# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001752724-23-072436
**Filing Date:** 2023-3
**Character Count:** 111082
**Document Hash:** 7e317227e7920d2eba8e97cb19856846
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072436.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072436

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA FUNDS
- **CENTRAL INDEX KEY:** 0000787623
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 23774889

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA IDEX MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20040301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FDS
- **DATE OF NAME CHANGE:** 20010504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FUNDS /
- **DATE OF NAME CHANGE:** 20010423

## Series and Classes Contracts Data

### Transamerica Small/Mid Cap Value (Series ID: S000007801)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021260 | A            | IIVAX           |
| C000021262 | C            | IIVLX           |
| C000021263 | I2           | TSMVX           |
| C000081833 | I            | TSVIX           |
| C000156749 | R6           | TASMX           |

## Nport-Ex

**Transamerica Small/Mid Cap Value** 

------

**SCHEDULE OF INVESTMENTS** 

**At January 31, 2023** 

**(unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 96.1%** | **COMMON STOCKS - 96.1%** | **COMMON STOCKS - 96.1%** |
| **Aerospace & Defense - 2.0%** | **Aerospace & Defense - 2.0%** | **Aerospace & Defense - 2.0%** |
|  Curtiss-Wright Corp. | 22600 | $3747080 |
|  Elbit Systems Ltd. <sup>(A)</sup> | 8900 | 1505702 |
|  Huntington Ingalls Industries, Inc. | 50187 | 11068241 |
|  |  | 16321023 |
| **Air Freight & Logistics - 1.0%** | **Air Freight & Logistics - 1.0%** | **Air Freight & Logistics - 1.0%** |
|  FedEx Corp. | 42100 | 8161506 |
| **Auto Components - 0.6%** | **Auto Components - 0.6%** | **Auto Components - 0.6%** |
|  Dana, Inc. | 44650 | 809951 |
|  Gentex Corp. | 30000 | 885300 |
|  Stoneridge, Inc. <sup>(B)</sup> | 10750 | 265095 |
|  Visteon Corp. <sup>(B)</sup> | 19200 | 3001728 |
|  |  | 4962074 |
| **Banks - 7.7%** | **Banks - 7.7%** | **Banks - 7.7%** |
|  Atlantic Union Bankshares Corp. | 28300 | 1094927 |
|  Berkshire Hills Bancorp, Inc. | 88450 | 2746372 |
|  Central Valley Community Bancorp | 19000 | 473100 |
|  Citizens Financial Group, Inc. | 30200 | 1308264 |
|  Dime Community Bancshares, Inc. | 78000 | 2325960 |
|  First Citizens BancShares, Inc., Class A | 23391 | 18190713 |
|  First Community Bankshares, Inc. | 66600 | 2165166 |
|  First Merchants Corp. | 69500 | 2963480 |
|  First Republic Bank | 59600 | 8396448 |
|  Hope Bancorp, Inc. | 66600 | 858474 |
|  Lakeland Bancorp, Inc. | 162700 | 3135229 |
|  OceanFirst Financial Corp. | 87900 | 2102568 |
|  Princeton Bancorp, Inc. <sup>(B)</sup> | 10850 | 372589 |
|  Sandy Spring Bancorp, Inc. | 73550 | 2485990 |
|  Umpqua Holdings Corp. | 168100 | 3059420 |
|  United Bankshares, Inc. <sup>(A)</sup> | 20500 | 824100 |
|  United Community Banks, Inc. | 91450 | 2975783 |
|  Washington Trust Bancorp, Inc. | 11350 | 485440 |
|  Webster Financial Corp. | 94450 | 4972792 |
|  Western Alliance Bancorp | 18600 | 1401882 |
|  |  | 62338697 |
| **Beverages - 1.0%** | **Beverages - 1.0%** | **Beverages - 1.0%** |
|  Molson Coors Beverage Co., Class B <sup>(A)</sup> | 155800 | 8191964 |
| **Biotechnology - 0.3%** | **Biotechnology - 0.3%** | **Biotechnology - 0.3%** |
|  Exelixis, Inc. <sup>(B)</sup> | 114850 | 2023657 |
| **Building Products - 2.0%** | **Building Products - 2.0%** | **Building Products - 2.0%** |
|  American Woodmark Corp. <sup>(B)</sup> | 35450 | 2030931 |
|  Builders FirstSource, Inc. <sup>(B)</sup> | 46100 | 3674170 |
|  Gibraltar Industries, Inc. <sup>(B)</sup> | 13450 | 720517 |
|  Masonite International Corp. <sup>(B)</sup> | 22900 | 2088938 |
|  Owens Corning | 30450 | 2942992 |
|  PGT Innovations, Inc. <sup>(B)</sup> | 102200 | 2217740 |
|  Quanex Building Products Corp. | 107750 | 2789647 |
|  |  | 16464935 |
| **Capital Markets - 0.8%** | **Capital Markets - 0.8%** | **Capital Markets - 0.8%** |
|  Piper Sandler Cos. | 26000 | 3694600 |
|  Stifel Financial Corp. | 44350 | 2989634 |
|  |  | 6684234 |
| **Chemicals - 2.3%** | **Chemicals - 2.3%** | **Chemicals - 2.3%** |
|  Chase Corp. | 26000 | 2453880 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
|  Huntsman Corp. | 55200 | $1749288 |
|  LSB Industries, Inc. <sup>(B)</sup> | 114600 | 1456566 |
|  Mosaic Co. | 104900 | 5196746 |
|  Olin Corp. | 113400 | 7324506 |
|  |  | 18180986 |
| **Commercial Services & Supplies - 0.3%** | **Commercial Services & Supplies - 0.3%** | **Commercial Services & Supplies - 0.3%** |
|  HNI Corp. | 39500 | 1254915 |
|  Tetra Tech, Inc. | 6150 | 956448 |
|  |  | 2211363 |
| **Communications Equipment - 0.7%** | **Communications Equipment - 0.7%** | **Communications Equipment - 0.7%** |
|  Harmonic, Inc. <sup>(B)</sup> | 91650 | 1207031 |
|  KVH Industries, Inc. <sup>(B)</sup> | 167650 | 1718412 |
|  Silicom Ltd. <sup>(B)</sup> | 60700 | 2611314 |
|  |  | 5536757 |
| **Construction & Engineering - 1.3%** | **Construction & Engineering - 1.3%** | **Construction & Engineering - 1.3%** |
|  Comfort Systems USA, Inc. | 32500 | 3933800 |
|  EMCOR Group, Inc. | 34500 | 5114625 |
|  Granite Construction, Inc. | 34800 | 1481784 |
|  |  | 10530209 |
| **Consumer Finance - 0.9%** | **Consumer Finance - 0.9%** | **Consumer Finance - 0.9%** |
|  Ally Financial, Inc. | 224705 | 7300665 |
| **Containers & Packaging - 1.5%** | **Containers & Packaging - 1.5%** | **Containers & Packaging - 1.5%** |
|  Graphic Packaging Holding Co. | 300030 | 7227723 |
|  Sealed Air Corp. | 84800 | 4643648 |
|  |  | 11871371 |
| **Distributors - 1.0%** | **Distributors - 1.0%** | **Distributors - 1.0%** |
|  LKQ Corp. | 140600 | 8289776 |
| **Diversified Consumer Services - 0.4%** | **Diversified Consumer Services - 0.4%** | **Diversified Consumer Services - 0.4%** |
|  American Public Education, Inc. <sup>(B)</sup> | 97500 | 1180725 |
|  Stride, Inc. <sup>(B)</sup> | 51750 | 2221628 |
|  |  | 3402353 |
| **Diversified Telecommunication Services - 1.0%** | **Diversified Telecommunication Services - 1.0%** | **Diversified Telecommunication Services - 1.0%** |
|  Liberty Global PLC, Class A <sup>(B)</sup> | 366814 | 7956196 |
| **Electric Utilities - 3.5%** | **Electric Utilities - 3.5%** | **Electric Utilities - 3.5%** |
|  Evergy, Inc. | 177000 | 11089050 |
|  Exelon Corp. | 142200 | 5999418 |
|  OGE Energy Corp. | 246500 | 9692380 |
|  Portland General Electric Co. <sup>(A)</sup> | 24600 | 1170468 |
|  |  | 27951316 |
| **Electrical Equipment - 1.0%** | **Electrical Equipment - 1.0%** | **Electrical Equipment - 1.0%** |
|  Acuity Brands, Inc. | 5900 | 1112268 |
|  LSI Industries, Inc. | 225565 | 3097007 |
|  Regal Rexnord Corp. | 26100 | 3633120 |
|  |  | 7842395 |
| **Electronic Equipment, Instruments & Components - 2.2%** | **Electronic Equipment, Instruments & Components - 2.2%** | **Electronic Equipment, Instruments & Components - 2.2%** |
|  Coherent Corp. <sup>(A) (B)</sup> | 6500 | 282100 |
|  Flex Ltd. <sup>(B)</sup> | 144200 | 3367070 |
|  Itron, Inc. <sup>(B)</sup> | 11100 | 637917 |
|  Methode Electronics, Inc. | 58350 | 2785629 |
|  OSI Systems, Inc. <sup>(B)</sup> | 18500 | 1752135 |
|  Vishay Intertechnology, Inc. | 118700 | 2717043 |
|  Vontier Corp. | 263241 | 6062440 |
|  |  | 17604334 |

