# EDGAR Filing Document

**Accession Number:** 0001068204
**File Stem:** 0001752724-23-040728
**Filing Date:** 2023-2
**Character Count:** 156065
**Document Hash:** 3906abc1bac2cd16138e9fae7154b298
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040728.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040728

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08961
- **FILM NUMBER:** 23669905

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

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

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

## Series and Classes Contracts Data

### Small-Cap Equity Fund (Series ID: S000005093)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000013880 | Small-Cap Equity Fund | TLEQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** TIAA-CREF Life Small-Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000005093

- **c. LEI of Series:** 5493000Q0G0D3C3QE907

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $57971191.00

**Total Liabilities:** $255923.00

**Net Assets:** $57715268.00

**Cash Not Reported:** $35281.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013880 | 12.00%               | 2.35%                | -5.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $176275.99               | $6052594.88                                |
| Month 2  | $360055.92               | $942517.61                                 |
| Month 3  | $-59465.32               | $-3392076.09                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alexander & Baldwin Inc                    | Alexander & Baldwin, Inc                                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4880 | NS      | $91402.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd         | Credo Technology Group Holding Ltd                                          | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $38199.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Varonis Systems Inc                        | Varonis Systems, Inc                                                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      2320 | NS      | $55540.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                       | 1Life Healthcare, Inc                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10450 | NS      | $174619.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                           | Trico Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $46910.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC, Inc                                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16350 | NS      | $145351.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers, Inc                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     10910 | NS      | $195725.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties, Inc                                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     12210 | NS      | $88156.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                               | Phreesia, Inc                                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      5240 | NS      | $169566.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide, Inc                                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      5070 | NS      | $116610.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc              | Diamond Offshore Drilling, Inc                                              | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      6640 | NS      | $69056.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     18670 | NS      | $152907.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | Tenable Holdings, Inc                                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      7206 | NS      | $274908.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                         | ADMA Biologics, Inc                                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35790 | NS      | $138865.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      7250 | NS      | $98745.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc               | BioCryst Pharmaceuticals, Inc                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     14520 | NS      | $166689.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3280 | NS      | $66518.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc              | Shoals Technologies Group, Inc                                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6210 | NS      | $153200.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                  | Rigel Pharmaceuticals, Inc                                                  | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     31930 | NS      | $47895.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                     | Premier Financial Corp                                                      | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $26808.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust, Inc                                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      9620 | NS      | $225781.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                      | Cytek Biosciences, Inc                                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      7300 | NS      | $74533.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks, Inc                                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      9053 | NS      | $305991.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes plc                                                                | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9390 | NS      | $245360.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                        | STAG Industrial, Inc                                                        | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2366 | NS      | $76445.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc           | Radius Global Infrastructure, Inc                                           | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     11450 | NS      | $135339.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                      | Alkami Technology, Inc                                                      | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4750 | NS      | $69302.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3380 | NS      | $198439.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      5170 | NS      | $229237.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                                                       | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |      3510 | NS      | $50579.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                 | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      6910 | NS      | $34688.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                      | Skyline Champion Corp                                                       | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3704 | NS      | $190793.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      6080 | NS      | $137408.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods, Inc                                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1880 | NS      | $92834.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology, Inc                                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     10770 | NS      | $232308.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                                                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      6451 | NS      | $250814.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden CDT, Inc                                                             | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3710 | NS      | $266749.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands, Inc                                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4330 | NS      | $87119.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group, Inc                                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2500 | NS      | $221525.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies, Inc                                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      2150 | NS      | $141147.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                         | Cohen & Steers, Inc                                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      2100 | NS      | $135576.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                    | Privia Health Group, Inc                                                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6240 | NS      | $141710.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                           | Clear Secure, Inc                                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6540 | NS      | $179392.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel, Inc                                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1490 | NS      | $50034.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $76526.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                             | Portillo's, Inc                                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6770 | NS      | $110486.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare, Inc                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4880 | NS      | $91646.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                       | First Foundation, Inc                                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      5510 | NS      | $78958.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp, Inc                                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1120 | NS      | $35347.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                           | Primo Water Corp                                                            | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |     13870 | NS      | $215539.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | Crocs, Inc                                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2400 | NS      | $260232.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      5900 | NS      | $55460.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3270 | NS      | $230927.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                     | Chesapeake Energy Corp                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3340 | NS      | $315195.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries, Inc                                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      3830 | NS      | $169515.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations, Inc                                                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      7180 | NS      | $128952.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                      | RAPT Therapeutics, Inc                                                      | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      4930 | NS      | $97614.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co, Inc                                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      8070 | NS      | $256948.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank Discount Notes      | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2029000 | PA      | $2029000.00   | 3.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4050 | NS      | $64071.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                       | First Advantage Corp                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      8230 | NS      | $106990.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4170 | NS      | $119637.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc         | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24530 | NS      | $25756.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                    | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2100 | NS      | $355803.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                     | Nurix Therapeutics, Inc                                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7720 | NS      | $84765.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                 | Nkarta, Inc                                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8770 | NS      | $52532.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                                         | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      1990 | NS      | $135320.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal, Inc                                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1720 | NS      | $41383.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2130 | NS      | $104284.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                           | WideOpenWest, Inc                                                           | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      5070 | NS      | $46187.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                         | Aspen Aerogels, Inc                                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3910 | NS      | $46098.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                             | Sumo Logic, Inc                                                             | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     15430 | NS      | $124983.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                        | C4 Therapeutics, Inc                                                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5680 | NS      | $33512.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands, Inc                                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      7840 | NS      | $201017.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream, Inc                                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      2774 | NS      | $68906.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                       | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      3695 | NS      | $151901.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC              | Weatherford International Ltd                                               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      6150 | NS      | $313158.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      5594 | NS      | $228179.26    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings, Inc                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      8711 | NS      | $182059.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      2810 | NS      | $204905.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                              | BRP Group, Inc                                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $49023.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                        | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5550 | NS      | $244144.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW, Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     11780 | NS      | $149606.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet, Inc                                                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2400 | NS      | $45192.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co               | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5365 | NS      | $262885.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves          | Liberty Braves Group (Class C)                                              | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2959 | NS      | $95368.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                              | Rite Aid Corp                                                               | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      7330 | NS      | $24482.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals, Inc                                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4720 | NS      | $132254.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services, Inc                                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       280 | NS      | $28789.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                 | Rapid7, Inc                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1115 | NS      | $37887.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2762 | NS      | $174558.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box, Inc                                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      9630 | NS      | $299781.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5620 | NS      | $111613.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     10920 | NS      | $122959.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc      | Artisan Partners Asset Management, Inc                                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      5820 | NS      | $172854.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Bonanza Creek Energy, Inc                                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       950 | NS      | $55033.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                               | Conduent, Inc                                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     11380 | NS      | $46089.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings, Inc                                                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      5980 | NS      | $74750.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc           | BJ's Wholesale Club Holdings, Inc                                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2183 | NS      | $144427.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries, Inc                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1767 | NS      | $192055.23    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                              | Tellurian, Inc                                                              | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |     33699 | NS      | $56614.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts, Inc                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      9240 | NS      | $121783.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                  | DocGo, Inc                                                                  | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5990 | NS      | $42349.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                        | Morphic Holding, Inc                                                        | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      3380 | NS      | $90415.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings, Inc                                                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3930 | NS      | $94791.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                 | Rocket Pharmaceuticals, Inc                                                 | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      4520 | NS      | $88456.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3391 | NS      | $161377.69    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                  | Zeta Global Holdings Corp                                                   | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16710 | NS      | $136520.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy, Inc (Class C)                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      6020 | NS      | $191857.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                | Codexis, Inc                                                                | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9420 | NS      | $43897.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System, Inc                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6660 | NS      | $200665.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      2830 | NS      | $95540.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries, Inc                                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      3100 | NS      | $68913.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9110 | NS      | $87820.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                            | Vital Farms, Inc                                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2930 | NS      | $43715.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                   | Sangamo Therapeutics Inc                                                    | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     24045 | NS      | $75501.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                          | Kura Oncology, Inc                                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      6620 | NS      | $82154.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass, Inc                                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14690 | NS      | $243413.30    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies, Inc                                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2240 | NS      | $282307.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                 | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       370 | NS      | $189573.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc             | Schnitzer Steel Industries, Inc (Class A)                                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      4080 | NS      | $125052.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2310 | NS      | $44398.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International, Inc                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      9650 | NS      | $168778.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                  | SMART Global Holdings, Inc                                                  | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |      3040 | NS      | $45235.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |      2090 | NS      | $267979.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      2840 | NS      | $259093.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax, Inc                                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      4120 | NS      | $128626.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1260 | NS      | $173325.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                      | Commvault Systems, Inc                                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2480 | NS      | $155843.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield plc                                                     | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $37753.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp             | Brookfield Infrastructure Corp                                              | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5895 | NS      | $229315.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings, Inc                                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1396 | NS      | $14783.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                | KnowBe4, Inc                                                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8310 | NS      | $205921.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals, Inc                                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      8550 | NS      | $63184.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                | Valaris Ltd                                                                 | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $134563.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                 | Grid Dynamics Holdings, Inc                                                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9050 | NS      | $101541.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                         | Everi Holdings, Inc                                                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      9030 | NS      | $129580.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                        | Paramount Group, Inc                                                        | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     18650 | NS      | $110781.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                              | ModivCare, Inc                                                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1390 | NS      | $124724.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2881 | NS      | $201785.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals, Inc                                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      7976 | NS      | $98822.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      4270 | NS      | $110763.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings, Inc                                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      9465 | NS      | $220061.25    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners, Inc                                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       980 | NS      | $187611.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co                                  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1159 | NS      | $52873.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                  | Chegg, Inc                                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      5590 | NS      | $141259.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials, Inc                                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       978 | NS      | $113379.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion, Inc                                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1930 | NS      | $91732.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc        | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     10400 | NS      | $183456.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises, Inc (Class A)                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3800 | NS      | $198664.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                | Clarus Corp                                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      5290 | NS      | $41473.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp         | WillScot Mobile Mini Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      4330 | NS      | $195586.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co (Class A)                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      6040 | NS      | $138376.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                 | Huron Consulting Group, Inc                                                 | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2300 | NS      | $166980.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                  | Intellia Therapeutics, Inc                                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       970 | NS      | $33843.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology, Inc                                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $86813.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       785 | NS      | $83571.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                | Model N, Inc                                                                | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      3820 | NS      | $154939.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       140 | NS      | $84589.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                              | SunPower Corp                                                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      5480 | NS      | $98804.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp                                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       940 | NS      | $49641.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                             | Brightcove, Inc                                                             | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      4740 | NS      | $24790.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                               | PubMatic, Inc                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6320 | NS      | $80959.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                   | PROCEPT BioRobotics Corp                                                    | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3140 | NS      | $130435.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1264 | NS      | $110612.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp, Inc                                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3422 | NS      | $82846.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                           | Bluebird Bio, Inc                                                           | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16920 | NS      | $117086.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                           | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      3650 | NS      | $90228.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                 | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      3153 | NS      | $204566.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                           | LendingClub Corp                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     12050 | NS      | $106040.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc               | Broadmark Realty Capital, Inc                                               | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6360 | NS      | $22641.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp           | Bluegreen Vacations Holding Corp                                            | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      1362 | NS      | $33995.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1290 | NS      | $52322.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Muffler, Inc                                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3710 | NS      | $167692.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial, Inc (Class A)                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     50390 | NS      | $266563.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc               | Intra-Cellular Therapies, Inc                                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4950 | NS      | $261954.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Holdings, Inc                                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      4450 | NS      | $148096.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                 | Insmed, Inc                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      7720 | NS      | $154245.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc            | Sculptor Capital Management, Inc                                            | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      4210 | NS      | $36458.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      4010 | NS      | $172470.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA, Inc                                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      4421 | NS      | $508768.68    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      7850 | NS      | $119555.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience, Inc                                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      3600 | NS      | $119556.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne, Inc                                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1390 | NS      | $68902.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4320 | NS      | $131112.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                 | H&E Equipment Services, Inc                                                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      1250 | NS      | $56750.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp           | Peapack Gladstone Financial Corp                                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1220 | NS      | $45408.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3237 | NS      | $116920.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                   | Towne Bank                                                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      4870 | NS      | $150190.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                   | CBIZ, Inc                                                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4490 | NS      | $210356.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc              | Deciphera Pharmaceuticals, Inc                                              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      5630 | NS      | $92275.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp                                                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      5140 | NS      | $307115.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec, Inc                                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1133 | NS      | $116540.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                          | Sprout Social, Inc                                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3510 | NS      | $198174.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors, Inc                                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $170755.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                             | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      6730 | NS      | $126591.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                    | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      8080 | NS      | $145278.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                   | CommScope Holding Co, Inc                                                   | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     18290 | NS      | $134431.50    | 0.23%             |  |  |  | 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        |      2991 | NS      | $89161.71     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals, Inc                                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      8770 | NS      | $163122.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International, Inc                                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4920 | NS      | $188780.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp           | Integral Ad Science Holding Corp                                            | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7460 | NS      | $65573.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                        | Tronox Holdings plc                                                         | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     10140 | NS      | $139019.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods, Inc                                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3380 | NS      | $184041.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      5580 | NS      | $270016.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC          | International Game Technology plc                                           | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |      9300 | NS      | $210924.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                      | Carriage Services, Inc                                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1670 | NS      | $45991.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3558 | NS      | $179501.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats, Inc                                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $58097.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings, Inc                                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2230 | NS      | $96179.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv, Inc                                                                | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      3370 | NS      | $170892.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holding Corp                                                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2480 | NS      | $169780.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                    | Coherus Biosciences, Inc                                                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      4650 | NS      | $36828.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     12060 | NS      | $126871.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                      | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1430 | NS      | $294022.30    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                               | Biohaven Ltd                                                                | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7870 | NS      | $109235.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     21960 | NS      | $135054.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                        | Titan Machinery, Inc                                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2920 | NS      | $116011.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      4790 | NS      | $180056.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      8031 | NS      | $460095.99    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                       | Sitio Royalties Corp                                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6874 | NS      | $198312.33    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                           | BGC Partners, Inc (Class A)                                                 | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     42640 | NS      | $160752.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2670 | NS      | $85333.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                               | Flywire Corp                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      7180 | NS      | $175694.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      1874 | NS      | $109422.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                       | Lakeland Bancorp, Inc                                                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      3629 | NS      | $63906.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-mini Russell 2000 Index Futures      | Russell 2000 E Mini Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $1682355.00   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3878 | NS      | $272778.52    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                       | Piedmont Lithium, Inc                                                       | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $54144.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients, Inc                                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       990 | NS      | $105316.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6410 | NS      | $165057.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4690 | NS      | $128224.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                               | Coursera, Inc                                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     10520 | NS      | $124451.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                 | Vishay Precision Group, Inc                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $34243.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group, Inc (Class A)                                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3581 | NS      | $284653.69    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp            | Entravision Communications Corp (Class A)                                   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     12810 | NS      | $61488.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear, Inc                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6170 | NS      | $209471.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6410 | NS      | $85573.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc              | Recursion Pharmaceuticals, Inc                                              | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13120 | NS      | $101155.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4920 | NS      | $237636.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                | Magnite, Inc                                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      8330 | NS      | $88214.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                    | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     13980 | NS      | $98419.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Oilfield Services, Inc                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13770 | NS      | $220457.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     13020 | NS      | $275893.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                   | Broadstone Net Lease, Inc                                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      5910 | NS      | $95801.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                    | First Financial Corp                                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $94924.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                              | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      3050 | NS      | $69997.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                     | Ideaya Biosciences, Inc                                                     | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      5940 | NS      | $107929.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       740 | NS      | $75783.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     17420 | NS      | $176813.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                | Nordic American Tankers Ltd                                                 | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | US        |     49390 | NS      | $151133.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                           | CarParts.com, Inc                                                           | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     14350 | NS      | $89831.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                        | Editas Medicine, Inc                                                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      6130 | NS      | $54373.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp, Inc                                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3670 | NS      | $161736.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                    | Target Hospitality Corp                                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4420 | NS      | $66918.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                           | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1690 | NS      | $166870.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International, Inc                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      2050 | NS      | $57338.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations, Inc                                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      5620 | NS      | $216594.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                | Iovance Biotherapeutics, Inc                                                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     15230 | NS      | $97319.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                     | Home Bancshares, Inc                                                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2770 | NS      | $63128.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      9190 | NS      | $318525.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp             | Evoqua Water Technologies Corp                                              | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      2400 | NS      | $95040.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                   | PowerSchool Holdings, Inc                                                   | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6160 | NS      | $142172.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc              | Ashford Hospitality Trust, Inc                                              | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12460 | NS      | $55696.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries, Inc                                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      3660 | NS      | $290055.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2150 | NS      | $151446.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       880 | NS      | $113018.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                          | Franklin Covey Co                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1650 | NS      | $77170.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                  | Cowen Group, Inc                                                            | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2693 | NS      | $104003.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                 | Agenus, Inc                                                                 | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     27061 | NS      | $64946.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Callaway Golf Co                                                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      9910 | NS      | $195722.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      6680 | NS      | $180360.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient, Inc                                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      2450 | NS      | $171083.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries, Inc                                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3682 | NS      | $217238.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3080 | NS      | $149657.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                 | Evolus, Inc                                                                 | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     10250 | NS      | $76977.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                     | Hims & Hers Health, Inc                                                     | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     12800 | NS      | $82048.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      6240 | NS      | $158808.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | Duolingo, Inc                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1970 | NS      | $140126.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                             | Constellium SE                                                              | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |     13630 | NS      | $161242.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                 | Berry Petroleum Co LLC                                                      | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15460 | NS      | $123680.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2410 | NS      | $142214.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Jaffray Cos                                                           | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1470 | NS      | $191379.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                              | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2380 | NS      | $83538.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | Scansource, Inc                                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1180 | NS      | $34479.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor, Inc                                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      8010 | NS      | $156435.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                | StoneCo Ltd                                                                 | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |     11970 | NS      | $112996.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      6510 | NS      | $106894.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2106 | NS      | $28873.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media, Inc                                                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      3560 | NS      | $59024.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse, Inc (Class A)                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3530 | NS      | $321053.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      8180 | NS      | $87035.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |      9565 | NS      | $263611.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                     | Perimeter Solutions S.A.                                                    | CUSIP: L7579L106<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | US        |      8240 | NS      | $75313.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $244498.59    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems, Inc                                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1059 | NS      | $84211.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group, Inc                                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     14987 | NS      | $285802.09    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics, Inc                                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      9590 | NS      | $161399.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                          | Open Lending Corp                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $37800.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                                                | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      3000 | NS      | $46440.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      5090 | NS      | $154023.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT, Inc                                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     14090 | NS      | $222340.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com, Inc                                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      7610 | NS      | $104789.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc               | Sinclair Broadcast Group, Inc (Class A)                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      6080 | NS      | $94300.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp, Inc                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3833 | NS      | $108627.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5795 | NS      | $123143.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp (Class A)                                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5890 | NS      | $98245.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                   | Chinook Therapeutics, Inc                                                   | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      7190 | NS      | $188378.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment, Inc                                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      4650 | NS      | $164796.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                          | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15810 | NS      | $167427.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $144720.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3090 | NS      | $132035.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                             | CVR Energy, Inc                                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      7000 | NS      | $219380.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                   | Mersana Therapeutics, Inc                                                   | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     17890 | NS      | $104835.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                            | EngageSmart, Inc                                                            | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6490 | NS      | $114224.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc              | Intercept Pharmaceuticals, Inc                                              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      8070 | NS      | $99825.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                           | Safe Bulkers, Inc                                                           | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | US        |     16830 | NS      | $48975.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp                                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $40520.48     | 0.07%             |  |  |  | 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        |    169474 | NS      | $169474.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                    | KBR, Inc                                                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      3610 | NS      | $190608.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                           | QCR Holdings, Inc                                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1244 | NS      | $61752.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial, Inc                                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4960 | NS      | $189571.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                    | AbCellera Biologics, Inc                                                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |      3730 | NS      | $37784.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hostess Brands Inc                         | Hostess Brands, Inc                                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5925 | NS      | $132957.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                | Karyopharm Therapeutics, Inc                                                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     11780 | NS      | $40052.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                  | Esperion Thereapeutics, Inc                                                 | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     14150 | NS      | $88154.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors, Inc                                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1740 | NS      | $45970.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal, Inc                                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5810 | NS      | $194925.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                | Denbury, Inc                                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2000 | NS      | $174040.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                             | MRC Global, Inc                                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     12714 | NS      | $147228.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare, Inc                                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5390 | NS      | $143212.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                       | Biglari Holdings, Inc (B Shares)                                            | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       240 | NS      | $33312.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      6501 | NS      | $302101.47    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                 | Amylyx Pharmaceuticals, Inc                                                 | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4320 | NS      | $159624.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      2185 | NS      | $29300.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      3910 | NS      | $50830.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue, Inc                                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3520 | NS      | $68921.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc            | Rayonier Advanced Materials, Inc                                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      7170 | NS      | $68832.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties, Inc                                                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       391 | NS      | $57891.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc    | MACOM Technology Solutions Holdings, Inc                                    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2880 | NS      | $181382.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2130 | NS      | $49075.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $48941.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                | Progyny, Inc                                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $165095.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                   | Stem, Inc                                                                   | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |     10200 | NS      | $91188.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                         | Avanos Medical, Inc                                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4024 | NS      | $108889.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                        | Spirit Airlines, Inc                                                        | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      6354 | NS      | $123775.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty, Inc                                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      6022 | NS      | $333016.60    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc               | Victory Capital Holdings, Inc                                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      3640 | NS      | $97661.20     | 0.17%             |  |  |  | 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        |     11380 | NS      | $104354.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments, Inc                                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      6480 | NS      | $120398.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                 | Kforce, Inc                                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2188 | NS      | $119968.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                 | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3350 | NS      | $143112.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                 | CareDx, Inc                                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      3283 | NS      | $37459.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co, Inc                                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       830 | NS      | $66192.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc              | Janus International Group, Inc                                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9830 | NS      | $93581.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                 | Prometheus Biosciences, Inc                                                 | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $217800.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus, Inc                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4750 | NS      | $170145.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp                                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $97392.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                        | Health Catalyst, Inc                                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      4370 | NS      | $46453.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                         | Teekay Tankers Ltd                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | US        |      1640 | NS      | $50528.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                          | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      3945 | NS      | $234096.30    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                         | CTI BioPharma Corp                                                          | CUSIP: 12648L601<br>LEI: 549300RJTND7CT8R8853 | Long             | EC               | CORP              | US        |     21820 | NS      | $131138.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                      | Alphatec Holdings Inc                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     12320 | NS      | $152152.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                 | A-Mark Precious Metals, Inc                                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      3080 | NS      | $106968.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      8190 | NS      | $189107.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                 | Duckhorn Portfolio, Inc                                                     | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      4110 | NS      | $68102.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc               | Protagonist Therapeutics, Inc                                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $37530.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                        | StepStone Group, Inc                                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3380 | NS      | $85108.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                               | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      4280 | NS      | $197950.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers, Inc                                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $80673.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      3230 | NS      | $201971.90    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix, Inc                                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1500 | NS      | $57030.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                              | Pagerduty, Inc                                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      3120 | NS      | $82867.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                   | Super Micro Computer, Inc                                                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      3400 | NS      | $279140.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                   | Domo, Inc                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2760 | NS      | $39302.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                             | Globalstar, Inc                                                             | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     56170 | NS      | $74706.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                         | LSB Industries, Inc                                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      6310 | NS      | $83923.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes, Inc                                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2590 | NS      | $119606.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons, Inc                                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3212 | NS      | $112387.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore International Group, Inc                                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      3418 | NS      | $387669.56    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc            | International Money Express Inc                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $102354.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                  | Ribbon Communications, Inc                                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      5220 | NS      | $14563.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence BanCorp                                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     11960 | NS      | $294933.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                        | Replimune Group, Inc                                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      1760 | NS      | $47872.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co, Inc                                               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1360 | NS      | $120577.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy, Inc                                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11353 | NS      | $462975.34    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                               | Denny's Corp                                                                | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      5270 | NS      | $48536.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                             | IVERIC bio, Inc                                                             | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     12297 | NS      | $263278.77    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global, Inc                                                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18170 | NS      | $99389.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global Inc                                                              | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $158784.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                               | WesBanco, Inc                                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $145701.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                       | Surgery Partners, Inc                                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      5670 | NS      | $157966.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                      | ICF International, Inc                                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1620 | NS      | $160461.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings, Inc                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4481 | NS      | $228351.76    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                | South Jersey Industries, Inc                                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      8641 | NS      | $307014.73    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | Qualys, Inc                                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       960 | NS      | $107740.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc             | Day One Biopharmaceuticals, Inc                                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5220 | NS      | $112334.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings, Inc                                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2110 | NS      | $131917.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc           | Ryman Hospitality Properties                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1940 | NS      | $158653.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                   | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     20410 | NS      | $148788.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent, Inc                                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2353 | NS      | $233158.77    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp         | Federal Agricultural Mortgage Corp (FAMC)                                   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       574 | NS      | $64695.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                   | AvidXchange Holdings, Inc                                                   | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17400 | NS      | $172956.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                        | Repay Holdings Corp                                                         | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15480 | NS      | $124614.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunities Investment Corp                                        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13040 | NS      | $195991.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                | Heartland Financial USA, Inc                                                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      2610 | NS      | $121678.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      8070 | NS      | $110639.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      5880 | NS      | $96726.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo, Inc                                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      7300 | NS      | $107748.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings, Inc                                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3044 | NS      | $167724.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp            | Zurn Water Solutions Corp                                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      8035 | NS      | $169940.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia, Inc                                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1070 | NS      | $224357.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks, Inc                                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     13622 | NS      | $249418.82    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                     | Horizon Bancorp                                                             | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      2940 | NS      | $44335.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Schweitzer-Mauduit International, Inc                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      4260 | NS      | $89034.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                     | Option Care Health, Inc                                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7430 | NS      | $223568.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

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