579845.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                               | Shake Shack, Inc                                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        35 | NS      | $1453.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                             | TTEC Holdings, Inc                                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       401 | NS      | $17696.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       633 | NS      | $60805.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                               | The Bancorp, Inc                                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $7861.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                       | ADT, Inc                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $2349.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                | Cardlytics, Inc                                                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       634 | NS      | $3664.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                      | Willis Towers Watson plc                                                    | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |       162 | NS      | $39621.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                              | Latham Group, Inc                                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $2530.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                  | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2762 | NS      | $733090.04    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                     | Park Hotels & Resorts, Inc                                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      5089 | NS      | $59999.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                              | Nuvation Bio, Inc                                                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $2643.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                | CBRE Group, Inc                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1099 | NS      | $84579.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service, Inc (Class B)                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3539 | NS      | $615219.76    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                 | MYR Group, Inc                                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        52 | NS      | $4787.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                     | iStar Inc                                                                   | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       355 | NS      | $2708.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                            | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |        63 | NS      | $2436.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                            | Kelly Services, Inc (Class A)                                               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $8078.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                           | Electronic Arts, Inc                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1662 | NS      | $203063.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova plc                                                                | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |        85 | NS      | $4720.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                       | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       731 | NS      | $123853.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                            | NextEra Energy, Inc                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8391 | NS      | $701487.60    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                               | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3169 | NS      | $98239.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                         | Rivian Automotive, Inc                                                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2579 | NS      | $47530.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                            | Voya Financial, Inc                                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       357 | NS      | $21951.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                           | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2526 | NS      | $535158.36    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc               | Pinnacle Financial Partners, Inc                                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       710 | NS      | $52114.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                       | Illinois Tool Works, Inc                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2309 | NS      | $508672.70    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                 | Pinterest, Inc                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       871 | NS      | $21147.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                        | Howard Hughes Corp                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |        20 | NS      | $1528.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                              | Coca-Cola Co                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     13694 | NS      | $871075.34    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                    | Heska Corp                                                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       182 | NS      | $11313.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                    | Biogen, Inc                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        92 | NS      | $25476.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                  | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2059 | NS      | $33808.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                         | McCormick & Co, Inc                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       934 | NS      | $77419.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                  | Huntington Bancshares, Inc                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3688 | NS      | $52000.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                             | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      5250 | NS      | $139125.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                  | Catalent, Inc                                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $110949.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                | Eaton Corp                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      2382 | NS      | $373854.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                             | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1964 | NS      | $120805.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                   | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1556 | NS      | $73629.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                    | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1751 | NS      | $89265.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                     | Tesla, Inc                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7027 | NS      | $865585.86    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                          | Verisk Analytics, Inc                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       177 | NS      | $31226.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                   | Equinix, Inc                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       478 | NS      | $313104.34    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                        | First Republic Bank                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       577 | NS      | $70330.53     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                     | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1278 | NS      | $181245.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                             | Lam Research Corp                                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1057 | NS      | $444257.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                              | Trico Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $2498.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                      | eBay, Inc                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      9917 | NS      | $411257.99    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                      | OraSure Technologies, Inc                                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      1413 | NS      | $6810.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                           | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       879 | NS      | $146784.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                    | Zoetis, Inc                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3056 | NS      | $447856.80    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                          | Summit Materials, Inc                                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      1914 | NS      | $54338.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc          | Bright Horizons Family Solutions                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $27133.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                               | NeoGenomics, Inc                                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $25788.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                        | IDEXX Laboratories, Inc                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       657 | NS      | $268029.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                               | OSI Systems, Inc                                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       109 | NS      | $8667.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                     | Keysight Technologies, Inc                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2477 | NS      | $423740.39    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                       | WESCO International, Inc                                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        54 | NS      | $6760.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                     | Benchmark Electronics, Inc                                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       826 | NS      | $22045.