---

---

| | |
|:---|:---|
|  **Transamerica Funds** | **Page 1** |

---

**Transamerica Small/Mid Cap Value** 

------

**SCHEDULE OF INVESTMENTS (continued)** 

**At January 31, 2023** 

**(unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Energy Equipment & Services - 0.5%** | **Energy Equipment & Services - 0.5%** | **Energy Equipment & Services - 0.5%** |
|  Helix Energy Solutions Group, Inc. <sup>(B)</sup> | 246000 | $1950780 |
|  Helmerich & Payne, Inc. | 48300 | 2339652 |
|  |  | 4290432 |
| **Entertainment - 1.4%** | **Entertainment - 1.4%** | **Entertainment - 1.4%** |
|  Madison Square Garden Entertainment Corp. <sup>(A) (B)</sup> | 38350 | 2005322 |
|  Madison Square Garden Sports Corp. | 6400 | 1163776 |
|  Warner Bros Discovery, Inc. <sup>(B)</sup> | 533500 | 7906470 |
|  |  | 11075568 |
| **Equity Real Estate Investment Trusts - 3.7%** | **Equity Real Estate Investment Trusts - 3.7%** | **Equity Real Estate Investment Trusts - 3.7%** |
|  Apple Hospitality, Inc. | 167350 | 2967115 |
|  Brandywine Realty Trust | 205500 | 1348080 |
|  Community Healthcare Trust, Inc. | 39100 | 1676608 |
|  DiamondRock Hospitality Co. | 124000 | 1194120 |
|  Gaming & Leisure Properties, Inc. | 112026 | 6000113 |
|  JBG SMITH Properties | 369496 | 7441649 |
|  LXP Industrial Trust | 219400 | 2534070 |
|  Physicians Realty Trust | 173900 | 2758054 |
|  Piedmont Office Realty Trust, Inc., Class A | 111450 | 1181370 |
|  Sabra Health Care, Inc. | 152400 | 2057400 |
|  Summit Hotel Properties, Inc. | 87000 | 741240 |
|  |  | 29899819 |
| **Food & Staples Retailing - 0.1%** | **Food & Staples Retailing - 0.1%** | **Food & Staples Retailing - 0.1%** |
|  Village Super Market, Inc., Class A | 51850 | 1206031 |
| **Food Products - 1.9%** | **Food Products - 1.9%** | **Food Products - 1.9%** |
|  Kraft Heinz Co. | 70400 | 2853312 |
|  Nomad Foods Ltd. <sup>(A) (B)</sup> | 115400 | 2052966 |
|  Post Holdings, Inc. <sup>(B)</sup> | 106587 | 10120436 |
|  Whole Earth Brands, Inc. <sup>(B)</sup> | 92350 | 350006 |
|  |  | 15376720 |
| **Gas Utilities - 0.7%** | **Gas Utilities - 0.7%** | **Gas Utilities - 0.7%** |
|  UGI Corp. | 142100 | 5659843 |
| **Health Care Equipment & Supplies - 1.1%** | **Health Care Equipment & Supplies - 1.1%** | **Health Care Equipment & Supplies - 1.1%** |
|  AngioDynamics, Inc. <sup>(B)</sup> | 115000 | 1497300 |
|  Koninklijke Philips NV <sup>(A)</sup> | 403500 | 6907920 |
|  OraSure Technologies, Inc. <sup>(B)</sup> | 144850 | 808263 |
|  |  | 9213483 |
| **Health Care Providers & Services - 4.5%** | **Health Care Providers & Services - 4.5%** | **Health Care Providers & Services - 4.5%** |
|  AmerisourceBergen Corp. | 52037 | 8792172 |
|  AMN Healthcare Services, Inc. <sup>(B)</sup> | 18750 | 1797000 |
|  Centene Corp. <sup>(B)</sup> | 79300 | 6045832 |
|  Cross Country Healthcare, Inc. <sup>(B)</sup> | 196000 | 5439000 |
|  Encompass Health Corp. | 45450 | 2838352 |
|  Enhabit, Inc. <sup>(B)</sup> | 158100 | 2428416 |
|  Laboratory Corp. of America Holdings | 33099 | 8344920 |
|  National HealthCare Corp. | 11700 | 696618 |
|  |  | 36382310 |
| **Hotels, Restaurants & Leisure - 0.3%** | **Hotels, Restaurants & Leisure - 0.3%** | **Hotels, Restaurants & Leisure - 0.3%** |
|  Churchill Downs, Inc. | 8200 | 2034420 |
| **Household Durables - 1.0%** | **Household Durables - 1.0%** | **Household Durables - 1.0%** |
|  Helen of Troy Ltd. <sup>(B)</sup> | 12500 | 1413875 |
|  KB Home | 56700 | 2180115 |
|  La-Z-Boy, Inc. | 57200 | 1626196 |
|  MDC Holdings, Inc. | 22350 | 843936 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
|  PulteGroup, Inc. | 17250 | $981353 |
|  Sonos, Inc. <sup>(B)</sup> | 65850 | 1214274 |
|  |  | 8259749 |
| **Household Products - 0.3%** | **Household Products - 0.3%** | **Household Products - 0.3%** |
|  Spectrum Brands Holdings, Inc. | 36000 | 2443680 |
| **Independent Power & Renewable Electricity Producers - 1.1%** | **Independent Power & Renewable Electricity Producers - 1.1%** | **Independent Power & Renewable Electricity Producers - 1.1%** |
|  Vistra Corp. | 369700 | 8525282 |
| **Insurance - 6.8%** | **Insurance - 6.8%** | **Insurance - 6.8%** |
|  Allstate Corp. | 74748 | 9602876 |
|  Arch Capital Group Ltd. <sup>(B)</sup> | 72600 | 4671810 |
|  Everest Re Group Ltd. | 10450 | 3654260 |
|  Fidelity National Financial, Inc. | 171900 | 7568757 |
|  Loews Corp. | 56300 | 3461324 |
|  Markel Corp. <sup>(B)</sup> | 6113 | 8613095 |
|  Old Republic International Corp. | 281600 | 7431424 |
|  Selective Insurance Group, Inc. | 39750 | 3776250 |
|  United Fire Group, Inc. | 32650 | 1028148 |
|  Willis Towers Watson PLC | 20600 | 5236314 |
|  |  | 55044258 |
| **Interactive Media & Services - 0.9%** | **Interactive Media & Services - 0.9%** | **Interactive Media & Services - 0.9%** |
|  IAC, Inc. <sup>(B)</sup> | 121800 | 6881700 |
| **IT Services - 2.5%** | **IT Services - 2.5%** | **IT Services - 2.5%** |
|  FleetCor Technologies, Inc. <sup>(B)</sup> | 48100 | 10043761 |
|  Global Payments, Inc. | 77200 | 8701984 |
|  Perficient, Inc. <sup>(B)</sup> | 13350 | 989769 |
|  |  | 19735514 |
| **Leisure Products - 1.1%** | **Leisure Products - 1.1%** | **Leisure Products - 1.1%** |
|  BRP, Inc. <sup>(A)</sup> | 25150 | 2101534 |
|  Hayward Holdings, Inc. <sup>(A) (B)</sup> | 102600 | 1384074 |
|  MasterCraft Boat Holdings, Inc. <sup>(B)</sup> | 96200 | 2766712 |
|  Polaris, Inc. | 20400 | 2342736 |
|  |  | 8595056 |
| **Life Sciences Tools & Services - 1.4%** | **Life Sciences Tools & Services - 1.4%** | **Life Sciences Tools & Services - 1.4%** |
|  Bio-Rad Laboratories, Inc., Class A <sup>(B)</sup> | 21200 | 9910152 |
|  Maravai LifeSciences Holdings, Inc., Class A <sup>(B)</sup> | 65850 | 965361 |
|  |  | 10875513 |
| **Machinery - 1.7%** | **Machinery - 1.7%** | **Machinery - 1.7%** |
|  CNH Industrial NV | 136600 | 2420552 |
|  Columbus McKinnon Corp. | 66850 | 2403257 |
|  Douglas Dynamics, Inc. | 37850 | 1529519 |
|  Gencor Industries, Inc. <sup>(B)</sup> | 69000 | 734160 |
|  Miller Industries, Inc. | 34100 | 989241 |
|  Mueller Industries, Inc. | 61000 | 3998550 |
|  Oshkosh Corp. | 17100 | 1723338 |
|  |  | 13798617 |
| **Media - 5.8%** | **Media - 5.8%** | **Media - 5.8%** |
|  Altice USA, Inc., Class A <sup>(B)</sup> | 485200 | 2377480 |
|  DISH Network Corp., Class A <sup>(A) (B)</sup> | 437671 | 6298085 |
|  Fox Corp., Class A | 244200 | 8288148 |
|  Liberty Broadband Corp., Class C <sup>(B)</sup> | 131364 | 11793860 |
|  Liberty Media Corp. - Liberty SiriusXM, Class C <sup>(B)</sup> | 234379 | 9445474 |
|  News Corp., Class A | 362400 | 7342224 |
|  Perion Network Ltd. <sup>(B)</sup> | 37600 | 1259600 |
|  |  | 46804871 |

