# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-069517
**Filing Date:** 2023-3
**Character Count:** 204664
**Document Hash:** 558c1084df93cf4a10e9b6bdf01c0fd6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069517.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23767722

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### TIAA-CREF Social Choice Equity Fund (Series ID: S000005371)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014633 | Institutional Class | TISCX           |
| C000014634 | Retirement Class    | TRSCX           |
| C000033990 | Retail Class        | TICRX           |
| C000079555 | Premier Class       | TRPSX           |
| C000162548 | Advisor Class       | TICHX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

- **b. EDGAR series identifier (if any):** S000005371

- **c. LEI of Series:** 5493005LGTYV1PO4WU84

**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:** $6210104891.00

**Total Liabilities:** $16627893.00

**Net Assets:** $6193476998.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162548 | 6.52%                | -5.57%               | 7.01%                |
| Class ID C000014633 | 6.55%                | -5.56%               | 7.01%                |
| Class ID C000079555 | 6.54%                | -5.62%               | 7.04%                |
| Class ID C000014634 | 6.53%                | -5.60%               | 7.00%                |
| Class ID C000033990 | 6.55%                | -5.60%               | 7.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27229426.58            | $404786040.22                              |
| Month 2  | $64733283.11             | $-415816999.36                             |
| Month 3  | $-669165.10              | $401011706.59                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ryder System Inc                              | Ryder System, Inc                                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |         9 | NS      | $849.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                             | RMR Group, Inc                                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      2009 | NS      | $62319.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                           | PayPal Holdings, Inc                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    548286 | NS      | $44679826.14  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                         | Customers Bancorp, Inc                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     46110 | NS      | $1400360.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                   | Fresh Del Monte Produce, Inc                                                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     35374 | NS      | $1011696.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                          | Manitowoc Co, Inc                                                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     36235 | NS      | $496419.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc          | Bright Horizons Family Solutions                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33683 | NS      | $2586180.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                          | SVMK, Inc                                                                   | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    110299 | NS      | $850405.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                        | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     17523 | NS      | $475749.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                  | Texas Capital Bancshares, Inc                                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1879 | NS      | $124145.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                    | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    131980 | NS      | $6865599.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                  | Xylem, Inc                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     36530 | NS      | $3799485.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                     | Sally Beauty Holdings, Inc                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      5448 | NS      | $84879.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                             | Kosmos Energy Ltd                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    681982 | NS      | $5394477.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                 | Ultragenyx Pharmaceutical, Inc                                              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |    111982 | NS      | $5076144.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                     | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       300 | NS      | $34335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                          | Camden National Corp                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      3985 | NS      | $168286.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                   | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     33414 | NS      | $3207409.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                  | Autodesk, Inc                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    165953 | NS      | $35706447.48  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                     | ZoomInfo Technologies, Inc                                                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    460969 | NS      | $13013154.87  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                           | Century Aluminum Co                                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     78491 | NS      | $882238.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                             | Shoe Carnival, Inc                                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32132 | NS      | $877524.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                             | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      5483 | NS      | $87508.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      7838 | NS      | $137165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                        | First Republic Bank                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     44108 | NS      | $6213935.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                     | Five9, Inc                                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     10110 | NS      | $796465.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                     | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     70442 | NS      | $5836119.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                            | Ally Financial, Inc                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    178603 | NS      | $5802811.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                           | Workhorse Group, Inc                                                        | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |    255661 | NS      | $565010.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Veradigm Inc                                  | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     61738 | NS      | $1105727.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                           | Mercury Systems, Inc                                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     82496 | NS      | $4123562.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                             | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     15754 | NS      | $3591754.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                           | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    199540 | NS      | $3268465.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                               | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    238457 | NS      | $8210074.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                         | Vera Therapeutics, Inc                                                      | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10173 | NS      | $86267.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Copart Inc                                    | Copart, Inc                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    531109 | NS      | $35377170.49  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                   | Brookdale Senior Living, Inc                                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    311579 | NS      | $897347.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                            | Planet Fitness, Inc                                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     28107 | NS      | $2379257.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                      | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     54705 | NS      | $2434919.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                        | Trane Technologies plc                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     69059 | NS      | $12369848.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                      | Prudential Financial, Inc                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    268139 | NS      | $28138506.66  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                            | Aaron's Co, Inc                                                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $17814.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                 | Mosaic Co                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    268049 | NS      | $13279147.46  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                               | Opko Health, Inc                                                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    571723 | NS      | $737522.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                   | Genesco, Inc                                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     24775 | NS      | $1196384.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                       | Mirion Technologies, Inc                                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    228357 | NS      | $1815438.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ON Semiconductor Corp                         | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    475421 | NS      | $34919672.45  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                   | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    119034 | NS      | $6017168.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                       | Live Oak Bancshares, Inc                                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24031 | NS      | $822581.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                            | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    201345 | NS      | $28194340.35  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                   | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $228071.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                  | AtriCure, Inc                                                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7715 | NS      | $333905.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                       | Mirati Therapeutics, Inc                                                    | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     46340 | NS      | $2475019.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                | BorgWarner, Inc                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     12746 | NS      | $602630.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                    | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    309873 | NS      | $2984076.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                   | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    143741 | NS      | $10145239.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                | S&P Global, Inc                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    130058 | NS      | $48763946.52  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                         | LeMaitre Vascular, Inc                                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     25670 | NS      | $1211110.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                  | Pulmonx Corp                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     57537 | NS      | $511503.