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                    | Erasca, Inc                                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $2939.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6771 | NS      | $575670.42    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                 | Welltower, Inc                                                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      2347 | NS      | $153845.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises, Inc (Class A)                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        52 | NS      | $2718.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                        | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $17502.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                      | Ameriprise Financial, Inc                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       795 | NS      | $247539.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                   | Hibbett Sports, Inc                                                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       192 | NS      | $13098.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                             | General Mills, Inc                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      4846 | NS      | $406337.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                        | Dolby Laboratories, Inc (Class A)                                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1393 | NS      | $98262.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings           | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       503 | NS      | $118446.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                     | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      1046 | NS      | $61075.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                  | Safehold, Inc                                                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |        27 | NS      | $772.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                     | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       228 | NS      | $3057.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                 | MarineMax, Inc                                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       431 | NS      | $13455.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                 | Martin Marietta Materials, Inc                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       200 | NS      | $67594.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                            | Douglas Emmett, Inc                                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $658.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                       | Caribou Biosciences, Inc                                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $4031.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                     | Warner Bros Discovery, Inc                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3690 | NS      | $34981.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                               | Microvision, Inc                                                            | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      3648 | NS      | $8572.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                                      | Moog, Inc (Class A)                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        68 | NS      | $5967.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                     | Atara Biotherapeutics, Inc                                                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      2053 | NS      | $6733.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                  | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        27 | NS      | $5465.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                     | Adobe, Inc                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1896 | NS      | $638060.88    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                               | TripAdvisor, Inc                                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      2340 | NS      | $42073.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                     | Agios Pharmaceuticals, Inc                                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1209 | NS      | $33948.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                    | Rapid7, Inc                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       356 | NS      | $12096.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                   | Fresh Del Monte Produce, Inc                                                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |       399 | NS      | $10449.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                           | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3235 | NS      | $133443.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                      | Jazz Pharmaceuticals plc                                                    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |       357 | NS      | $56873.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                  | Winmark Corp                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $3537.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc            | Johnson Controls International plc                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      4199 | NS      | $268736.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                             | Allstate Corp                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1279 | NS      | $173432.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The              | Bank of New York Mellon Corp                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6639 | NS      | $302207.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                     | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        27 | NS      | $6164.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                     | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       478 | NS      | $33756.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                    | Cadence Design Systems, Inc                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1766 | NS      | $283690.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                   | South Jersey Industries, Inc                                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       131 | NS      | $4654.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                     | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       931 | NS      | $86443.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                  | Xylem, Inc                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       475 | NS      | $52520.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                     | ONEOK, Inc                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       230 | NS      | $15111.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                        | NextGen Healthcare, Inc                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1173 | NS      | $22028.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp          | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4451 | NS      | $627101.39    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                   | Raymond James Financial, Inc                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       104 | NS      | $11112.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                      | CSX Corp                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     16253 | NS      | $503517.94    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                  | Pulmonx Corp                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       514 | NS      | $4333.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                  | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       484 | NS      | $46759.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-Mini Standard & Poor's 500 Index Future | S&P 500 E Mini Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $579150.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                     | Ethan Allen Interiors, Inc                                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $12364.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                 | Blackline, Inc                                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       534 | NS      | $35922.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9274 | NS      | $667264.30    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                       | Kimball Electronics, Inc                                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       483 | NS      | $10910.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                        | Sirius XM Holdings, Inc                                                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     16462 | NS      | $96138.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                             | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       144 | NS      | $1883.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                     | Amgen, Inc                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2403 | NS      | $631123.92    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences, Inc                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4354 | NS      | $373790.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                      | KAR Auction Services, Inc                                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1863 | NS      | $24312.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                   | Netflix, Inc                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1699 | NS      | $501001.12    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                              | TriNet Group, Inc                                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |        33 | NS      | $2237.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                     | Vimeo, Inc                                                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      3172 | NS      | $10879.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                         | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      3302 | NS      | $112334.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                    | CarMax, Inc                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $1278.