---

---

| | |
|:---|:---|
|  **Transamerica Funds** | **Page 2** |

---

**Transamerica Small/Mid Cap Value** 

------

**SCHEDULE OF INVESTMENTS (continued)** 

**At January 31, 2023** 

**(unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Metals & Mining - 2.4%** | **Metals & Mining - 2.4%** | **Metals & Mining - 2.4%** |
|  Cleveland-Cliffs, Inc. <sup>(A) (B)</sup> | 168500 | $3597475 |
|  Commercial Metals Co. | 56100 | 3044547 |
|  Kaiser Aluminum Corp. | 25000 | 2188000 |
|  Schnitzer Steel Industries, Inc., Class A | 45500 | 1539720 |
|  TimkenSteel Corp. <sup>(B)</sup> | 103350 | 2032894 |
|  U.S. Steel Corp. | 231600 | 6598284 |
|  |  | 19000920 |
| **Mortgage Real Estate Investment Trusts - 0.9%** | **Mortgage Real Estate Investment Trusts - 0.9%** | **Mortgage Real Estate Investment Trusts - 0.9%** |
|  Annaly Capital Management, Inc. | 310635 | 7290603 |
| **Multi-Utilities - 2.9%** | **Multi-Utilities - 2.9%** | **Multi-Utilities - 2.9%** |
|  CenterPoint Energy, Inc. | 240500 | 7243860 |
|  NiSource, Inc. | 393438 | 10917904 |
|  NorthWestern Corp. | 84300 | 4788240 |
|  |  | 22950004 |
| **Multiline Retail - 1.0%** | **Multiline Retail - 1.0%** | **Multiline Retail - 1.0%** |
|  Dollar Tree, Inc. <sup>(B)</sup> | 53800 | 8079684 |
| **Oil, Gas & Consumable Fuels - 6.5%** | **Oil, Gas & Consumable Fuels - 6.5%** | **Oil, Gas & Consumable Fuels - 6.5%** |
|  Chesapeake Energy Corp. <sup>(A)</sup> | 68500 | 5940320 |
|  Delek US Holdings, Inc. | 74000 | 1980240 |
|  Diamondback Energy, Inc. | 33000 | 4821960 |
|  EQT Corp. | 110240 | 3601541 |
|  HF Sinclair Corp. | 80600 | 4586140 |
|  Kinder Morgan, Inc. | 450500 | 8244150 |
|  Magnolia Oil & Gas Corp., Class A | 280350 | 6619063 |
|  Ovintiv, Inc. <sup>(A)</sup> | 56250 | 2769188 |
|  REX American Resources Corp. <sup>(B)</sup> | 81100 | 2653592 |
|  Williams Cos., Inc. | 346200 | 11161488 |
|  |  | 52377682 |
| **Paper & Forest Products - 0.6%** | **Paper & Forest Products - 0.6%** | **Paper & Forest Products - 0.6%** |
|  Louisiana-Pacific Corp. | 76000 | 5174840 |
| **Personal Products - 0.1%** | **Personal Products - 0.1%** | **Personal Products - 0.1%** |
|  Medifast, Inc. | 4700 | 523815 |
| **Pharmaceuticals - 2.6%** | **Pharmaceuticals - 2.6%** | **Pharmaceuticals - 2.6%** |
|  Innoviva, Inc. <sup>(A) (B)</sup> | 188200 | 2380730 |
|  Jazz Pharmaceuticals PLC <sup>(B)</sup> | 19400 | 3039204 |
|  Organon & Co. | 81000 | 2440530 |
|  Perrigo Co. PLC | 341850 | 12792027 |
|  |  | 20652491 |
| **Professional Services - 2.5%** | **Professional Services - 2.5%** | **Professional Services - 2.5%** |
|  ASGN, Inc. <sup>(B)</sup> | 25200 | 2291940 |
|  Clarivate PLC <sup>(A) (B)</sup> | 122200 | 1358864 |
|  FTI Consulting, Inc. <sup>(A) (B)</sup> | 7000 | 1116640 |
|  Heidrick & Struggles International, Inc. | 58600 | 1802536 |
|  ICF International, Inc. | 40100 | 4097819 |
|  KBR, Inc. <sup>(A)</sup> | 88000 | 4508240 |
|  Leidos Holdings, Inc. | 22650 | 2238726 |
|  Science Applications International Corp. | 23000 | 2386940 |
|  |  | 19801705 |
| **Real Estate Management & Development - 0.1%** | **Real Estate Management & Development - 0.1%** | **Real Estate Management & Development - 0.1%** |
|  Newmark Group, Inc., Class A | 71000 | 608470 |
| **Road & Rail - 0.2%** | **Road & Rail - 0.2%** | **Road & Rail - 0.2%** |
|  U-Haul Holding Co. <sup>(A)</sup> | 1750 | 117303 |
|  U-Haul Holding Co. | 26700 | 1649793 |
|  |  | 1767096 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Semiconductors & Semiconductor Equipment - 2.5%** | **Semiconductors & Semiconductor Equipment - 2.5%** | **Semiconductors & Semiconductor Equipment - 2.5%** |
|  AXT, Inc. <sup>(B)</sup> | 33650 | $198198 |
|  Azenta, Inc. <sup>(B)</sup> | 35850 | 2004015 |
|  Cohu, Inc. <sup>(B)</sup> | 77550 | 2798004 |
|  Magnachip Semiconductor Corp. <sup>(B)</sup> | 214850 | 2277410 |
|  MaxLinear, Inc. <sup>(B)</sup> | 16600 | 683920 |
|  MKS Instruments, Inc. <sup>(A)</sup> | 17300 | 1770136 |
|  Onto Innovation, Inc. <sup>(B)</sup> | 31300 | 2461745 |
|  Qorvo, Inc. <sup>(B)</sup> | 13100 | 1423446 |
|  Silicon Motion Technology Corp., ADR | 49700 | 3185770 |
|  Tower Semiconductor Ltd. <sup>(B)</sup> | 48100 | 2010099 |
|  Universal Display Corp. | 11600 | 1537348 |
|  |  | 20350091 |
| **Software - 0.3%** | **Software - 0.3%** | **Software - 0.3%** |
|  Progress Software Corp. | 47350 | 2511444 |
| **Specialty Retail - 2.3%** | **Specialty Retail - 2.3%** | **Specialty Retail - 2.3%** |
|  Abercrombie & Fitch Co., Class A <sup>(B)</sup> | 47650 | 1379944 |
|  Academy Sports & Outdoors, Inc. | 23400 | 1367028 |
|  Advance Auto Parts, Inc. | 31400 | 4781592 |
|  American Eagle Outfitters, Inc. | 140900 | 2274126 |
|  Ross Stores, Inc. | 37300 | 4408487 |
|  Urban Outfitters, Inc. <sup>(B)</sup> | 74650 | 2044664 |
|  Williams-Sonoma, Inc. | 19600 | 2644824 |
|  |  | 18900665 |
| **Technology Hardware, Storage & Peripherals - 0.9%** | **Technology Hardware, Storage & Peripherals - 0.9%** | **Technology Hardware, Storage & Peripherals - 0.9%** |
|  Western Digital Corp. <sup>(B)</sup> | 163623 | 7191231 |
| **Textiles, Apparel & Luxury Goods - 0.8%** | **Textiles, Apparel & Luxury Goods - 0.8%** | **Textiles, Apparel & Luxury Goods - 0.8%** |
|  Deckers Outdoor Corp. <sup>(B)</sup> | 5150 | 2201522 |
|  Steven Madden Ltd. | 61000 | 2186850 |
|  Tapestry, Inc. | 43250 | 1970903 |
|  |  | 6359275 |
| **Thrifts & Mortgage Finance - 1.2%** | **Thrifts & Mortgage Finance - 1.2%** | **Thrifts & Mortgage Finance - 1.2%** |
|  Provident Financial Services, Inc. | 81850 | 1920201 |
|  TrustCo Bank Corp. | 89150 | 3201377 |
|  Washington Federal, Inc. | 133350 | 4728591 |
|  |  | 9850169 |
|  **Total Common Stocks <br>(Cost $598,722,217)** | **Total Common Stocks <br>(Cost $598,722,217)** | 773318862 |
| **OTHER INVESTMENT COMPANY - 0.5%** | **OTHER INVESTMENT COMPANY - 0.5%** | **OTHER INVESTMENT COMPANY - 0.5%** |
| **Securities Lending Collateral - 0.5%** | **Securities Lending Collateral - 0.5%** | **Securities Lending Collateral - 0.5%** |
|  State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 4.30% <sup>(C)</sup> | 4302066 | 4302066 |
|  **Total Other Investment Company <br>(Cost $4,302,066)** | **Total Other Investment Company <br>(Cost $4,302,066)** | 4302066 |