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                    | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     68637 | NS      | $4131261.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     48540 | NS      | $4379278.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                              | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     10587 | NS      | $252711.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                | Pricesmart, Inc                                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     37095 | NS      | $2756529.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                          | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    260833 | NS      | $19439883.49  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                  | Winmark Corp                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $241488.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                      | Agilent Technologies, Inc                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    225045 | NS      | $34224843.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                | Lovesac Co                                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20310 | NS      | $522779.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                               | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7816 | NS      | $345779.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                     | Keysight Technologies, Inc                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    187194 | NS      | $33573243.90  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                         | Rivian Automotive, Inc                                                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271404 | NS      | $5265237.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                               | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27122 | NS      | $3846170.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                | Tejon Ranch Co                                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     11019 | NS      | $220600.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                              | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    720432 | NS      | $41050215.36  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                            | Outset Medical, Inc                                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80724 | NS      | $2269958.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                          | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |       650 | NS      | $11830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                           | IGM Biosciences, Inc                                                        | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |     16585 | NS      | $376977.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Air Lines Inc                           | Delta Air Lines, Inc                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    858241 | NS      | $33557223.10  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                  | Illumina, Inc                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     56048 | NS      | $12005481.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                        | IDEXX Laboratories, Inc                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     49662 | NS      | $23862591.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                  | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     36655 | NS      | $3748340.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                    | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    120100 | NS      | $8617175.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                     | Avnet, Inc                                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    145152 | NS      | $6659573.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                            | Provention Bio, Inc                                                         | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     98240 | NS      | $850758.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aptiv PLC                                     | Aptiv plc                                                                   | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110497 | NS      | $12496105.73  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                        | Liberty Broadband Corp (Class C)                                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     77175 | NS      | $6928771.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service, Inc (Class B)                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    270060 | NS      | $50023213.80  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc              | BJ's Wholesale Club Holdings, Inc                                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    191931 | NS      | $13909239.57  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                | CBRE Group, Inc                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     84154 | NS      | $7196008.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                 | Welltower, Inc                                                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    177561 | NS      | $13324177.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                               | NBT Bancorp, Inc                                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $12186.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1279 | NS      | $65842.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                         | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    249841 | NS      | $9526437.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                      | KAR Auction Services, Inc                                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    143033 | NS      | $2082560.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9333 | NS      | $168740.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc       | Kratos Defense & Security Solutions, Inc                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    207920 | NS      | $2380684.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                       | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     91865 | NS      | $11806489.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc        | Heidrick & Struggles International, Inc                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      4282 | NS      | $131714.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                      | eBay, Inc                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    692107 | NS      | $34259296.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                 | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     58543 | NS      | $2041979.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                     | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1801 | NS      | $431663.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                               | Beyond Meat, Inc                                                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |    102856 | NS      | $1689924.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PACCAR Inc                                    | PACCAR, Inc                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     59731 | NS      | $6529195.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                    | Heritage Financial Corp                                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3902 | NS      | $111324.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                       | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     71746 | NS      | $514418.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                      | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     90288 | NS      | $2844974.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                   | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     18425 | NS      | $6054086.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                        | Liquidity Services, Inc                                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     42655 | NS      | $639398.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                       | Insight Enterprises, Inc                                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     52611 | NS      | $5930311.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                          | Progressive Corp                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    245742 | NS      | $33506921.70  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                        | Castle Biosciences, Inc                                                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36729 | NS      | $994621.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                         | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    141106 | NS      | $5501722.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                 | Sempra Energy                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    163123 | NS      | $26153510.59  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                   | Hologic, Inc                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     92217 | NS      | $7503697.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                       | NOV, Inc                                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    322948 | NS      | $7892849.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                               | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    255419 | NS      | $8106999.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                      | Moog, Inc (Class A)                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      7159 | NS      | $682395.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                              | Coca-Cola Co                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1039714 | NS      | $63755262.48  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                 | Steelcase, Inc (Class A)                                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1210 | NS      | $9438.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                         | Quest Diagnostics, Inc                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     22904 | NS      | $3400785.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                     | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    115632 | NS      | $6244128.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                  | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276797 | NS      | $6374634.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                          | WW International Inc                                                        | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     94636 | NS      | $470340.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co                                  | H.B. Fuller Co                                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       945 | NS      | $65299.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                | Proto Labs, Inc                                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     44082 | NS      | $1348909.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                    | Biogen, Inc                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6961 | NS      | $2024954.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                | Aptargroup, Inc                                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     10332 | NS      | $1194792.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                     | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    204267 | NS      | $5613257.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                    | Brixmor Property Group, Inc                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     54010 | NS      | $1270855.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                               | TripAdvisor, Inc                                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    179898 | NS      | $4191623.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                        | Sana Biotechnology, Inc                                                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148363 | NS      | $676535.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneSpan Inc                                   | OneSpan, Inc                                                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      5290 | NS      | $73054.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                   | iRobot Corp                                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     23776 | NS      | $1069920.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Inogen Inc                                    | Inogen, Inc                                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     38318 | NS      | $893958.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                          | Booking Holdings, Inc                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     18513 | NS      | $45062493.30  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                           | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      6352 | NS      | $310930.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                        | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    744346 | NS      | $4108789.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                    | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     68626 | NS      | $956646.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                               | The Bancorp, Inc                                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17614 | NS      | $597643.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                        | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13239 | NS      | $1754564.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                            | Teladoc, Inc                                                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     34844 | NS      | $1024413.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                 | Pinterest, Inc                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65900 | NS      | $1732511.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                       | Consolidated Edison, Inc                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    187145 | NS      | $17836789.95  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                   | Goldman Sachs Group, Inc                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    129940 | NS      | $47533351.40  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     59184 | NS      | $1874949.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                    | Resmed, Inc                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     68280 | NS      | $15593103.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix Inc                                   | Zogenix, Inc                                                                | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             | EC               | CORP              | US        |     14602 | NS      | $9929.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    553757 | NS      | $78843921.66  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                   | Equinix, Inc                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     36148 | NS      | $26681923.24  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                               | Vital Farms, Inc                                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     16269 | NS      | $286009.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                    | VMware, Inc (Class A)                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |    261013 | NS      | $31966262.11  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                 | BlackRock, Inc                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     61390 | NS      | $46607901.90  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                             | Prothena Corp plc                                                           | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | US        |     66120 | NS      | $3739086.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                               | Xcel Energy, Inc                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    180121 | NS      | $12386921.17  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                        | Howard Hughes Corp                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1487 | NS      | $127123.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                        | Sirius XM Holdings, Inc                                                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |   1176918 | NS      | $6814355.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Verisk Analytics Inc                          | Verisk Analytics, Inc                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     14026 | NS      | $2549786.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                    | Macy's, Inc                                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    424516 | NS      | $10031313.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                         | Boston Properties, Inc                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     72632 | NS      | $5413989.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                 | MYR Group, Inc                                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3829 | NS      | $379300.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                               | NeoGenomics, Inc                                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209810 | NS      | $2492542.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                   | Columbia Banking System, Inc                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $13600.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                 | Dril-Quip, Inc                                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     42040 | NS      | $1291048.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                    | Zoetis, Inc                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    229553 | NS      | $37988725.97  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                 | CSG Systems International, Inc                                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     55469 | NS      | $3309835.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                   | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    218871 | NS      | $37676453.94  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                            | Home Depot, Inc                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    245097 | NS      | $79453094.49  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | Keycorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    218676 | NS      | $4196392.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                  | Pioneer Natural Resources Co                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     81545 | NS      | $18783890.75  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                          | Waste Management, Inc                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    145676 | NS      | $22540447.48  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                 | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     19802 | NS      | $2304358.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                               | TJX Companies, Inc                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    467945 | NS      | $38305977.70  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                | Eaton Corp                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    180177 | NS      | $29226511.17  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                  | Citizens Financial Group, Inc                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    471252 | NS      | $20414636.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                   | Novanta, Inc                                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3344 | NS      | $539955.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     73702 | NS      | $6067885.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     19485 | NS      | $5893043.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                 | Martin Marietta Materials, Inc                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     15280 | NS      | $5495299.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                  | Synopsys, Inc                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     84432 | NS      | $29867820.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                        | Jones Lang LaSalle, Inc                                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      5945 | NS      | $1099052.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                   | Community Trust Bancorp, Inc                                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1572 | NS      | $67721.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                | HomeStreet, Inc                                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19184 | NS      | $528902.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The              | Bank of New York Mellon Corp                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    502214 | NS      | $25396961.98  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                               | Microvision, Inc                                                            | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |    288932 | NS      | $725219.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Masco Corp                                    | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    171085 | NS      | $9101722.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                            | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      4739 | NS      | $194488.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                    | Intuit, Inc                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    101475 | NS      | $42890438.25  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                     | Chubb Ltd                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    194143 | NS      | $44165591.07  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                            | Voya Financial, Inc                                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     25591 | NS      | $1785484.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                          | Summit Materials, Inc                                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    147465 | NS      | $4845699.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The              | Interpublic Group of Cos, Inc                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    104365 | NS      | $3805147.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                     | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      8077 | NS      | $160974.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                    | AxoGen, Inc                                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33642 | NS      | $318589.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                   | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       983 | NS      | $60356.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                               | OSI Systems, Inc                                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     14477 | NS      | $1371116.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                         | Carriage Services, Inc                                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27978 | NS      | $907046.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                     | Atara Biotherapeutics, Inc                                                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    155330 | NS      | $787523.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                         | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    513618 | NS      | $25367593.02  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                    | Heska Corp                                                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     16238 | NS      | $1452326.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                               | First Solar, Inc                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      8947 | NS      | $1588987.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                     | Vimeo, Inc                                                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    239824 | NS      | $1088800.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                   | South Jersey Industries, Inc                                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      6282 | NS      | $226717.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                             | Acuity Brands, Inc                                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $179848.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                 | PRA Group, Inc                                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      5668 | NS      | $228080.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                          | Fulgent Genetics, Inc                                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     35203 | NS      | $1189157.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                             | PROG Holdings, Inc                                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2432 | NS      | $54209.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc            | Compass Minerals International, Inc                                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1709 | NS      | $79741.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc              | Piedmont Office Realty Trust, Inc                                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206832 | NS      | $2192419.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                         | Brookline Bancorp, Inc                                                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6267 | NS      | $81972.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                   | Enhabit, Inc                                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     82111 | NS      | $1261224.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                | ServiceNow, Inc                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     90530 | NS      | $41202918.90  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                              | TriNet Group, Inc                                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2825 | NS      | $213146.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                             | Kinder Morgan, Inc                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    950369 | NS      | $17391752.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                      | Willis Towers Watson plc                                                    | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |     12115 | NS      | $3079511.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                    | Nkarta, Inc                                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37789 | NS      | $201415.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                             | Bloom Energy Corp                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      5486 | NS      | $136765.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                              | Henry Schein, Inc                                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     17140 | NS      | $1476611.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |  14777729 | NS      | $14777729.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                  | Penumbra, Inc                                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     13076 | NS      | $3274361.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc             | Dave & Buster's Entertainment, Inc                                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     79641 | NS      | $3452437.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                               | Southern Co                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    499130 | NS      | $33781118.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                       | Lululemon Athletica, Inc                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     27336 | NS      | $8388871.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                          | Generac Holdings, Inc                                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     95088 | NS      | $11467612.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                     | Amgen, Inc                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    180747 | NS      | $45620542.80  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                  | Intra-Cellular Therapies, Inc                                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     16514 | NS      | $791350.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                    | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1615550 | NS      | $45655443.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                       | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     57495 | NS      | $1778895.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-Mini Standard & Poor's 500 Index Future | S&P 500 E Mini Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       104 | NC      | $21268000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                       | Dow, Inc                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     98034 | NS      | $5818317.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                | Schnitzer Steel Industries, Inc (Class A)                                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      4126 | NS      | $139623.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                     | Adobe, Inc                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    142621 | NS      | $52818261.14  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                  | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    207590 | NS      | $54882644.20  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                              | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     61226 | NS      | $8331634.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc             | First Industrial Realty Trust, Inc                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33420 | NS      | $1782957.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                            | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10055 | NS      | $143283.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                      | Green Brick Partners, Inc                                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      9306 | NS      | $290347.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                | MediaAlpha, Inc                                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40262 | NS      | $561654.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings, Inc                                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    183270 | NS      | $2188243.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                               | Caterpillar, Inc                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    197705 | NS      | $49878994.45  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                  | Eagle Pharmaceuticals, Inc                                                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     15155 | NS      | $514360.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                       | NVR, Inc                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1560 | NS      | $8221200.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       970 | NS      | $88221.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                        | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    682855 | NS      | $16074406.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                       | Methode Electronics, Inc                                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      6814 | NS      | $325300.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | Vectrus, Inc                                                                | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20461 | NS      | $903557.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                         | McCormick & Co, Inc                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     70056 | NS      | $5262606.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                             | Angiodynamics, Inc                                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     59123 | NS      | $769781.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                   | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26162 | NS      | $1104821.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                     | Imax Corp                                                                   | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | US        |      9044 | NS      | $153748.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                      | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    211025 | NS      | $6894186.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                       | Kimball Electronics, Inc                                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     37235 | NS      | $950237.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                       | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     53983 | NS      | $9209499.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                     | Viridian Therapeutics, Inc                                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     36175 | NS      | $1321111.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                           | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    266714 | NS      | $46656280.02  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                     | Ethan Allen Interiors, Inc                                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41286 | NS      | $1186559.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence BanCorp                                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1259 | NS      | $32205.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                  | Factset Research Systems, Inc                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      8872 | NS      | $3752323.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    206600 | NS      | $71101390.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                     | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     36789 | NS      | $2624895.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                            | ABM Industries, Inc                                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       540 | NS      | $25331.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                     | Linde plc                                                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |    160905 | NS      | $53249900.70  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                               | W.W. Grainger, Inc                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     13236 | NS      | $7802357.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                     | Ribbon Communications, Inc                                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     55453 | NS      | $194640.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc              | West Pharmaceutical Services, Inc                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     37317 | NS      | $9911395.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                             | Omnicom Group, Inc                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    294588 | NS      | $25331622.12  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                       | ADT, Inc                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19997 | NS      | $175773.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                              | Vail Resorts, Inc                                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     19207 | NS      | $5038764.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc            | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620466 | NS      | $1185090.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                         | Travelers Cos, Inc                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    128444 | NS      | $24548217.28  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp            | Federal Agricultural Mortgage Corp (FAMC)                                   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      6874 | NS      | $914035.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                        | Nurix Therapeutics, Inc                                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75325 | NS      | $925744.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                               | Benson Hill, Inc                                                            | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219143 | NS      | $587303.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nevro Corp                                    | Nevro Corp                                                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     26355 | NS      | $967755.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                     | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    298599 | NS      | $17390405.76  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                     | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     81080 | NS      | $4971825.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                  | BioCryst Pharmaceuticals, Inc                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     87107 | NS      | $918978.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                     | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     96629 | NS      | $14509810.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                  | Comerica, Inc                                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    108335 | NS      | $7942038.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                  | TravelCenters of America, Inc                                               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       293 | NS      | $13337.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                | Five Below, Inc                                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      6360 | NS      | $1253746.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                          | TTM Technologies, Inc                                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    179596 | NS      | $2823249.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                             | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    109782 | NS      | $1250416.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                 | MarineMax, Inc                                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     35671 | NS      | $1114718.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                 | Wolfspeed, Inc                                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    119266 | NS      | $9184674.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                  | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139693 | NS      | $24309375.86  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                        | Dolby Laboratories, Inc (Class A)                                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |    105343 | NS      | $8381089.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                           | Landstar System, Inc                                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       180 | NS      | $31109.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                             | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    123600 | NS      | $11288388.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                    | Sprouts Farmers Market, Inc                                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    176649 | NS      | $5643935.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                       | WEX, Inc                                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     72985 | NS      | $13500035.45  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp          | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    335038 | NS      | $45139669.74  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                   | Netgear, Inc                                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     36539 | NS      | $729683.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                            | NextEra Energy, Inc                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    632716 | NS      | $47219595.08  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                        | NextGen Healthcare, Inc                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94024 | NS      | $1788336.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                       | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    107830 | NS      | $707364.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       350 | NS      | $10192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                             | Staar Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     20651 | NS      | $1456928.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                   | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    515924 | NS      | $100796071.88 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                     | GoPro, Inc                                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     56305 | NS      | $346275.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                | Great Lakes Dredge & Dock Corp                                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    102967 | NS      | $708412.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                     | Itron, Inc                                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3493 | NS      | $200742.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1694 | NS      | $79889.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                 | Citigroup, Inc                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    830296 | NS      | $43358057.12  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons, Inc (Class A)                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     13563 | NS      | $621185.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                  | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    155805 | NS      | $2996130.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                     | Benchmark Electronics, Inc                                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     62976 | NS      | $1762698.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                   | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     33155 | NS      | $4628106.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                              | Badger Meter, Inc                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     20528 | NS      | $2379195.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                            | Cohen & Steers, Inc                                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       280 | NS      | $20571.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                           | Gray Television, Inc                                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    155166 | NS      | $2010951.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova plc                                                                | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |      7921 | NS      | $445160.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                    | CarMax, Inc                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $112790.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc    | American Axle & Manufacturing Holdings, Inc                                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199551 | NS      | $1770017.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                       | Charles Schwab Corp                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    570772 | NS      | $44189168.24  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                      | Fulcrum Therapeutics, Inc                                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65343 | NS      | $823975.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    243312 | NS      | $3343106.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                             | Lam Research Corp                                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     79447 | NS      | $39731444.70  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                 | Hudson Pacific Properties                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232850 | NS      | $2652161.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                    | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10785000 | PA      | $10785000.00  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                         | Lumentum Holdings, Inc                                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     14814 | NS      | $891506.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                | Mastercard, Inc (Class A)                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    208999 | NS      | $77455029.40  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                     | ePlus, Inc                                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     44421 | NS      | $2211277.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                    | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    159805 | NS      | $27010241.10  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                             | EOG Resources, Inc                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    181585 | NS      | $24014616.25  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc              | Mettler-Toledo International, Inc                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      5838 | NS      | $8949186.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                          | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      1174 | NS      | $30242.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                   | Alector, Inc                                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     96394 | NS      | $850195.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      2812 | NS      | $92852.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc        | International Flavors & Fragrances, Inc                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     58009 | NS      | $6523692.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                          | Cassava Sciences, Inc                                                       | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |     34434 | NS      | $964152.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals Inc                 | Regeneron Pharmaceuticals, Inc                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     23992 | NS      | $18197212.24  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                            | United Rentals, Inc                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     30230 | NS      | $13329918.50  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                | American Electric Power Co, Inc                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    276600 | NS      | $25989336.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                     | Agios Pharmaceuticals, Inc                                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     91417 | NS      | $2694973.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                  | Catalent, Inc                                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    292907 | NS      | $15685169.85  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                      | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1614 | NS      | $145098.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                  | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     78034 | NS      | $25185473.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority Discount Notes     | Tennessee Valley Authority (TVA)                                            | CUSIP: 880592BQ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |   5000000 | PA      | $4995638.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Catalyst Inc                           | Health Catalyst, Inc                                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     91888 | NS      | $1277243.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                         | FARO Technologies, Inc                                                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     31557 | NS      | $867186.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                    | Inovio Pharmaceuticals, Inc                                                 | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |    414077 | NS      | $687367.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edwards Lifesciences Corp                     | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    370002 | NS      | $28379153.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv, Inc                                                                | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     18932 | NS      | $932022.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                  | Huntington Bancshares, Inc                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    285811 | NS      | $4335752.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                             | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    206505 | NS      | $9356741.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                 | Accenture plc                                                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200938 | NS      | $56071748.90  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    697504 | NS      | $50673665.60  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                           | Glacier Bancorp, Inc                                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       540 | NS      | $24618.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                     | Amcor plc                                                                   | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |     15724 | NS      | $189631.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                             | Blink Charging Co                                                           | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59987 | NS      | $816423.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                             | Cisco Systems, Inc                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1219304 | NS      | $59343525.68  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen ESG Large-Cap ETF                      | Nuveen ESG Large-Cap ETF                                                    | CUSIP: 67092P862<br>LEI: 549300FZCO72XIQ4PK91 | Long             | EC               | RF                | US        |    200000 | NS      | $6830600.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $86284.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                     | Warner Bros Discovery, Inc                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    284699 | NS      | $4219239.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                  | Newmont Goldcorp Corp                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    417007 | NS      | $22072180.51  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                     | Sonos, Inc                                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    136133 | NS      | $2510292.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                      | Revance Therapeutics, Inc                                                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     74418 | NS      | $2580816.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                 | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   1675996 | NS      | $27033815.48  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                            | Walt Disney Co                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    529662 | NS      | $57463030.38  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                        | Advance Auto Parts, Inc                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     15656 | NS      | $2384095.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                | Salesforce, Inc                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    300072 | NS      | $50403093.84  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                       | Rockwell Automation, Inc                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     37955 | NS      | $10704448.65  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                    | Dexcom, Inc                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |    191328 | NS      | $20489315.52  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                   | Cummins, Inc                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     35835 | NS      | $8942265.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                    | Ecolab, Inc                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    194299 | NS      | $30083314.17  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                    | Rapid7, Inc                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     28640 | NS      | $1141876.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                       | Darling International, Inc                                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     13309 | NS      | $882253.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                 | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     38843 | NS      | $966413.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                  | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     43563 | NS      | $3635332.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                           | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    244666 | NS      | $11139642.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                         | Pennant Group, Inc                                                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     14111 | NS      | $182596.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                     | CH Robinson Worldwide, Inc                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     55101 | NS      | $5519467.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                      | Nike, Inc (Class B)                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    419632 | NS      | $53431742.56  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                 | Hilton Worldwide Holdings, Inc                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    252387 | NS      | $36618829.83  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                    | Xenia Hotels & Resorts, Inc                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     58638 | NS      | $873706.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                  | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2337 | NS      | $531550.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                      | CSX Corp                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |   1221820 | NS      | $37778674.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                   | Snap-On, Inc                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      9292 | NS      | $2311199.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                     | Xperi, Inc                                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27569 | NS      | $285339.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    417216 | NS      | $50846113.92  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                   | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    416750 | NS      | $24196505.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                            | IQVIA Holdings, Inc                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     64325 | NS      | $14756798.25  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                           | Luxfer Holdings plc                                                         | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |     12916 | NS      | $213759.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                 | DR Horton, Inc                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     48547 | NS      | $4791103.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                     | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     32112 | NS      | $494524.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                    | Commerce Bancshares, Inc                                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       388 | NS      | $25825.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings           | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     37957 | NS      | $9569718.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                      | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    135197 | NS      | $5993283.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc               | Pinnacle Financial Partners, Inc                                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     53702 | NS      | $4227958.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                      | Silicon Laboratories, Inc                                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     18585 | NS      | $2916172.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                        | HP, Inc                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   1163709 | NS      | $33910480.26  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                           | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    189892 | NS      | $42419973.88  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                      | United Natural Foods, Inc                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     92192 | NS      | $3837031.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                         | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    242031 | NS      | $27852927.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                              | Latham Group, Inc                                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61025 | NS      | $268510.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                              | InterDigital, Inc                                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $12730.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                      | Granite Construction, Inc                                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       245 | NS      | $10432.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                | Lands' End, Inc                                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     25413 | NS      | $229479.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                    | Vishay Precision Group, Inc                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18688 | NS      | $806947.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                      | Veru, Inc                                                                   | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |    108859 | NS      | $627027.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                               | Herman Miller, Inc                                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       188 | NS      | $4489.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                              | Cirrus Logic, Inc                                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     22180 | NS      | $2004850.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                            | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2167 | NS      | $195441.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                           | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     54856 | NS      | $7131828.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                     | Tesla, Inc                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    564260 | NS      | $97741117.20  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                         | 1-800-FLOWERS.COM, Inc (Class A)                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42656 | NS      | $425280.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                              | Nuvation Bio, Inc                                                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195814 | NS      | $481702.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     63716 | NS      | $8388848.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                          | City Office REIT, Inc                                                       | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     50854 | NS      | $500403.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                          | 1Life Healthcare, Inc                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303374 | NS      | $4850950.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                   | Nutanix, Inc                                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    123295 | NS      | $3436231.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                 | Robert Half International, Inc                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     52605 | NS      | $4416715.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                      | Jazz Pharmaceuticals plc                                                    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |     27862 | NS      | $4364860.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                   | Trinseo plc                                                                 | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     21681 | NS      | $601647.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    301117 | NS      | $35149387.41  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                | DMC Global, Inc                                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     26828 | NS      | $610068.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                    | Erasca, Inc                                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51522 | NS      | $206088.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences, Inc                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    329410 | NS      | $27650675.40  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                            | PPG Industries, Inc                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     19087 | NS      | $2487799.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                    | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    129766 | NS      | $41092999.22  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                         | New York Times Co (Class A)                                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     13180 | NS      | $459191.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                      | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     30558 | NS      | $1217125.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                     | iStar Inc                                                                   | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     27253 | NS      | $252907.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                          | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54888 | NS      | $1187227.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                              | Washington REIT                                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       297 | NS      | $5702.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc             | Take-Two Interactive Software, Inc                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    139881 | NS      | $15838725.63  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                 | Adaptive Biotechnologies Corp                                               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    185839 | NS      | $1722727.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                     | ONEOK, Inc                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     19522 | NS      | $1336866.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1248525 | NS      | $309396980.25 | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning, Inc                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      6412 | NS      | $619719.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co, Inc                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    613645 | NS      | $65911609.45  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                           | TreeHouse Foods, Inc                                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      6553 | NS      | $317361.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                    | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    130364 | NS      | $8940363.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                    | Cadence Design Systems, Inc                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    133543 | NS      | $24415666.69  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                             | TTEC Holdings, Inc                                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     29975 | NS      | $1523929.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                  | Accolade, Inc                                                               | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |    109587 | NS      | $1278880.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                 | Oceaneering International, Inc                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     12097 | NS      | $258270.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                            | Douglas Emmett, Inc                                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8358 | NS      | $139996.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                        | T Rowe Price Group, Inc                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     65344 | NS      | $7610615.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                 | Intercontinental Exchange Group, Inc                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    335651 | NS      | $36099265.05  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                      | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     47422 | NS      | $2165762.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                  | Collegium Pharmaceutical, Inc                                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     54314 | NS      | $1525137.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                       | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       230 | NS      | $21038.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc    | Expeditors International of Washington, Inc                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |    101378 | NS      | $10964030.70  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                     | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       397 | NS      | $153087.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                 | Blackline, Inc                                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     40384 | NS      | $2899571.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                         | Texas Instruments, Inc                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    302895 | NS      | $53676022.95  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                  | CryoLife, Inc                                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     54734 | NS      | $713731.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                              | ACCO Brands Corp                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      9872 | NS      | $62687.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                         | Applied Materials, Inc                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    400793 | NS      | $44684411.57  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                  | Hain Celestial Group, Inc                                                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      3800 | NS      | $77976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                   | Raymond James Financial, Inc                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      7993 | NS      | $901370.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                      | Realogy Holdings Corp                                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     59974 | NS      | $508579.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                 | Old Dominion Freight Line                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     50452 | NS      | $16812624.48  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                           | Cheniere Energy, Inc                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    185947 | NS      | $28410842.13  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                   | SI-BONE, Inc                                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     17549 | NS      | $298859.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                            | Kelly Services, Inc (Class A)                                               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39570 | NS      | $716217.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                | Wendy's                                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     74915 | NS      | $1670604.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                      | OraSure Technologies, Inc                                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    106594 | NS      | $594794.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                   | Berkshire Hills Bancorp, Inc                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     47884 | NS      | $1486798.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                         | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    365578 | NS      | $3984800.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                             | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    148599 | NS      | $9397400.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                   | Netflix, Inc                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    127851 | NS      | $45241354.86  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                    | Hasbro, Inc                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       258 | NS      | $15265.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                           | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    101805 | NS      | $9872030.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                     | Intellia Therapeutics, Inc                                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     88123 | NS      | $3739940.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                          | Koppers Holdings, Inc                                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36220 | NS      | $1253574.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                 | New Relic, Inc                                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     87517 | NS      | $5342912.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                      | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    245899 | NS      | $43010194.09  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                           | Electronic Arts, Inc                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    125710 | NS      | $16176362.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                  | Sinclair Broadcast Group, Inc (Class A)                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     52081 | NS      | $1074431.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                     | Beacon Roofing Supply, Inc                                                  | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |       419 | NS      | $23832.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                  | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     73527 | NS      | $1974199.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                  | Safehold, Inc                                                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      2086 | NS      | $72926.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                    | Iridium Communications, Inc                                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    167393 | NS      | $10016797.12  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health, Inc                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     92210 | NS      | $46104077.90  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                      | Ameriprise Financial, Inc                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     60154 | NS      | $21061118.48  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                 | Automatic Data Processing, Inc                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    176272 | NS      | $39803980.32  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                | Perrigo Co plc                                                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |     42303 | NS      | $1582978.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                      | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     77025 | NS      | $4541394.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell, Inc                                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     73995 | NS      | $4104502.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                        | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       396 | NS      | $37976.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                | Buckle, Inc                                                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       250 | NS      | $11000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group, Inc                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    116073 | NS      | $57942480.87  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                               | Shake Shack, Inc                                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      3259 | NS      | $185371.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    494364 | NS      | $48116448.12  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                     | F45 Training Holdings, Inc                                                  | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |     61241 | NS      | $189847.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iHeartMedia Inc                               | iHeartMedia, Inc                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103389 | NS      | $801264.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                           | Mr Cooper Group, Inc                                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     15374 | NS      | $707050.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                | Lowe's Companies, Inc                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    235848 | NS      | $49115346.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                   | PepsiCo, Inc                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    365021 | NS      | $62425891.42  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                   | Workday, Inc                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    160899 | NS      | $29191905.57  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                  | Prologis, Inc                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    321390 | NS      | $41549299.20  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                             | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    397121 | NS      | $11409286.33  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                   | Premier, Inc                                                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $62950.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                       | Caribou Biosciences, Inc                                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48565 | NS      | $350153.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                           | PAR Technology Corp                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     42879 | NS      | $1457457.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                              | Trico Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3796 | NS      | $191887.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp (Class A)                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1066497 | NS      | $41966656.95  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                          | WEC Energy Group, Inc                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    112385 | NS      | $10563066.15  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                   | Traeger, Inc                                                                | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55879 | NS      | $202840.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corp                        | Tupperware Brands Corp                                                      | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     87275 | NS      | $386628.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                     | Park Hotels & Resorts, Inc                                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    384776 | NS      | $5660054.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                        | Roper Technologies, Inc                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     36980 | NS      | $15781215.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                | Cardlytics, Inc                                                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     47970 | NS      | $359775.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                        | Motorola Solutions, Inc                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3474 | NS      | $892852.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                    | Cerus Corp                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    289083 | NS      | $907720.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                         | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    113436 | NS      | $27883703.16  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                             | General Mills, Inc                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    366471 | NS      | $28716667.56  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                           | Axon Enterprise, Inc                                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     85519 | NS      | $16713833.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                       | Axsome Therapeutics, Inc                                                    | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      2503 | NS      | $187725.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STERIS PLC                                    | STERIS plc                                                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27192 | NS      | $5615419.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorporation                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     55123 | NS      | $2930338.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                        | Genworth Financial, Inc (Class A)                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    825080 | NS      | $4554441.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                       | Illinois Tool Works, Inc                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    175404 | NS      | $41402360.16  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    444253 | NS      | $48485772.42  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                    | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     54574 | NS      | $285967.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                    | Ventas, Inc                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     63246 | NS      | $3276775.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                             | Allstate Corp                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     96775 | NS      | $12432684.25  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                            | Globus Medical, Inc                                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     11862 | NS      | $895581.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises, Inc (Class A)                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3916 | NS      | $210719.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                           | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     64215 | NS      | $10646847.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc             | Computer Programs & Systems, Inc                                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     19097 | NS      | $561069.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                    | Verizon Communications, Inc                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1345327 | NS      | $55925243.39  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                              | Coeur Mining, Inc                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     41035 | NS      | $159626.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                   | FNB Corp                                                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      1130 | NS      | $16125.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                              | Crown Castle International Corp                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     50569 | NS      | $7489774.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The          | PNC Financial Services Group, Inc                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    232447 | NS      | $38453707.21  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                               | EMCOR Group, Inc                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1365 | NS      | $202361.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc    | Fidelity National Information Services, Inc                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    484863 | NS      | $36384119.52  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc            | Johnson Controls International plc                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    317614 | NS      | $22096405.98  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                              | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     48343 | NS      | $2510451.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                         | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2207 | NS      | $59059.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                    | Zumiez, Inc                                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     18394 | NS      | $475117.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                     | Ansys, Inc                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      8948 | NS      | $2383389.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                       | HCA Healthcare, Inc                                                         | CUSIP: 40412C101<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | EC               | CORP              | US        |    105672 | NS      | $26953757.04  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                  | Allbirds, Inc                                                               | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127412 | NS      | $350383.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                  | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     99730 | NS      | $6784631.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                    | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    106698 | NS      | $45116182.32  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                     | Canoo, Inc                                                                  | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |    236846 | NS      | $284215.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roku Inc                                      | Roku, Inc                                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      4632 | NS      | $266340.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                      | Atea Pharmaceuticals, Inc                                                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125450 | NS      | $580833.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

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

**Signature:** E. Scott Wickerham

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

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