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                   | iRobot Corp                                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       325 | NS      | $15642.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                  | Accolade, Inc                                                               | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      1458 | NS      | $11357.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                   | Genesco, Inc                                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       316 | NS      | $14542.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                  | Autodesk, Inc                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2194 | NS      | $409992.78    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                         | Applied Materials, Inc                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5331 | NS      | $519132.78    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                            | Globus Medical, Inc                                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       154 | NS      | $11437.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                              | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      9858 | NS      | $527008.68    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                      | Prudential Financial, Inc                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3545 | NS      | $352585.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings, Inc                                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2461 | NS      | $21312.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                      | Silicon Laboratories, Inc                                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       243 | NS      | $32967.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                      | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2790 | NS      | $94385.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                      | Veru, Inc                                                                   | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |      1439 | NS      | $7597.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                    | Macy's, Inc                                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      5612 | NS      | $115887.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                        | Liquidity Services, Inc                                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       547 | NS      | $7690.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                          | 1Life Healthcare, Inc                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1224 | NS      | $20453.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                      | Agilent Technologies, Inc                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2994 | NS      | $448052.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                          | Camden National Corp                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |        54 | NS      | $2251.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                   | FNB Corp                                                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        16 | NS      | $208.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                     | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4717 | NS      | $351935.37    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                             | Omnicom Group, Inc                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3894 | NS      | $317633.58    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                         | Texas Instruments, Inc                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4102 | NS      | $677732.44    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                     | Aptiv plc                                                                   | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $136062.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc             | First Industrial Realty Trust, Inc                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $22006.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                  | Prologis, Inc                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4275 | NS      | $481920.75    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                           | PAR Technology Corp                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |       562 | NS      | $14651.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Crown Castle Inc                              | Crown Castle International Corp                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       673 | NS      | $91285.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                       | Dow, Inc                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1267 | NS      | $63844.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       780 | NS      | $23587.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                          | WEC Energy Group, Inc                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1485 | NS      | $139233.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                      | United Natural Foods, Inc                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1207 | NS      | $46722.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                  | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3553 | NS      | $68679.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                          | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $8458.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                              | Henry Schein, Inc                                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       231 | NS      | $18449.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                | American Electric Power Co, Inc                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3657 | NS      | $347232.15    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                      | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       626 | NS      | $25077.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp            | Federal Agricultural Mortgage Corp (FAMC)                                   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |        89 | NS      | $10031.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                  | Illumina, Inc                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       741 | NS      | $149830.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                    | Intuit, Inc                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1349 | NS      | $525057.78    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                             | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       202 | NS      | $45443.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                     | Chubb Ltd                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      2596 | NS      | $572677.60    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                    | Verizon Communications, Inc                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18638 | NS      | $734337.20    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                               | Opko Health, Inc                                                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      7559 | NS      | $9448.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                | ServiceNow, Inc                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1204 | NS      | $467477.08    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                 | Mosaic Co                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3544 | NS      | $155475.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | Keycorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2786 | NS      | $48532.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                       | NVR, Inc                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        25 | NS      | $115314.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                   | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      5618 | NS      | $284046.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                            | Provention Bio, Inc                                                         | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      1286 | NS      | $13593.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle Inc                        | Jones Lang LaSalle, Inc                                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        79 | NS      | $12590.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                 | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     22153 | NS      | $353561.88    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                 | Sempra Energy                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2156 | NS      | $333188.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                  | Allbirds, Inc                                                               | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $4080.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix Inc                                   | Zogenix, Inc                                                                | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             | EC               | CORP              | US        |       177 | NS      | $120.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group, Inc                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1540 | NS      | $816477.20    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                    | VMware, Inc (Class A)                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      3562 | NS      | $437271.12    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                     | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       103 | NS      | $2182.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                        | Castle Biosciences, Inc                                                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $11463.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                       | Methode Electronics, Inc                                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |        91 | NS      | $4037.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                 | DR Horton, Inc                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       643 | NS      | $57317.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                 | PRA Group, Inc                                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |        65 | NS      | $2195.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                            | Outset Medical, Inc                                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1073 | NS      | $27704.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                 | Ultragenyx Pharmaceutical, Inc                                              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1491 | NS      | $69078.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                         | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6789 | NS      | $292130.67    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                              | Coeur Mining, Inc                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       539 | NS      | $1811.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                  | TravelCenters of America, Inc                                               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |        20 | NS      | $895.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                            | Planet Fitness, Inc                                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       384 | NS      | $30259.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                    | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      4027 | NS      | $32981.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                              | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       809 | NS      | $103899.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                         | New York Times Co (Class A)                                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       201 | NS      | $6524.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                    | Nkarta, Inc                                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $3000.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                        | Motorola Solutions, Inc                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        45 | NS      | $11596.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                             | Kinder Morgan, Inc                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     12666 | NS      | $229001.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                   | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $14009.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                       | Live Oak Bancshares, Inc                                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $9935.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                  | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1032 | NS      | $287535.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                               | Southern Co                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      6636 | NS      | $473876.76    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                              | ACCO Brands Corp                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       205 | NS      | $1145.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                  | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       579 | NS      | $40553.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                   | Cummins, Inc                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       467 | NS      | $113149.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                    | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     22362 | NS      | $591027.66    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                   | Netgear, Inc                                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       323 | NS      | $5849.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                           | Delta Air Lines, Inc                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     11714 | NS      | $384922.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                            | Walt Disney Co                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6809 | NS      | $591565.92    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                  | Intra-Cellular Therapies, Inc                                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       209 | NS      | $11060.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                       | Axsome Therapeutics, Inc                                                    | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        33 | NS      | $2545.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular Inc                         | LeMaitre Vascular, Inc                                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       301 | NS      | $13852.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                    | Cerus Corp                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      3845 | NS      | $14034.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                  | Eagle Pharmaceuticals, Inc                                                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       201 | NS      | $5875.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                   | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $2907.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                    | Xenia Hotels & Resorts, Inc                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       765 | NS      | $10082.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                    | PACCAR, Inc                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       789 | NS      | $78087.33     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                   | Alector, Inc                                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      1286 | NS      | $11869.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                    | Hasbro, Inc                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        13 | NS      | $793.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                     | F45 Training Holdings, Inc                                                  | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       814 | NS      | $2319.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                    | STERIS plc                                                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $66303.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                  | Factset Research Systems, Inc                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       114 | NS      | $45737.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                          | SVMK, Inc                                                                   | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      1463 | NS      | $10241.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                   | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       442 | NS      | $45495.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                         | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |        59 | NS      | $1593.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                               | W.W. Grainger, Inc                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       175 | NS      | $97343.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                    | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1588 | NS      | $90119.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                 | Robert Half International, Inc                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       691 | NS      | $51016.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                           | Gray Television, Inc                                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      2025 | NS      | $22659.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                     | Amcor plc                                                                   | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |       205 | NS      | $2441.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                       | Lululemon Athletica, Inc                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       361 | NS      | $115657.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                | Great Lakes Dredge & Dock Corp                                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       873 | NS      | $5194.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                   | Invesco Ltd                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |       482 | NS      | $8671.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                       | Rockwell Automation, Inc                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       502 | NS      | $129300.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                  | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1318 | NS      | $84681.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                               | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $47138.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                      | Realogy Holdings Corp                                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       783 | NS      | $5003.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                          | Koppers Holdings, Inc                                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $11844.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                    | Iridium Communications, Inc                                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      2213 | NS      | $113748.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                              | Badger Meter, Inc                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       261 | NS      | $28456.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                           | PayPal Holdings, Inc                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      7716 | NS      | $549533.52    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                             | Kosmos Energy Ltd                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      8716 | NS      | $55433.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                | DMC Global, Inc                                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       355 | NS      | $6901.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                 | Accenture plc                                                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $730607.92    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                   | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       426 | NS      | $50838.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                   | Workday, Inc                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2127 | NS      | $355910.91    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                    | Nevro Corp                                                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       349 | NS      | $13820.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                 | Oceaneering International, Inc                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       155 | NS      | $2710.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                           | Century Aluminum Co                                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1021 | NS      | $8351.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                    | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       636 | NS      | $8662.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |    108391 | NS      | $108390.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                       | Darling International, Inc                                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       173 | NS      | $10828.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                             | Acuity Brands, Inc                                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $2815.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                   | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2911 | NS      | $433855.44    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |       827 | NS      | $106037.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                         | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      1838 | NS      | $61885.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                             | Angiodynamics, Inc                                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       786 | NS      | $10823.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                       | Charles Schwab Corp                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7756 | NS      | $645764.56    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                         | Lumentum Holdings, Inc                                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       189 | NS      | $9860.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       260 | NS      | $59836.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                          | Booking Holdings, Inc                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       272 | NS      | $548156.16    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                   | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7130 | NS      | $1041978.20   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                               | Vital Farms, Inc                                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       215 | NS      | $3207.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                   | Traeger, Inc                                                                | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $1917.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                         | Vera Therapeutics, Inc                                                      | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $2592.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                     | Sonos, Inc                                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1740 | NS      | $29406.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                    | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2113 | NS      | $278514.53    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                        | T Rowe Price Group, Inc                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       865 | NS      | $94336.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc             | Dave & Buster's Entertainment, Inc                                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1038 | NS      | $36786.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                    | Commerce Bancshares, Inc                                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $1286.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                        | Advance Auto Parts, Inc                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       204 | NS      | $29994.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                      | Fulcrum Therapeutics, Inc                                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $6304.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                               | EMCOR Group, Inc                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        18 | NS      | $2665.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc              | BJ's Wholesale Club Holdings, Inc                                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2537 | NS      | $167847.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                 | BlackRock, Inc                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       848 | NS      | $600918.24    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                        | Sana Biotechnology, Inc                                                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $7824.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vail Resorts Inc                              | Vail Resorts, Inc                                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       254 | NS      | $60540.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                    | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       907 | NS      | $55644.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                         | Travelers Cos, Inc                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1699 | NS      | $318545.51    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                    | Sprouts Farmers Market, Inc                                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      2410 | NS      | $78011.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                           | Mercury Systems, Inc                                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      1132 | NS      | $50645.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                               | Beyond Meat, Inc                                                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |      1360 | NS      | $16741.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Properties Inc                         | Boston Properties, Inc                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       937 | NS      | $63322.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                          | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |         9 | NS      | $160.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                  | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |       941 | NS      | $21878.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                       | NOV, Inc                                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      4253 | NS      | $88845.17     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                    | Dexcom, Inc                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2529 | NS      | $286383.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                        | Liberty Broadband Corp (Class C)                                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1020 | NS      | $77795.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                      | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3267 | NS      | $540623.16    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                            | United Rentals, Inc                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       400 | NS      | $142168.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                             | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2699 | NS      | $122939.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank Discount Notes         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    668000 | PA      | $668000.00    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                       | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       709 | NS      | $19575.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                   | OneSpan, Inc                                                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       136 | NS      | $1521.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                   | Brookdale Senior Living, Inc                                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      4125 | NS      | $11261.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                          | TTM Technologies, Inc                                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2329 | NS      | $35121.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $1661.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |        27 | NS      | $2199.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                   | Hologic, Inc                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1219 | NS      | $91193.39     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | Vectrus, Inc                                                                | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $11024.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      6121 | NS      | $607203.20    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc           | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       841 | NS      | $14835.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                      | Green Brick Partners, Inc                                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       200 | NS      | $4846.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                        | Genworth Financial, Inc (Class A)                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     11299 | NS      | $59771.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                | S&P Global, Inc                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1773 | NS      | $593848.62    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                             | Blink Charging Co                                                           | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $8699.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                              | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       136 | NS      | $3361.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                | Five Below, Inc                                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        84 | NS      | $14857.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                         | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1509 | NS      | $371847.78    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc              | West Pharmaceutical Services, Inc                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       493 | NS      | $116027.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                  | CryoLife, Inc                                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       725 | NS      | $8787.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                     | Xperi, Inc                                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $3142.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                | Aptargroup, Inc                                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       140 | NS      | $15397.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                           | Workhorse Group, Inc                                                        | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |      3385 | NS      | $5145.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corp                                   | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1866 | NS      | $109814.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                        | Tupperware Brands Corp                                                      | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      1145 | NS      | $4740.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                  | Pioneer Natural Resources Co                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1078 | NS      | $246204.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                               | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3376 | NS      | $99693.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                       | Mirion Technologies, Inc                                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      3023 | NS      | $19982.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT Inc                          | City Office REIT, Inc                                                       | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       465 | NS      | $3896.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health, Inc                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1219 | NS      | $625310.43    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                  | Penumbra, Inc                                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       170 | NS      | $37818.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning, Inc                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        75 | NS      | $6397.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                   | PepsiCo, Inc                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4805 | NS      | $868071.30    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                     | Linde plc                                                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |      2118 | NS      | $690849.24    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                 | Wolfspeed, Inc                                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1577 | NS      | $108876.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                    | Resmed, Inc                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       903 | NS      | $187941.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                 | Automatic Data Processing, Inc                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2342 | NS      | $559410.12    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons, Inc (Class A)                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       176 | NS      | $7050.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       145 | NS      | $2607.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                               | Benson Hill, Inc                                                            | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $3717.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                             | Cisco Systems, Inc                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16253 | NS      | $774292.92    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                     | Canoo, Inc                                                                  | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |      3135 | NS      | $3856.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc            | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4792 | NS      | $5031.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                              | Cirrus Logic, Inc                                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       289 | NS      | $21524.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                 | Old Dominion Freight Line                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       667 | NS      | $189281.26    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                  | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1847 | NS      | $331518.03    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $2891.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The          | PNC Financial Services Group, Inc                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3092 | NS      | $488350.48    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                         | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4768 | NS      | $51446.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                  | Synopsys, Inc                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1116 | NS      | $356327.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                       | WEX, Inc                                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       986 | NS      | $161358.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                     | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1529 | NS      | $56420.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                             | Staar Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       269 | NS      | $13057.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc    | Fidelity National Information Services, Inc                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      6447 | NS      | $437428.95    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                     | GoPro, Inc                                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       739 | NS      | $3680.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                         | 1-800-FLOWERS.COM, Inc (Class A)                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $5688.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                           | Mr Cooper Group, Inc                                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       180 | NS      | $7223.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc    | American Axle & Manufacturing Holdings, Inc                                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2638 | NS      | $20629.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                          | WW International Inc                                                        | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      1174 | NS      | $4531.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                    | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1405 | NS      | $602407.80    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                           | Cheniere Energy, Inc                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2459 | NS      | $368751.64    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                     | ZoomInfo Technologies, Inc                                                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6177 | NS      | $185989.47    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                  | Newmont Goldcorp Corp                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5513 | NS      | $260213.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc             | Take-Two Interactive Software, Inc                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1849 | NS      | $192536.37    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                   | Novanta, Inc                                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $6657.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc        | Heidrick & Struggles International, Inc                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |        47 | NS      | $1314.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                        | Roper Technologies, Inc                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       489 | NS      | $211292.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                               | iHeartMedia, Inc                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1398 | NS      | $8569.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                | BorgWarner, Inc                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       114 | NS      | $4588.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2720 | NS      | $995084.80    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                | Lowe's Companies, Inc                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3135 | NS      | $624617.40    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                 | Intercontinental Exchange Group, Inc                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4460 | NS      | $457551.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                     | Five9, Inc                                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       134 | NS      | $9093.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                     | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2646 | NS      | $66335.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      4216 | NS      | $412451.28    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                       | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       949 | NS      | $6680.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      5548 | NS      | $654664.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                         | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6285 | NS      | $391995.45    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                    | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |       724 | NS      | $3634.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                            | Home Depot, Inc                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3258 | NS      | $1029071.88   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                         | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3224 | NS      | $386622.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                | Pricesmart, Inc                                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       500 | NS      | $30390.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                   | Snap-On, Inc                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       116 | NS      | $26504.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp (Class A)                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     14098 | NS      | $493007.06    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                          | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3450 | NS      | $271825.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                     | Viridian Therapeutics, Inc                                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |       478 | NS      | $13962.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       974 | NS      | $81660.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                      | Roku, Inc                                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        60 | NS      | $2442.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                | HomeStreet, Inc                                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $6370.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The              | Interpublic Group of Cos, Inc                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1361 | NS      | $45334.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                            | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2662 | NS      | $337701.32    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                    | Copart, Inc                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      7054 | NS      | $429518.06    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                    | Heritage Financial Corp                                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $3309.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                    | Ventas, Inc                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       826 | NS      | $37211.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                      | Atea Pharmaceuticals, Inc                                                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $5392.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                    | AxoGen, Inc                                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $2455.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                    | Vishay Precision Group, Inc                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $9546.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                       | Insight Enterprises, Inc                                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       695 | NS      | $69687.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                | Mastercard, Inc (Class A)                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2811 | NS      | $977469.03    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                   | Trinseo plc                                                                 | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |       283 | NS      | $6426.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                          | Cassava Sciences, Inc                                                       | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       455 | NS      | $13440.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                               | Caterpillar, Inc                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2630 | NS      | $630042.80    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                       | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1214 | NS      | $141297.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                    | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2264 | NS      | $105660.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                   | Berkshire Hills Bancorp, Inc                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       618 | NS      | $18478.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |        17 | NS      | $822.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                  | Citizens Financial Group, Inc                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6229 | NS      | $245235.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                           | IGM Biosciences, Inc                                                        | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |       219 | NS      | $3725.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                         | Quest Diagnostics, Inc                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       298 | NS      | $46619.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorporation                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       693 | NS      | $34067.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                   | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |        13 | NS      | $812.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                               | NBT Bancorp, Inc                                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $217.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                   | Community Trust Bancorp, Inc                                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $1010.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                      | Revance Therapeutics, Inc                                                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      1002 | NS      | $18496.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      3120 | NS      | $35131.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                              | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       627 | NS      | $35582.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                            | PPG Industries, Inc                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       249 | NS      | $31309.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                | MediaAlpha, Inc                                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $5303.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                    | Inovio Pharmaceuticals, Inc                                                 | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |      5476 | NS      | $8542.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                               | Xcel Energy, Inc                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2381 | NS      | $166931.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                            | IQVIA Holdings, Inc                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       850 | NS      | $174156.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                           | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1346 | NS      | $119107.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                          | Progressive Corp                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3249 | NS      | $421427.79    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                  | Collegium Pharmaceutical, Inc                                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       701 | NS      | $16263.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                   | SI-BONE, Inc                                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       229 | NS      | $3114.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                           | Health Catalyst, Inc                                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      1215 | NS      | $12915.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                         | FARO Technologies, Inc                                                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       418 | NS      | $12293.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                        | Trane Technologies plc                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |       913 | NS      | $153466.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16607 | NS      | $3982690.74   | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                 | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       761 | NS      | $25615.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                  | Sinclair Broadcast Group, Inc (Class A)                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |       724 | NS      | $11229.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                   | Nutanix, Inc                                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1586 | NS      | $41315.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                               | TJX Companies, Inc                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6216 | NS      | $494793.60    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                           | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       726 | NS      | $98554.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                             | Prothena Corp plc                                                           | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | US        |       842 | NS      | $50730.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                           | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3807 | NS      | $562484.25    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                             | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1634 | NS      | $126749.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** TIAA-CREF Life Funds

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer