# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-069536
**Filing Date:** 2023-3
**Character Count:** 144994
**Document Hash:** eea9b456631fa9fcece6dbc05e2be151
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069536.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069536

**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:** 23767743

**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 Quant Small/Mid-Cap Equity Fund (Series ID: S000054623)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000171521 | Retirement Class    | TSMOX           |
| C000171522 | Advisor Class       | TSMNX           |
| C000171523 | Institutional Class | TSMWX           |
| C000171524 | Premier Class       | TSMMX           |
| C000171525 | Retail Class        | TSMEX           |
| C000202769 | Class W             | TSMUX           |

## 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 Quant Small/Mid-Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000054623

- **c. LEI of Series:** 549300VL9HIO1ISLDM68

**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:** $1143400845.00

**Total Liabilities:** $12965585.00

**Net Assets:** $1130435260.00

**Cash Not Reported:** $1254.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171524 | 3.68%                | -5.56%               | 8.82%                |
| Class ID C000171523 | 3.78%                | -5.61%               | 8.81%                |
| Class ID C000202769 | 3.75%                | -5.55%               | 8.89%                |
| Class ID C000171522 | 3.69%                | -5.63%               | 8.88%                |
| Class ID C000171525 | 3.65%                | -5.58%               | 8.79%                |
| Class ID C000171521 | 3.65%                | -5.59%               | 8.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7841837.24             | $50511395.82                               |
| Month 2  | $-2272124.97             | $-67171595.06                              |
| Month 3  | $-6115119.71             | $102062210.74                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sitio Royalties Corp                    | Sitio Royalties Corp                                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76788 | NS      | $2040257.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                     | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33960 | NS      | $1886817.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                 | ARAMARK Holdings Corp                                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    134556 | NS      | $5991778.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                            | Innospec, Inc                                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     11806 | NS      | $1334314.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                               | Chegg, Inc                                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     62613 | NS      | $1299845.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                        | TriNet Group, Inc                                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     39807 | NS      | $3003438.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                   | Lantheus Holdings, Inc                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     53225 | NS      | $3060437.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc               | Smith & Wesson Brands, Inc                                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     81833 | NS      | $906709.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                      | Everi Holdings, Inc                                                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    180228 | NS      | $3130560.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc              | LPL Financial Holdings, Inc                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     23424 | NS      | $5554298.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                      | Evolent Health, Inc                                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    132800 | NS      | $4278816.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                   | Element Solutions, Inc                                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    194316 | NS      | $3979591.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                          | Globalstar, Inc                                                             | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    979087 | NS      | $1380512.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                          | AnaptysBio, Inc                                                             | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     32776 | NS      | $815794.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc     | Applied Industrial Technologies, Inc                                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     37472 | NS      | $5366365.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                | Bioxcel Therapeutics Inc                                                    | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |     56332 | NS      | $1606588.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Aerojet Rocketdyne Holdings Inc         | Aerojet Rocketdyne Holdings, Inc                                            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     24147 | NS      | $1350300.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                  | Marcus & Millichap, Inc                                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     34129 | NS      | $1236834.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                  | Hims & Hers Health, Inc                                                     | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    312124 | NS      | $2584386.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc             | Karyopharm Therapeutics, Inc                                                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |    329273 | NS      | $1086600.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                 | Conseco, Inc                                                                | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    103069 | NS      | $2655057.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co            | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     48913 | NS      | $2452497.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                        | Zillow Group, Inc (Class A)                                                 | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     67126 | NS      | $2883732.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                 | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    119845 | NS      | $786183.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                    | Amkor Technology, Inc                                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     76313 | NS      | $2232918.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                              | Insmed, Inc                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    139039 | NS      | $2993509.67   | 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        |     98284 | NS      | $2027598.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                    | First Advantage Corp                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     91033 | NS      | $1263538.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC           | Weatherford International Ltd                                               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     82628 | NS      | $4699880.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc           | Affiliated Managers Group, Inc                                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     13982 | NS      | $2415250.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd               | Liberty Latin America Ltd (Class C)                                         | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    127367 | NS      | $1254564.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc       | Gaming and Leisure Properties, Inc                                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     68087 | NS      | $3646739.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                        | Boise Cascade Co                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     61975 | NS      | $4646265.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                         | Gen Digital, Inc                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    148899 | NS      | $3426165.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                       | Patterson Cos, Inc                                                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    112443 | NS      | $3394654.17   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                   | Nabors Industries Ltd                                                       | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     19321 | NS      | $3430250.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                  | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    269243 | NS      | $1486221.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc               | Prosperity Bancshares, Inc                                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52254 | NS      | $3963988.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                     | Acadia Realty Trust                                                         | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144947 | NS      | $2251026.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                | Super Micro Computer, Inc                                                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     54864 | NS      | $3968313.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                            | Medifast, Inc                                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     24077 | NS      | $2683381.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                     | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     89995 | NS      | $6076462.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                     | Titan Machinery, Inc                                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     54558 | NS      | $2397278.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                      | First Hawaiian, Inc                                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    122808 | NS      | $3369851.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                   | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    134381 | NS      | $5123947.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc           | Deciphera Pharmaceuticals, Inc                                              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    143636 | NS      | $2443248.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                             | Genesco, Inc                                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     13774 | NS      | $665146.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                      | Signify Health, Inc                                                         | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141845 | NS      | $4036908.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                     | BellRing Brands, Inc                                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    124585 | NS      | $3533230.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp        | Booz Allen Hamilton Holding Co                                              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     66346 | NS      | $6278985.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                    | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    105226 | NS      | $2632754.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                 | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    111471 | NS      | $1767930.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                       | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171119 | NS      | $2150965.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                      | Axos Financial, Inc                                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     46972 | NS      | $2260292.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                           | Valvoline, Inc                                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    136278 | NS      | $4995951.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                      | Houlihan Lokey, Inc                                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     12296 | NS      | $1218164.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC       | International Game Technology plc                                           | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    152087 | NS      | $4022701.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp              | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     95760 | NS      | $7257650.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp      | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     29197 | NS      | $1556784.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc            | Factset Research Systems, Inc                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     13266 | NS      | $5610722.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc          | NexPoint Residential Trust, Inc                                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     62934 | NS      | $3178167.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                  | Mueller Industries, Inc                                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     34362 | NS      | $2252429.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                            | Phreesia, Inc                                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    102187 | NS      | $3830990.63   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                   | Arlo Technologies, Inc                                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    168105 | NS      | $630393.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                              | Globant S.A.                                                                | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | US        |      4018 | NS      | $651639.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc             | Jack Henry & Associates, Inc                                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     19348 | NS      | $3484381.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                              | Amdocs Ltd                                                                  | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |     60607 | NS      | $5571601.51   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                      | Outset Medical, Inc                                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29040 | NS      | $816604.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                | AvidXchange Holdings, Inc                                                   | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338458 | NS      | $3763652.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                   | Silk Road Medical Inc                                                       | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     47734 | NS      | $2594820.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                 | ITT, Inc                                                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     62393 | NS      | $5714574.87   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                    | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     69826 | NS      | $4652506.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                             | Progyny, Inc                                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76983 | NS      | $2647445.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                      | LSB Industries, Inc                                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    185366 | NS      | $2356001.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    318261 | NS      | $2835705.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc              | Brixmor Property Group, Inc                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    130598 | NS      | $3072970.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                             | EVERTEC, Inc                                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34521 | NS      | $1275205.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                | Ultra Clean Holdings                                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     61017 | NS      | $2053222.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc               | Minerals Technologies, Inc                                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     48881 | NS      | $3394785.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                | iShares Russell 2000 Index Fund                                             | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     33500 | NS      | $6414580.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| QIAGEN NV                               | QIAGEN NV                                                                   | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | US        |    121307 | NS      | $5944043.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                            | Veracyte, Inc                                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     48794 | NS      | $1226193.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                   | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     16640 | NS      | $3127155.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                          | Wendy's                                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     59598 | NS      | $1329035.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                             | Nutanix, Inc                                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    158935 | NS      | $4429518.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                      | Cohen & Steers, Inc                                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     25928 | NS      | $1904930.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                 | CBOE Global Markets, Inc                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     53108 | NS      | $6525911.04   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                             | Denbury, Inc                                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     31985 | NS      | $2775658.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                    | Alaska Air Group, Inc                                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     25248 | NS      | $1296232.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc       | Brightsphere Investment Group, Inc                                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    135424 | NS      | $3175692.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                      | Albertsons Cos, Inc                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     59705 | NS      | $1265746.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                  | Option Care Health, Inc                                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    126874 | NS      | $3662852.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                     | Shyft Group, Inc                                                            | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |    100745 | NS      | $3353801.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc           | Diamond Offshore Drilling, Inc                                              | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     91735 | NS      | $1051283.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc              | Hilton Grand Vacations, Inc                                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     79339 | NS      | $3757495.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                        | Black Knight, Inc                                                           | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     64685 | NS      | $3919264.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc        | Radius Global Infrastructure, Inc                                           | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |    102417 | NS      | $1379556.99   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                | Allegro MicroSystems, Inc                                                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115969 | NS      | $4426536.73   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp              | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1950000 | PA      | $1950000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                            | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     60449 | NS      | $1996630.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc           | Lincoln Electric Holdings, Inc                                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      7472 | NS      | $1246852.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co            | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51782 | NS      | $1247428.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                 | AZZ, Inc                                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     25701 | NS      | $1091778.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                       | GXO Logistics, Inc                                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     84839 | NS      | $4439624.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                             | Genpact Ltd                                                                 | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     79849 | NS      | $3775260.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                     | Glacier Bancorp, Inc                                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     49254 | NS      | $2245489.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                           | Hub Group, Inc (Class A)                                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42364 | NS      | $3612378.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                   | Carlyle Group, Inc                                                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    133584 | NS      | $4805016.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                    | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     63664 | NS      | $1545761.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                       | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    172692 | NS      | $1966961.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                       | RMR Group, Inc                                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     15143 | NS      | $469735.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                              | Evolus, Inc                                                                 | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |    113041 | NS      | $1174495.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp               | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     40478 | NS      | $623361.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                     | Varonis Systems, Inc                                                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    111450 | NS      | $2879868.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                    | EnPro Industries, Inc                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     14913 | NS      | $1805516.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                        | Talos Energy, Inc                                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     67587 | NS      | $1338898.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                             | Pentair plc                                                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |     99302 | NS      | $5499344.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp          | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     84634 | NS      | $1912728.40   | 0.17%             |  |  |  | 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        |  12386351 | NS      | $12386350.81  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                              | Impinj, Inc                                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     37732 | NS      | $4896858.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                    | SVMK, Inc                                                                   | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     39220 | NS      | $302386.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                     | Morphic Holding, Inc                                                        | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     40165 | NS      | $1314600.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                    | Dycom Industries, Inc                                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     31872 | NS      | $3039632.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp              | Apartment Income REIT Corp                                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98219 | NS      | $3757858.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc | Kratos Defense & Security Solutions, Inc                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     94593 | NS      | $1083089.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc              | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     72291 | NS      | $1007736.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                          | Photronics, Inc                                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    190907 | NS      | $3459234.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc          | Fortune Brands Home & Security, Inc                                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     78354 | NS      | $5054616.54   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                       | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     91230 | NS      | $3270595.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                    | Extreme Networks, Inc                                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     77151 | NS      | $1391032.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                         | Chico's FAS, Inc                                                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    411901 | NS      | $2170718.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                         | South State Corp                                                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     32658 | NS      | $2599576.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp               | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     73220 | NS      | $3953880.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                          | HomeStreet, Inc                                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16307 | NS      | $449583.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                        | CarParts.com, Inc                                                           | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |    334167 | NS      | $2279018.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                          | Tetra Tech, Inc                                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     32885 | NS      | $5114275.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                      | Enphase Energy, Inc                                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     11916 | NS      | $2637964.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                   | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     85728 | NS      | $2294081.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                       | Paya Holdings, Inc                                                          | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134102 | NS      | $1303471.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                           | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     24548 | NS      | $4911072.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                     | StepStone Group, Inc                                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41134 | NS      | $1200701.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                      | UFP Industries, Inc                                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     88030 | NS      | $8235206.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                              | Sunrun, Inc                                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    128710 | NS      | $3382498.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                 | Alexander & Baldwin, Inc                                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93002 | NS      | $1861900.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                           | H&R Block, Inc                                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    100597 | NS      | $3921271.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp      | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     38925 | NS      | $2230402.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc              | A-Mark Precious Metals, Inc                                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     76354 | NS      | $2939629.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                            | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     26351 | NS      | $1252463.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                          | MGE Energy, Inc                                                             | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11562 | NS      | $845297.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                | Domo, Inc                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     67719 | NS      | $1050321.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc              | Worthington Industries, Inc                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     25878 | NS      | $1471681.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp       | Madison Square Garden Co                                                    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19811 | NS      | $3602432.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                          | Brink's Co                                                                  | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     36301 | NS      | $2381345.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd               | Axis Capital Holdings Ltd                                                   | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64967 | NS      | $4064985.19   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                        | Life Storage, Inc                                                           | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     43343 | NS      | $4682777.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc              | Ligand Pharmaceuticals, Inc (Class B)                                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     10887 | NS      | $758823.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Small-Cap ETF                  | Vanguard Small-Cap ETF                                                      | CUSIP: 922908751<br>LEI: N/A                  | Long             | EC               | RF                | US        |     31000 | NS      | $6267580.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Bill.com Holdings Inc                   | Bill.Com Holdings, Inc                                                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     38213 | NS      | $4418187.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                            | FibroGen, Inc                                                               | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    144965 | NS      | $3421174.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                          | Five Below, Inc                                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      4020 | NS      | $792462.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The           | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     88449 | NS      | $995051.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                | Lamb Weston Holdings, Inc                                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     68698 | NS      | $6862243.22   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                 | Vectrus, Inc                                                                | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39635 | NS      | $1750281.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc              | Rocket Pharmaceuticals, Inc                                                 | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     56988 | NS      | $1238349.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                           | Insperity, Inc                                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     35305 | NS      | $3902967.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                         | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     63247 | NS      | $2486872.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                               | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     56634 | NS      | $3274011.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH         | American Financial Group, Inc                                               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     34771 | NS      | $4957996.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                        | Carlisle Cos, Inc                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      8844 | NS      | $2218605.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                               | Calix, Inc                                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     28630 | NS      | $1507083.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc          | Day One Biopharmaceuticals, Inc                                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28272 | NS      | $615481.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                | Chinook Therapeutics, Inc                                                   | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |    133989 | NS      | $3385902.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                      | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     36625 | NS      | $2238153.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                       | Syneos Health, Inc                                                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     58474 | NS      | $2100386.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                     | Thor Industries, Inc                                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     48729 | NS      | $4645335.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                       | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102364 | NS      | $3327853.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                            | ODP Corp                                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74414 | NS      | $3839762.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                         | RingCentral, Inc                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     42804 | NS      | $1670640.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                          | PBF Energy, Inc                                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    190129 | NS      | $7983516.71   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                        | Under Armour, Inc (Class A)                                                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    246216 | NS      | $3050616.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                             | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     22928 | NS      | $742179.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                        | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28053 | NS      | $3025516.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                               | Zuora Inc                                                                   | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    189237 | NS      | $1498757.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc               | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     57006 | NS      | $4067378.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                            | Harmonic, Inc                                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    180996 | NS      | $2383717.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     44300 | NS      | $2023181.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co               | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     84136 | NS      | $5159219.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                           | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     99631 | NS      | $3475129.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                              | Elastic NV                                                                  | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     59692 | NS      | $3512277.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                            | Flywire Corp                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |    127967 | NS      | $3451269.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                   | Skyline Champion Corp                                                       | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60246 | NS      | $3551501.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                               | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27436 | NS      | $1256294.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                | Builders FirstSource, Inc                                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    115615 | NS      | $9214515.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc      | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    798145 | NS      | $1524456.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                            | Veritiv Corp                                                                | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     21327 | NS      | $2666728.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                       | Brown & Brown, Inc                                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |    103733 | NS      | $6074604.48   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc               | Spirit Realty Capital, Inc                                                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    105023 | NS      | $4608409.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd     | White Mountains Insurance Group Ltd                                         | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |      1686 | NS      | $2576140.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                     | Douglas Elliman, Inc                                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     87941 | NS      | $409805.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                          | Eventbrite Inc                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     84429 | NS      | $750573.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                       | Manpower, Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     26426 | NS      | $2303290.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc            | Ironwood Pharmaceuticals, Inc                                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    235869 | NS      | $2717210.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                 | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    116216 | NS      | $3084372.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                  | ConnectOne Bancorp, Inc                                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     53495 | NS      | $1271576.15   | 0.11%             |  |  |  | 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        |    186337 | NS      | $1975172.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp           | Lions Gate Entertainment Corp (Class A)                                     | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |    107946 | NS      | $860329.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                               | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    110610 | NS      | $2204457.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc   | Essential Properties Realty Trust, Inc                                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    160730 | NS      | $4095400.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                     | Cannae Holdings, Inc                                                        | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    128388 | NS      | $3137802.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc               | Intellia Therapeutics, Inc                                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     62226 | NS      | $2640871.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                    | Cavco Industries, Inc                                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11108 | NS      | $2955838.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc        | Prestige Consumer Healthcare, Inc.                                          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27965 | NS      | $1838978.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp     | Retail Opportunities Investment Corp                                        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68298 | NS      | $1081157.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                         | Chemours Co                                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     45402 | NS      | $1652178.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                 | XPO Logistics, Inc                                                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     73469 | NS      | $2928474.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                             | StoneCo Ltd                                                                 | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |    332948 | NS      | $3715699.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                            | Innoviva, Inc                                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    112263 | NS      | $1420126.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                        | Donaldson Co, Inc                                                           | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     64328 | NS      | $4010850.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                 | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     73924 | NS      | $1250794.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                           | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     41997 | NS      | $3462232.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                    | Red Rock Resorts, Inc                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43663 | NS      | $1965271.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                        | Vail Resorts, Inc                                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     11268 | NS      | $2956047.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                        | Essent Group Ltd                                                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     81762 | NS      | $3599980.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc               | American Assets Trust, Inc                                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85650 | NS      | $2437599.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                             | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     44992 | NS      | $2832246.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                  | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     24537 | NS      | $5110811.73   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY              | Signature Bank                                                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     19494 | NS      | $2513751.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc              | Grid Dynamics Holdings, Inc                                                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205134 | NS      | $2568277.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc             | Columbia Banking System, Inc                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104117 | NS      | $3218256.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                          | Formfactor, Inc                                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     47992 | NS      | $1350494.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                | Par Pacific Holdings, Inc                                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    160703 | NS      | $4295591.19   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                 | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      9927 | NS      | $1693546.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                 | KBR, Inc                                                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     48030 | NS      | $2460576.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp           | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     47820 | NS      | $2241323.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                    | Western Union Co                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    163430 | NS      | $2315803.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                      | Steel Dynamics, Inc                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     39998 | NS      | $4825358.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                    | Kyndryl Holdings, Inc                                                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    144201 | NS      | $1930851.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                             | Alteryx, Inc                                                                | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |     57626 | NS      | $3197666.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc          | National Retail Properties, Inc                                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     76394 | NS      | $3617255.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                 | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     15981 | NS      | $746792.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                        | NMI Holdings, Inc                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     70752 | NS      | $1643568.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc        | Ryman Hospitality Properties                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     35497 | NS      | $3297316.33   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                | Tandem Diabetes Care, Inc                                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     32885 | NS      | $1339734.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                   | Aecom Technology Corp                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     64356 | NS      | $5616348.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                           | Ambarella, Inc                                                              | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     34231 | NS      | $3075313.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                | Sarepta Therapeutics, Inc                                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     36171 | NS      | $4520289.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                        | Coeur Mining, Inc                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    711423 | NS      | $2767435.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                  | Comstock Resources Inc                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     64328 | NS      | $781585.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                            | Denny's Corp                                                                | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    221868 | NS      | $2666853.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                | Patterson-UTI Energy, Inc                                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     96366 | NS      | $1618948.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp               | Zeta Global Holdings Corp                                                   | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378132 | NS      | $3433438.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                          | SSR Mining, Inc                                                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |    213108 | NS      | $3610049.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                 | Comfort Systems USA, Inc                                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     32957 | NS      | $3989115.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                     | Quanta Services, Inc                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     12007 | NS      | $1827345.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                             | Vistra Energy Corp                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    229566 | NS      | $5293791.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                              | Belden CDT, Inc                                                             | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     43742 | NS      | $3547038.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                          | Autonation, Inc                                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34203 | NS      | $4334204.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                             | Magnite, Inc                                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    119223 | NS      | $1440213.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp             | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86856 | NS      | $3667928.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                 | NOW, Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    219457 | NS      | $3081176.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                | Sangamo Therapeutics Inc                                                    | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    464982 | NS      | $1622787.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                     | Silgan Holdings, Inc                                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     75911 | NS      | $4090843.79   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                    | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    143785 | NS      | $3703901.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                            | Cadence BanCorp                                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    108846 | NS      | $2784280.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                      | Hostess Brands, Inc                                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150089 | NS      | $3471558.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     41144 | NS      | $1296447.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                            | Tapestry, Inc                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     82629 | NS      | $3765403.53   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                            | Alkermes plc                                                                | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119050 | NS      | $3409592.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                             | Snap-On, Inc                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5541 | NS      | $1378212.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                            | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     29050 | NS      | $1770016.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                             | Textron, Inc                                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    103292 | NS      | $7524822.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                    | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     48830 | NS      | $2513768.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                | Chefs' Warehouse Holdings, Inc                                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     75598 | NS      | $2890111.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                             | Premier, Inc                                                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60247 | NS      | $2009839.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                   | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     38251 | NS      | $4712905.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                | World Fuel Services Corp                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     53778 | NS      | $1521917.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                        | Copa Holdings S.A. (Class A)                                                | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | US        |     44867 | NS      | $4131353.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                      | nVent Electric plc                                                          | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139987 | NS      | $5564483.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                       | Kosmos Energy Ltd                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     98449 | NS      | $778731.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc               | Host Hotels and Resorts, Inc                                                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     91449 | NS      | $1723813.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                            | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     18851 | NS      | $2447048.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                            | Duolingo, Inc                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33113 | NS      | $3161960.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                     | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     61913 | NS      | $3296867.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                   | Cytek Biosciences, Inc                                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    135649 | NS      | $1634570.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                 | ADT, Inc                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148697 | NS      | $1307046.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                    | Howmet Aerospace, Inc                                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    102501 | NS      | $4170765.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                          | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     81365 | NS      | $3456385.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                    | Summit Materials, Inc                                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     90009 | NS      | $2957695.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                 | RXO, Inc                                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    136544 | NS      | $2501486.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc       | Allison Transmission Holdings, Inc                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     90826 | NS      | $4094436.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                          | Constellium SE                                                              | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    253767 | NS      | $3687234.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                             | Codexis, Inc                                                                | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212335 | NS      | $1305860.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                     | VICI Properties, Inc                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     32956 | NS      | $1126436.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                             | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     48616 | NS      | $2985022.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                    | Surgery Partners, Inc                                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     35225 | NS      | $1169470.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc          | First Financial Bankshares, Inc                                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     97825 | NS      | $3484526.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc               | Sally Beauty Holdings, Inc                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    201688 | NS      | $3142299.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                    | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    141433 | NS      | $4876609.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                        | W.R. Berkley Corp                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     32588 | NS      | $2285722.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc               | Halozyme Therapeutics, Inc                                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     77762 | NS      | $4025738.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                         | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     93806 | NS      | $5136816.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc               | Community Bank System, Inc                                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     53212 | NS      | $3070864.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                  | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     76520 | NS      | $3363819.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc          | NexTier Oilfield Solutions, Inc                                             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    391957 | NS      | $3692234.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp         | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    163387 | NS      | $4311782.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc      | Compass Minerals International, Inc                                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     30613 | NS      | $1428402.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                             | Trex Co, Inc                                                                | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53873 | NS      | $2840184.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                 | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    199485 | NS      | $3490987.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                              | DaVita, Inc                                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     24856 | NS      | $2047885.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                        | Under Armour, Inc (Class C)                                                 | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    177658 | NS      | $1936472.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                          | MRC Global, Inc                                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    244733 | NS      | $3328368.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                  | eXp World Holdings Inc                                                      | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     49300 | NS      | $768587.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc                      | Liberty Oilfield Services, Inc                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220138 | NS      | $3484784.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                          | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    200816 | NS      | $4466147.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One  | Liberty Media Group (Class C)                                               | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71726 | NS      | $5078200.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                     | Clearway Energy, Inc (Class A)                                              | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     56799 | NS      | $1820407.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                       | Kura Oncology, Inc                                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     88920 | NS      | $1228874.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                     | Texas Roadhouse, Inc (Class A)                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     43448 | NS      | $4363482.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                         | EMCOR Group, Inc                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     37519 | NS      | $5562191.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                         | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66965 | NS      | $697105.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc             | Berkshire Hills Bancorp, Inc                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     75832 | NS      | $2354583.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                               | Toast, Inc                                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    154258 | NS      | $3441495.98   | 0.30%             |  |  |  | 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        |     64529 | NS      | $3442622.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                              | Kforce, Inc                                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     76108 | NS      | $4271942.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                  | Washington Federal, Inc                                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52752 | NS      | $1870585.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                          | Perrigo Co plc                                                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |     57582 | NS      | $2154718.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                 | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |    109571 | NS      | $785624.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                         | SentinelOne, Inc                                                            | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132372 | NS      | $1997493.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                  | Novagold Resources Inc                                                      | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |    178372 | NS      | $1125527.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc         | Equity Lifestyle Properties, Inc                                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     78256 | NS      | $5617215.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc            | Supernus Pharmaceuticals, Inc                                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     87986 | NS      | $3608305.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                        | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     42134 | NS      | $5733594.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                         | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19384 | NS      | $2748845.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                             | Dropbox, Inc                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     93397 | NS      | $2169612.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc           | Janus International Group, Inc                                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171597 | NS      | $1887567.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                | Manhattan Associates, Inc                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     37518 | NS      | $4890846.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                          | CVR Energy, Inc                                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     54148 | NS      | $1797713.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co            | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     34567 | NS      | $7862264.15   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc            | Cross Country Healthcare, Inc                                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    137519 | NS      | $3816152.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                          | Stoneridge, Inc                                                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     71665 | NS      | $1767258.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc         | First Interstate Bancsystem, Inc                                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    101944 | NS      | $3657750.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                         | NBT Bancorp, Inc                                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33812 | NS      | $1329149.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    148188 | NS      | $6569174.04   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                     | Eagle Materials, Inc                                                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     28980 | NS      | $4233398.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc             | Aurinia Pharmaceuticals, Inc                                                | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | US        |    160615 | NS      | $1453565.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                   | SoFi Technologies, Inc                                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    545836 | NS      | $3782643.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc           | Advanced Drainage Systems, Inc                                              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     12554 | NS      | $1265945.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                     | Virtu Financial, Inc                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    142702 | NS      | $2755575.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                          | Royal Gold, Inc                                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     28395 | NS      | $3607016.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                        | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     75759 | NS      | $4720543.29   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                            | SM Energy Co                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     43762 | NS      | $1438456.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                  | Schneider National, Inc                                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    115195 | NS      | $3052667.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                               | Avnet, Inc                                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     80243 | NS      | $3681548.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                        | Vector Group Ltd                                                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    147909 | NS      | $1915421.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc           | Intercept Pharmaceuticals, Inc                                              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    130833 | NS      | $2389010.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                            | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    194515 | NS      | $3483763.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                  | Chesapeake Energy Corp                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     15266 | NS      | $1323867.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                              | Atkore International Group, Inc                                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     71358 | NS      | $9294379.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The    | Bank of NT Butterfield & Son Ltd                                            | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     70288 | NS      | $2246404.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                        | Ryder System, Inc                                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     36302 | NS      | $3427271.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                | ChargePoint Holdings, Inc                                                   | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |    215839 | NS      | $2620285.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Alto Ingredients Inc                    | Alto Ingredients, Inc                                                       | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    226017 | NS      | $766197.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                | United Natural Foods, Inc                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     81157 | NS      | $3377754.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                             | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    102824 | NS      | $2910947.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                      | Outfront Media, Inc                                                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    167738 | NS      | $3337986.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                           | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     77306 | NS      | $2750547.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc           | Capitol Federal Financial                                                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162988 | NS      | $1364209.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                     | Designer Brands, Inc                                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    187100 | NS      | $1929001.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                   | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    132222 | NS      | $4684625.46   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                    | SPX Technologies, Inc                                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     35804 | NS      | $2685658.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                          | elf Beauty, Inc                                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    108596 | NS      | $6249699.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico               | First Bancorp                                                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142858 | NS      | $1921440.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     31016 | NS      | $4083566.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                          | Murphy USA, Inc                                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     10908 | NS      | $2967303.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                            | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     26620 | NS      | $4161770.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                | MarketAxess Holdings, Inc                                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     15411 | NS      | $5607292.35   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                       | Eagle Bancorp, Inc                                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     29154 | NS      | $1384523.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                            | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     17889 | NS      | $4352393.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                 | WESCO International, Inc                                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     12628 | NS      | $1881698.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                | Gibraltar Industries, Inc                                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37983 | NS      | $2034749.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                        | Primo Water Corp                                                            | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |    221545 | NS      | $3467179.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                     | Paramount Group, Inc                                                        | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    393522 | NS      | $2538216.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                        | LendingClub Corp                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    223870 | NS      | $2169300.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                               | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     81673 | NS      | $6421947.99   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                       | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     21674 | NS      | $1370663.76   | 0.12%             |  |  |  | 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