---

---

| | |
|:---|:---|
|  **Transamerica Funds** | **Page 3** |

---

**Transamerica Small/Mid Cap Value** 

------

**SCHEDULE OF INVESTMENTS (continued)** 

**At January 31, 2023** 

**(unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 3.9%** | **REPURCHASE AGREEMENT - 3.9%** | **REPURCHASE AGREEMENT - 3.9%** |
|  Fixed Income Clearing Corp., 1.80% <sup>(C)</sup>, dated 01/31/2023, to be repurchased at $31,431,124 on 02/01/2023. Collateralized by U.S. Government Obligations, 0.13% - 1.75%, due 07/15/2024 - 07/31/2024, and with a total value of $32,058,291. | $31429553 | $31429553 |
|  **Total Repurchase Agreement <br>(Cost $31,429,553)** | **Total Repurchase Agreement <br>(Cost $31,429,553)** | 31429553 |
|  **Total Investments <br>(Cost $634,453,836)** | **Total Investments <br>(Cost $634,453,836)** | 809050481 |
|  **Net Other Assets (Liabilities) - (0.5)%** |  | (4236882) |
|  **Net Assets - 100.0%** |  | **$804813599** |

---

**INVESTMENT VALUATION:** 

------

**Valuation Inputs <sup>(D)</sup>** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -<br>Unadjusted<br>Quoted<br>Prices** | **Level 2 -<br>Other<br>Significant<br>Observable<br>Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Value** |
|  **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** |
|  **Investments** | **Investments** | **Investments** | **Investments** | **Investments** |
|  Common Stocks | $773318862 | $— | $— | $773318862 |
|  Other Investment Company | 4302066 |  |  | 4302066 |
|  Repurchase Agreement |  | 31429553 |  | 31429553 |
|  **Total Investments** | $**777620928** | $**31429553** | $**—** | $**809050481** |

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

(A) *All or a portion of the securities are on loan. The total value of all securities on loan is $47,434,145, collateralized by cash collateral of $4,302,066 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $44,289,447. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.* 

(B) *Non-income producing securities.* 

(C) *Rates disclosed reflect the yields at January 31, 2023.* 

(D) *There were no transfers in or out of Level 3 during the period ended January 31, 2023. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.* 

**PORTFOLIO ABBREVIATION:** 

ADR *American Depositary Receipt*

---

| | |
|:---|:---|
|  **Transamerica Funds** | **Page 4** |

---

**Transamerica Small/Mid Cap Value** 

------

**NOTES TO SCHEDULE OF INVESTMENTS** 

**At January 31, 2023** 

**(unaudited)** 

**INVESTMENT VALUATION** 

Transamerica Small/Mid Cap Value (the "Fund") is a series of the Transamerica Funds.

Effective September 8, 2022, TAM has been designated as the Fund's valuation designee pursuant to Rule 2a-5 under the 1940 Act with responsibility for fair valuation subject to oversight by the Fund's Board of Trustees. The net asset value of the Fund is computed as of the official close of the New York Stock Exchange ("NYSE") each day the NYSE is open for business.

TAM utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels ("Levels") of inputs of the fair value hierarchy are defined as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities.

Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include TAM's own assumptions used in determining the fair value of the Fund's investments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value ("NAV") per share, or its equivalent, using the "practical expedient" have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund's investments at January 31, 2023, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

**Fair value measurements:** Descriptions of the valuation techniques applied to the Fund's significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

*Equity securities:* Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

*Foreign equity securities: S*ecurities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.

*Securities lending collateral:* Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

*Repurchase agreements:* Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

---

| | |
|:---|:---|
|  **Transamerica Funds** | **Page 5** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA FUNDS

- **b. Investment Company Act file number:** 811-04556

- **c. CIK number of Registrant:** 0000787623

- **d. LEI of Registrant:** 54930088ZHZE1VMYEY52

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Small/Mid Cap Value

- **b. EDGAR series identifier (if any):** S000007801

- **c. LEI of Series:** 549300M9IR6BU374M052

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $856812776.87

**Total Liabilities:** $51341397.85

**Net Assets:** $805471379.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021263 | 5.19%                | -4.68%               | 7.82%                |
| Class ID C000156749 | 5.17%                | -4.65%               | 7.82%                |
| Class ID C000081833 | 5.17%                | -4.66%               | 7.80%                |
| Class ID C000021262 | 5.11%                | -4.76%               | 7.69%                |
| Class ID C000021260 | 5.16%                | -4.68%               | 7.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3244234.37             | $41753862.86                               |
| Month 2  | $5218107.22              | $-44300372.36                              |
| Month 3  | $-447266.04              | $58766894.46                               |

### Schedule of Portfolio Investments

| Name                                     | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares, Inc.                                                     | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     20500 | NS      | $824100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc            | Dime Community Bancshares, Inc.                                             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78000 | NS      | $2325960.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp              | Masonite International Corp.                                                | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     22900 | NS      | $2088938.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                 | EQT Corp.                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    110240 | NS      | $3601540.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                | Sonos, Inc.                                                                 | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     65850 | NS      | $1214274.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                | Warner Bros Discovery, Inc.                                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    533500 | NS      | $7906470.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                        | Piper Sandler Cos.,                                                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     26000 | NS      | $3694600.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                        | DISH Network Corp.                                                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    437671 | NS      | $6298085.69   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| PGT Innovations Inc                      | PGT Innovations, Inc.                                                       | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    102200 | NS      | $2217740.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                        | Elbit Systems Ltd.                                                          | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      8900 | NS      | $1505702.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Financial Inc          | Fidelity National Financial, Inc.                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    171900 | NS      | $7568757.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                       | LSB Industries, Inc.                                                        | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    114600 | NS      | $1456566.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                           | Stoneridge, Inc.                                                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     10750 | NS      | $265095.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp.                                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     44350 | NS      | $2989633.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                     | Western Digital Corp.                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    163623 | NS      | $7191230.85   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                              | Vistra Corp.                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    369700 | NS      | $8525282.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc              | AMN Healthcare Services, Inc.                                               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     18750 | NS      | $1797000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                              | Enhabit, Inc.                                                               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    158100 | NS      | $2428416.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp              | REX American Resources Corp.                                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81100 | NS      | $2653592.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                   | Liberty Broadband Corp.                                                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    131364 | NS      | $11793859.92  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                         | TimkenSteel Corp.                                                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    103350 | NS      | $2032894.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                 | Molson Coors Beverage Co.                                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    155800 | NS      | $8191964.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc                 | Gibraltar Industries, Inc.                                                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13450 | NS      | $720516.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp             | Magnachip Semiconductor Corp.                                               | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |    214850 | NS      | $2277410.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                | News Corp.                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    362400 | NS      | $7342224.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | U.S. Steel Corp.                                                            | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    231600 | NS      | $6598284.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries, Inc.                                                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     34100 | NS      | $989241.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp.                                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     69500 | NS      | $2963480.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                   | Whole Earth Brands, Inc.                                                    | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92350 | NS      | $350006.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp | Madison Square Garden Entertainment Corp.                                   | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38350 | NS      | $2005321.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc                             | Harmonic, Inc.                                                              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     91650 | NS      | $1207030.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                            | MaxLinear, Inc.                                                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     16600 | NS      | $683920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                          | Nomad Foods Ltd.                                                            | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    115400 | NS      | $2052966.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Re Group Ltd                     | Everest Re Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     10450 | NS      | $3654260.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                 | OraSure Technologies, Inc.                                                  | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    144850 | NS      | $808263.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                  | Methode Electronics, Inc.                                                   | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     58350 | NS      | $2785629.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                   | Arch Capital Group Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     72600 | NS      | $4671810.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp.                                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87900 | NS      | $2102568.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                     | Lakeland Bancorp, Inc.                                                      | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    162700 | NS      | $3135229.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     30450 | NS      | $2942992.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   4541222 | NS      | $4541222.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR, Inc.                                                                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     88000 | NS      | $4508240.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos Inc/The                     | Williams Cos., Inc.                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    346200 | NS      | $11161488.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp.                                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    113400 | NS      | $7324506.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris, Inc.                                                               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20400 | NS      | $2342736.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                 | Cohu, Inc.                                                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     77550 | NS      | $2798004.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12500 | NS      | $1413875.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                            | Mosaic Co.                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    104900 | NS      | $5196746.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                | Qorvo, Inc.                                                                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     13100 | NS      | $1423446.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                 | Granite Construction, Inc.                                                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     34800 | NS      | $1481784.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                     | Kaiser Aluminum Corp.                                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $2188000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                 | Fox Corp.                                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    244200 | NS      | $8288148.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                              | Exelon Corp.                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    142200 | NS      | $5999418.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech, Inc.                                                            | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6150 | NS      | $956448.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co.                                               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300030 | NS      | $7227722.70   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                | FleetCor Technologies, Inc.                                                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     48100 | NS      | $10043761.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp        | Madison Square Garden Sports Corp.                                          | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $1163776.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp, Inc.                                                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     66600 | NS      | $858474.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs, Inc.                                                       | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      8200 | NS      | $2034420.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                             | Centene Corp.                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     79300 | NS      | $6045832.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp         | Central Valley Community Bancorp                                            | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $473100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp.                                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6500 | NS      | $282100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH Industrial NV                        | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    136600 | NS      | $2420552.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp. NY                                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89150 | NS      | $3201376.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Perion Network Ltd                       | Perion Network Ltd.                                                         | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |     37600 | NS      | $1259600.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp.                                                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    263241 | NS      | $6062440.23   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                      | Leidos Holdings, Inc.                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     22650 | NS      | $2238726.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc            | American Eagle Outfitters, Inc.                                             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    140900 | NS      | $2274126.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc        | Gaming & Leisure Properties, Inc.                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |    112026 | NS      | $6000112.56   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co               | DiamondRock Hospitality Co.                                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    124000 | NS      | $1194120.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM      | Liberty Media Corp.-Liberty SiriusXM                                        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234379 | NS      | $9445473.70   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18600 | NS      | $1401882.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    173900 | NS      | $2758054.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                          | Sealed Air Corp.                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     84800 | NS      | $4643648.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                          | Dollar Tree, Inc.                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     53800 | NS      | $8079684.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA, Inc.                                                   | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     32500 | NS      | $3933800.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp.                                                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     26100 | NS      | $3633120.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc        | Huntington Ingalls Industries, Inc.                                         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     50187 | NS      | $11068240.98  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  31429553 | PA      | $31429552.97  | 3.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                 | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     20600 | NS      | $5236314.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma, Inc.                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     19600 | NS      | $2644824.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp.                                                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     84300 | NS      | $4788240.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                  | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |    205500 | NS      | $1348080.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy, Inc.                                                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     57200 | NS      | $1626196.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    369496 | NS      | $7441649.44   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                    | ICF International, Inc.                                                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     40100 | NS      | $4097819.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                    | Helmerich & Payne, Inc.                                                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     48300 | NS      | $2339652.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                        | AngioDynamics, Inc.                                                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    115000 | NS      | $1497300.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                                  | BRP, Inc.                                                                   | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |     25150 | NS      | $2101534.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc                          | EMCOR Group, Inc.                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     34500 | NS      | $5114625.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp.                                                     | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11600 | NS      | $1537348.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                            | Huntsman Corp.                                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     55200 | NS      | $1749288.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                           | Perficient, Inc.                                                            | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     13350 | NS      | $989769.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                | Columbus McKinnon Corp.                                                     | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     66850 | NS      | $2403257.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp           | Silicon Motion Technology Corp.                                             | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |     49700 | NS      | $3185770.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN, Inc.                                                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     25200 | NS      | $2291940.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                  | AXT, Inc.                                                                   | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     33650 | NS      | $198198.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group, Inc.                                             | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     39750 | NS      | $3776250.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co.                                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     24600 | NS      | $1170468.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings Inc                        | Post Holdings, Inc.                                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    106587 | NS      | $10120435.65  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                   | First Republic Bank                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     59600 | NS      | $8396448.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co. PLC                                                             | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    341850 | NS      | $12792027.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology, Inc.                                                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    118700 | NS      | $2717043.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                              | Markel Corp.                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      6113 | NS      | $8613094.74   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC         | First Citizens BancShares, Inc.                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     23391 | NS      | $18190712.88  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT, Inc.                                                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    152400 | NS      | $2057400.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc           | Community Healthcare Trust, Inc.                                            | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     39100 | NS      | $1676608.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp.                                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    246500 | NS      | $9692380.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                     | Douglas Dynamics, Inc.                                                      | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     37850 | NS      | $1529518.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors, Inc.                                             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23400 | NS      | $1367028.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA            | United Community Banks, Inc.                                                | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     91450 | NS      | $2975783.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp.                                                   | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $696618.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc             | Washington Trust Bancorp, Inc.                                              | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     13000 | NS      | $556010.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems, Inc.                                                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     18275 | NS      | $1730825.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                               | Evergy, Inc.                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    177000 | NS      | $11089050.00  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc         | Helix Energy Solutions Group, Inc.                                          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    246000 | NS      | $1950780.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                             | Organon & Co.                                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     81000 | NS      | $2440530.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                               | FedEx Corp.                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     42100 | NS      | $8161506.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                            | Clarivate PLC                                                               | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    122200 | NS      | $1358864.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva Inc                             | Innoviva, Inc.                                                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    188200 | NS      | $2380730.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Progress Software Corp                   | Progress Software Corp.                                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     47350 | NS      | $2511444.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc              | Summit Hotel Properties, Inc.                                               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     87000 | NS      | $741240.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                       | Liberty Global PLC                                                          | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |    366814 | NS      | $7956195.66   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                        | Newmark Group, Inc.                                                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71000 | NS      | $608470.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                 | Flex Ltd.                                                                   | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    144200 | NS      | $3367070.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                        | Kinder Morgan, Inc.                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    450500 | NS      | $8244150.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc         | Piedmont Office Realty Trust, Inc.                                          | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |    111450 | NS      | $1181370.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands, Inc.                                                         | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5900 | NS      | $1112268.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                   | CenterPoint Energy, Inc.                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    240500 | NS      | $7243860.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp.                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     22600 | NS      | $3747080.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc             | Spectrum Brands Holdings, Inc.                                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     36000 | NS      | $2443680.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp           | Atlantic Union Bankshares Corp.                                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28300 | NS      | $1094927.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp.                                                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     76000 | NS      | $5174840.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp.                                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80600 | NS      | $4586140.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                             | NiSource, Inc.                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    393438 | NS      | $10917904.50  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                     | Hayward Holdings, Inc.                                                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102600 | NS      | $1384074.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT, Inc.                                                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    167350 | NS      | $2967115.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                 | Sandy Spring Bancorp, Inc.                                                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73550 | NS      | $2485990.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                          | Ross Stores, Inc.                                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     37300 | NS      | $4408487.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     19400 | NS      | $3039204.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp.                                                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    168100 | NS      | $3059420.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal, Inc.                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133350 | NS      | $4728591.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                        | Allstate Corp.                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     74748 | NS      | $9602875.56   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc            | American Public Education, Inc.                                             | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     97500 | NS      | $1180725.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                   | AmerisourceBergen Corp.                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     52037 | NS      | $8792171.52   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries, Inc.                                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     61000 | NS      | $3998550.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                   | Advance Auto Parts, Inc.                                                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     31400 | NS      | $4781592.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs, Inc.                                                      | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    168500 | NS      | $3597475.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp                                 | LKQ Corp.                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    140600 | NS      | $8289776.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                  | Magnolia Oil & Gas Corp.                                                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280350 | NS      | $6619063.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments, Inc.                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     17300 | NS      | $1770136.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| KVH Industries Inc                       | KVH Industries, Inc.                                                        | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167650 | NS      | $1718412.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                | Itron, Inc.                                                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     11100 | NS      | $637917.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc             | Citizens Financial Group, Inc.                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     30200 | NS      | $1308264.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                    | Delek U.S. Holdings, Inc.                                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     74000 | NS      | $1980240.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicom Ltd                              | Silicom Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900711TW6GY85XW07 | Long             | EC               | CORP              | IL        |     60700 | NS      | $2611314.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp.                                    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     23000 | NS      | $2386940.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co.                                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     47650 | NS      | $1379944.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                           | PulteGroup, Inc.                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17250 | NS      | $981352.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings      | Laboratory Corp. of America Holdings                                        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     33099 | NS      | $8344919.88   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta, Inc.                                                                | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     35850 | NS      | $2004015.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp.                                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     30000 | NS      | $885300.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    219400 | NS      | $2534070.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp.                                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    142100 | NS      | $5659843.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                       | Ally Financial, Inc.                                                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    224705 | NS      | $7300665.45   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis, Inc.                                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    114850 | NS      | $2023657.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp.                                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     94450 | NS      | $4972792.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc            | MasterCraft Boat Holdings, Inc.                                             | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     96200 | NS      | $2766712.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                 | Bio-Rad Laboratories, Inc.                                                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     21200 | NS      | $9910152.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                       | LSI Industries, Inc.                                                        | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |    225000 | NS      | $3089250.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                   | Diamondback Energy, Inc.                                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     33000 | NS      | $4821960.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                        | U-Haul Holding Co.                                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     26700 | NS      | $1649793.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp            | Quanex Building Products Corp.                                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    107750 | NS      | $2789647.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                             | Tapestry, Inc.                                                              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     43250 | NS      | $1970902.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc              | Berkshire Hills Bancorp, Inc.                                               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     88450 | NS      | $2746372.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co.                                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     56100 | NS      | $3044547.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                              | Ovintiv, Inc.                                                               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56250 | NS      | $2769187.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Gencor Industries Inc                    | Gencor Industries, Inc.                                                     | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69000 | NS      | $734160.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                        | U-Haul Holding Co.                                                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1750 | NS      | $117302.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares Inc           | First Community Bankshares, Inc.                                            | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66600 | NS      | $2165166.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource, Inc.                                                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     46100 | NS      | $3674170.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                 | Village Super Market, Inc.                                                  | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     51850 | NS      | $1206031.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                  | IAC, Inc.                                                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    121800 | NS      | $6881700.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc             | Cross Country Healthcare, Inc.                                              | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    196000 | NS      | $5439000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp.                                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     19200 | NS      | $3001728.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                     | Urban Outfitters, Inc.                                                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     74650 | NS      | $2044663.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                             | Medifast, Inc.                                                              | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4700 | NS      | $523815.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp.                                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      5150 | NS      | $2201522.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                  | Tower Semiconductor Ltd.                                                    | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     48100 | NS      | $2010099.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                       | Kraft Heinz Co.                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     70400 | NS      | $2853312.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp.                                                      | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     45450 | NS      | $2838352.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                         | MDC Holdings, Inc.                                                          | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     26400 | NS      | $996864.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group, Inc.                                                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32650 | NS      | $1028148.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                        | Steven Madden Ltd.                                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     61000 | NS      | $2186850.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                   | Chesapeake Energy Corp.                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     68500 | NS      | $5940320.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Oshkosh Corp                             | Oshkosh Corp.                                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     17100 | NS      | $1723338.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                      | Global Payments, Inc.                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     77200 | NS      | $8701984.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                   | American Woodmark Corp.                                                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     35450 | NS      | $2030930.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                           | Altice USA, Inc.                                                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    485200 | NS      | $2377480.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana, Inc.                                                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     44650 | NS      | $809951.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                               | Loews Corp.                                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     56300 | NS      | $3461324.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                 | HNI Corp.                                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     39500 | NS      | $1254915.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc           | Schnitzer Steel Industries, Inc.                                            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     45500 | NS      | $1539720.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                               | Stride, Inc.                                                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     51750 | NS      | $2221627.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp.                                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    281600 | NS      | $7431424.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                               | Chase Corp.                                                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26000 | NS      | $2453880.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting, Inc.                                                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      7000 | NS      | $1116640.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                  | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     56700 | NS      | $2180115.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation, Inc.                                                       | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     31300 | NS      | $2461745.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc   | Heidrick & Struggles International, Inc.                                    | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     58600 | NS      | $1802536.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc        | Maravai LifeSciences Holdings, Inc.                                         | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65850 | NS      | $965361.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc         | Provident Financial Services, Inc.                                          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     81850 | NS      | $1920201.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management, Inc.                                             | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    310635 | NS      | $7290603.45   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                    | Princeton Bancorp, Inc.                                                     | CUSIP: 74179A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10850 | NS      | $372589.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                   | Koninklijke Philips NV                                                      | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    384300 | NS      | $6579216.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer