# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-070474
**Filing Date:** 2023-3
**Character Count:** 158172
**Document Hash:** 31688a773a2930a2db54e776900b5873
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070474.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23771745

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

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

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

## Series and Classes Contracts Data

### TIAA-CREF Quant Small-Cap Equity Fund (Series ID: S000005386)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014657 | Institutional Class | TISEX           |
| C000014658 | Retail Class        | TCSEX           |
| C000014659 | Retirement Class    | TRSEX           |
| C000079570 | Premier Class       | TSRPX           |
| C000162563 | Advisor Class       | TSCHX           |
| C000202752 | Class W             | TSCWX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

- **b. EDGAR series identifier (if any):** S000005386

- **c. LEI of Series:** 5493008H8U7UF8JZVG45

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2799596430.00

**Total Liabilities:** $31268697.00

**Net Assets:** $2768327733.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202752 | 2.51%                | -5.68%               | 8.60%                |
| Class ID C000162563 | 2.46%                | -5.75%               | 8.59%                |
| Class ID C000014659 | 2.43%                | -5.75%               | 8.59%                |
| Class ID C000014658 | 2.47%                | -5.79%               | 8.61%                |
| Class ID C000014657 | 2.46%                | -5.69%               | 8.51%                |
| Class ID C000079570 | 2.48%                | -5.77%               | 8.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12142338.11             | $48166896.37                               |
| Month 2  | $-3264125.86             | $-154793852.47                             |
| Month 3  | $10249415.96             | $207780836.50                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MACOM Technology Solutions Holdings Inc    | MACOM Technology Solutions Holdings, Inc                                    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133830 | NS      | $8969286.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    416530 | NS      | $15307477.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                           | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    164810 | NS      | $3934014.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc               | Sinclair Broadcast Group, Inc (Class A)                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    344220 | NS      | $7101258.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104530 | NS      | $2240077.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream, Inc                                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    130224 | NS      | $3148816.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                | Model N, Inc                                                                | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |    172550 | NS      | $6843333.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                   | Stem, Inc                                                                   | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |    461250 | NS      | $4547925.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Rambus Inc                                 | Rambus, Inc                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    215090 | NS      | $8704692.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    152150 | NS      | $4071534.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent, Inc                                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     99602 | NS      | $10213189.08  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media, Inc                                                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    161230 | NS      | $3208477.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                      | Skyline Champion Corp                                                       | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170472 | NS      | $10049324.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide, Inc                                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    298280 | NS      | $4811256.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology, Inc                                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157960 | NS      | $4667718.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                        | Spirit Airlines, Inc                                                        | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |    297782 | NS      | $5907994.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                           | CarParts.com, Inc                                                           | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |    649960 | NS      | $4432727.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                             | Globalstar, Inc                                                             | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |   2542820 | NS      | $3585376.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Radius Global Infrastructure Inc           | Radius Global Infrastructure, Inc                                           | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |    518330 | NS      | $6981905.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    500840 | NS      | $6881541.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                      | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     70600 | NS      | $13267858.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |    231700 | NS      | $8843989.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial, Inc (Class A)                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   2282840 | NS      | $12601276.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      8190 | NS      | $5350608.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust, Inc                                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    436750 | NS      | $11128390.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                           | Bluebird Bio, Inc                                                           | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    765680 | NS      | $4862068.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp, Inc                                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    160373 | NS      | $3812066.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                  | Viridian Therapeutics, Inc                                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |    135220 | NS      | $4938234.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                 | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  19745000 | PA      | $19745000.00  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    273310 | NS      | $9027429.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                   | Chinook Therapeutics, Inc                                                   | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |    324740 | NS      | $8206179.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                    | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |    633710 | NS      | $4543700.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                              | BRP Group, Inc                                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240240 | NS      | $6882876.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     33440 | NS      | $3864660.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                           | LendingClub Corp                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    542160 | NS      | $5253530.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    180120 | NS      | $7855033.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                              | Rite Aid Corp                                                               | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |    331760 | NS      | $1210924.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PowerSchool Holdings Inc                   | PowerSchool Holdings, Inc                                                   | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279300 | NS      | $6289836.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                        | Tronox Holdings plc                                                         | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    458670 | NS      | $7866190.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp                                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75510 | NS      | $4483783.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc              | Janus International Group, Inc                                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    444840 | NS      | $4893240.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts, Inc                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    417500 | NS      | $6220750.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals, Inc                                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    210910 | NS      | $6382136.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                      | Carriage Services, Inc                                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75890 | NS      | $2460353.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries, Inc                                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    146234 | NS      | $3521314.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                                                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    171410 | NS      | $4029849.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                        | Gray Television, Inc                                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    222750 | NS      | $2886840.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                           | BGC Partners, Inc (Class A)                                                 | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |   1948600 | NS      | $8476410.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                              | Tellurian, Inc                                                              | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |   1528959 | NS      | $3042628.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Hims & Hers Health Inc                     | Hims & Hers Health, Inc                                                     | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    717300 | NS      | $5939244.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7 Inc                                 | Rapid7, Inc                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     51054 | NS      | $2035522.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                 | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    150400 | NS      | $7665888.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                  | Chegg, Inc                                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    393380 | NS      | $8166568.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                | Iovance Biotherapeutics, Inc                                                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |    689480 | NS      | $5488260.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    253400 | NS      | $13045032.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                         | Everi Holdings, Inc                                                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    481320 | NS      | $8360528.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc              | Intercept Pharmaceuticals, Inc                                              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    365710 | NS      | $6677864.60   | 0.24%             |  |  |  | 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        |    135731 | NS      | $4337962.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                             | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    304700 | NS      | $6776528.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                       | First Foundation, Inc                                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |    246650 | NS      | $3830474.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                       | First Advantage Corp                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    370700 | NS      | $5145316.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                         | Teekay Tankers Ltd                                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | US        |    152390 | NS      | $4676849.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                    | KBR, Inc                                                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    166540 | NS      | $8531844.20   | 0.31%             |  |  |  | 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        |    514770 | NS      | $5456562.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                            | Vital Farms, Inc                                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |    101400 | NS      | $1782612.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | Duolingo, Inc                                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89390 | NS      | $8535851.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    193180 | NS      | $2341341.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty, Inc                                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    272750 | NS      | $15696762.50  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     39000 | NS      | $5307120.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                        | Titan Machinery, Inc                                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |    132930 | NS      | $5840944.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc               | BioCryst Pharmaceuticals, Inc                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    412400 | NS      | $4350820.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries, Inc                                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    165350 | NS      | $15468492.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                | Karyopharm Therapeutics, Inc                                                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |    841140 | NS      | $2775762.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                   | Mersana Therapeutics, Inc                                                   | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |    809710 | NS      | $5327891.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151630 | NS      | $9727064.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group, Inc (Class A)                                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159839 | NS      | $13629471.53  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials, Inc                                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     43179 | NS      | $5838232.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp         | Federal Agricultural Mortgage Corp (FAMC)                                   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     28240 | NS      | $3755072.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse, Inc (Class A)                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    163120 | NS      | $16382141.60  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                 | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    312830 | NS      | $1639229.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                     | Option Care Health, Inc                                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    248940 | NS      | $7186897.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                     | Ideaya Biosciences, Inc                                                     | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |    265110 | NS      | $4514823.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc              | Shoals Technologies Group, Inc                                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    426620 | NS      | $11898431.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                        | Paramount Group, Inc                                                        | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    844540 | NS      | $5447283.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                  | Ribbon Communications, Inc                                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |    235616 | NS      | $827012.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical, Inc                                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    144197 | NS      | $4418196.08   | 0.16%             |  |  |  | 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        |  29934238 | NS      | $29934237.92  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     57910 | NS      | $5226377.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands, Inc                                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352636 | NS      | $8156470.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC, Inc                                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    740210 | NS      | $7342883.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    845090 | NS      | $8138216.70   | 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        |    153920 | NS      | $6500041.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                 | A-Mark Precious Metals, Inc                                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |    139540 | NS      | $5372290.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System, Inc                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303980 | NS      | $9396021.80   | 0.34%             |  |  |  | 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        |    336800 | NS      | $3462304.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc               | Broadmark Realty Capital, Inc                                               | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    657120 | NS      | $2878185.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons, Inc                                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    144588 | NS      | $5317946.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                 | Vishay Precision Group, Inc                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43409 | NS      | $1874400.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks, Inc                                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    324782 | NS      | $10568406.28  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                         | ADMA Biologics, Inc                                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1620590 | NS      | $5979977.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp           | Bluegreen Vacations Holding Corp                                            | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |     42580 | NS      | $1381295.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                     | Premier Financial Corp                                                      | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46180 | NS      | $1155423.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings, Inc                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    199677 | NS      | $11481427.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc         | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1591540 | NS      | $3039841.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                    | First Financial Corp                                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92990 | NS      | $4177110.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax, Inc                                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    186070 | NS      | $5814687.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc            | Sculptor Capital Management, Inc                                            | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |    183440 | NS      | $1704157.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    253710 | NS      | $2887219.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank/Portsmouth VA                   | Towne Bank                                                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    224160 | NS      | $6830155.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    146590 | NS      | $10459196.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                     | Laureate Education, Inc                                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    378160 | NS      | $4152196.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    225610 | NS      | $12243854.70  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                  | Intellia Therapeutics, Inc                                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     43630 | NS      | $1851657.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                | KnowBe4, Inc                                                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174110 | NS      | $4333597.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc           | Ryman Hospitality Properties                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    120550 | NS      | $11197889.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    265920 | NS      | $5044502.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp           | Peapack Gladstone Financial Corp                                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     55270 | NS      | $2049964.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp                                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     41870 | NS      | $2276471.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                               | Coursera, Inc                                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    475520 | NS      | $7584544.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                          | Overstock.com, Inc                                                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    168390 | NS      | $4076721.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                               | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |    194160 | NS      | $8449843.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    311310 | NS      | $6976457.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    790930 | NS      | $8897962.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     57668 | NS      | $3540815.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                       | Biglari Holdings, Inc (B Shares)                                            | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |     11900 | NS      | $1940533.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                 | Berry Petroleum Co LLC                                                      | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699710 | NS      | $6437332.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                                                       | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |    158670 | NS      | $2324515.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals, Inc                                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    387760 | NS      | $2977996.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                              | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |    137990 | NS      | $3433191.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunities Investment Corp                                        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    590060 | NS      | $9340649.80   | 0.34%             |  |  |  | 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        |     48300 | NS      | $2301495.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                | StoneCo Ltd                                                                 | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |    958340 | NS      | $10695074.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                       | Lakeland Bancorp, Inc                                                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    221270 | NS      | $4263872.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |    129750 | NS      | $10696590.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                   | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    921760 | NS      | $8212881.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                           | Trico Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40840 | NS      | $2064462.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                        | C4 Therapeutics, Inc                                                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253180 | NS      | $1972272.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial, Inc                                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    223910 | NS      | $10774549.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals, Inc                                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    156910 | NS      | $2430535.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                               | Denny's Corp                                                                | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    238440 | NS      | $2866048.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co (Class A)                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    273190 | NS      | $7911582.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                           | WideOpenWest, Inc                                                           | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    247270 | NS      | $2841132.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings, Inc                                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100820 | NS      | $4422973.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings, Inc                                                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    270510 | NS      | $3311042.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp, Inc                                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     48490 | NS      | $1568166.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                               | WesBanco, Inc                                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176100 | NS      | $6545637.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                            | EMCOR Group, Inc                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     27820 | NS      | $4124315.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                  | Zeta Global Holdings Corp                                                   | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    756670 | NS      | $6870563.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass, Inc                                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    664390 | NS      | $12789507.50  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion, Inc                                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     87110 | NS      | $5141232.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                   | Franklin Electric Co, Inc                                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     42300 | NS      | $3819690.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                          | Franklin Covey Co                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82180 | NS      | $3813152.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    158085 | NS      | $8384828.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    277510 | NS      | $7148657.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes, Inc                                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     81510 | NS      | $4874298.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Jaffray Cos                                                           | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     67240 | NS      | $9554804.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW, Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    533050 | NS      | $7484022.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     36640 | NS      | $4024537.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries, Inc                                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    202660 | NS      | $10355926.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                             | Immunovant, Inc                                                             | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269150 | NS      | $4782795.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal, Inc                                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261380 | NS      | $9268534.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                    | AbCellera Biologics, Inc                                                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |    168600 | NS      | $1775358.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    155020 | NS      | $7772702.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                      | ICF International, Inc                                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     72053 | NS      | $7363096.07   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                        | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    246600 | NS      | $12071070.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406650 | NS      | $4233226.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                                                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    290070 | NS      | $12771782.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                         | CTI BioPharma Corp                                                          | CUSIP: 12648L601<br>LEI: 549300RJTND7CT8R8853 | Long             | EC               | CORP              | US        |    988140 | NS      | $5464414.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Day One Biopharmaceuticals Inc             | Day One Biopharmaceuticals, Inc                                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235730 | NS      | $5131842.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Bonanza Creek Energy, Inc                                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     42970 | NS      | $2859653.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     97400 | NS      | $5193368.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats, Inc                                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49120 | NS      | $2976180.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                              | ModivCare, Inc                                                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     62670 | NS      | $6721984.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     57072 | NS      | $1996949.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                   | Sangamo Therapeutics Inc                                                    | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |   1088796 | NS      | $3799898.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings, Inc                                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     94950 | NS      | $7927375.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies, Inc                                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    101100 | NS      | $14478531.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc              | Deciphera Pharmaceuticals, Inc                                              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    348380 | NS      | $5925943.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                              | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    120960 | NS      | $5249664.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations, Inc                                                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    324970 | NS      | $7051849.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments, Inc                                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    293120 | NS      | $5821363.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                           | Safe Bulkers, Inc                                                           | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | US        |    749790 | NS      | $2466809.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| International Money Express Inc            | International Money Express Inc                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91520 | NS      | $2082995.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    360901 | NS      | $21989697.93  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                 | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     16770 | NS      | $8498700.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                | Progyny, Inc                                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240480 | NS      | $8270107.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    171498 | NS      | $12413025.24  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide, Inc                                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    228380 | NS      | $6378653.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore International Group, Inc                                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    154363 | NS      | $20105780.75  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                          | Kura Oncology, Inc                                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |    299530 | NS      | $4139504.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holding Corp                                                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    122980 | NS      | $8093313.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                             | Portillo's, Inc                                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306130 | NS      | $6906292.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy, Inc                                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    327586 | NS      | $13755336.14  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     94870 | NS      | $12490584.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                   | Super Micro Computer, Inc                                                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    152270 | NS      | $11013689.10  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co, Inc                                               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     61400 | NS      | $6576554.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks, Inc                                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    619810 | NS      | $11175174.30  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings, Inc                                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    426169 | NS      | $11391497.37  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                        | Editas Medicine, Inc                                                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |    278950 | NS      | $2758815.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                 | Amylyx Pharmaceuticals, Inc                                                 | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125610 | NS      | $4922655.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    356970 | NS      | $6454017.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc            | Rayonier Advanced Materials, Inc                                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    324700 | NS      | $2250171.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324980 | NS      | $5576656.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec, Inc                                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     64620 | NS      | $7303352.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                      | Alkami Technology, Inc                                                      | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214990 | NS      | $3519386.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield plc                                                     | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139330 | NS      | $2010531.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     85330 | NS      | $5232435.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                | Codexis, Inc                                                                | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435391 | NS      | $2677654.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International, Inc                                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    224553 | NS      | $10250844.45  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix, Inc                                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     98260 | NS      | $4248762.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group, Inc                                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    674170 | NS      | $14899157.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc      | Artisan Partners Asset Management, Inc                                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    264410 | NS      | $9735576.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                     | Horizon Bancorp                                                             | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |    143560 | NS      | $2245278.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                      | RAPT Therapeutics, Inc                                                      | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |    223080 | NS      | $6480474.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                     | Nurix Therapeutics, Inc                                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349820 | NS      | $4299287.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    281790 | NS      | $7478706.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                       | Sitio Royalties Corp                                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239258 | NS      | $6357085.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                             | CVR Energy, Inc                                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |    315710 | NS      | $10481572.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                       | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    170170 | NS      | $7256048.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co               | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    242991 | NS      | $11561511.78  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| AngioDynamics Inc                          | Angiodynamics, Inc                                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    112000 | NS      | $1458240.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                 | H&E Equipment Services, Inc                                                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     56520 | NS      | $2876302.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries, Inc                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     78775 | NS      | $9537289.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc               | Intra-Cellular Therapies, Inc                                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    223304 | NS      | $10700727.68  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                             | Sumo Logic, Inc                                                             | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |    700200 | NS      | $8283366.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     95269 | NS      | $1611951.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group, Inc                                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    114540 | NS      | $10881300.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    430470 | NS      | $12186605.70  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal, Inc                                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     78140 | NS      | $2226990.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                    | Target Hospitality Corp                                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284300 | NS      | $4365426.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                           | NMI Holdings, Inc                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    394825 | NS      | $9171784.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC          | International Game Technology plc                                           | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    416870 | NS      | $11026211.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                        | Health Catalyst, Inc                                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    198090 | NS      | $2753451.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel, Inc                                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     67204 | NS      | $2973104.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals, Inc                                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    461432 | NS      | $5315696.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                       | 1Life Healthcare, Inc                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472614 | NS      | $7557097.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods, Inc                                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     85580 | NS      | $4144639.40   | 0.15%             |  |  |  | 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        |       140 | NC      | $13575800.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                 | Evolus, Inc                                                                 | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |    467680 | NS      | $4859195.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties, Inc                                                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     19800 | NS      | $3331350.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp             | Evoqua Water Technologies Corp                                              | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    109020 | NS      | $5288560.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                               | Biohaven Ltd                                                                | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    356200 | NS      | $6799858.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    140324 | NS      | $2160989.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia, Inc                                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     52130 | NS      | $14220021.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | Qualys, Inc                                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     43050 | NS      | $4966248.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108790 | NS      | $6044372.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp                                                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    230080 | NS      | $14050985.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries, Inc                                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    168030 | NS      | $11014366.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    223990 | NS      | $11927467.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC              | Weatherford International Ltd                                               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |    278230 | NS      | $15825722.40  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics, Inc                                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    432930 | NS      | $7844691.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                            | EngageSmart, Inc                                                            | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321870 | NS      | $6340839.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    128550 | NS      | $15180469.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor, Inc                                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    272140 | NS      | $5372043.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc               | Victory Capital Holdings, Inc                                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |    192730 | NS      | $5712517.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks, Inc                                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    247440 | NS      | $3830371.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                        | Replimune Group, Inc                                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     79460 | NS      | $2212961.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                            | Foot Locker, Inc                                                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    222460 | NS      | $9679234.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp (Class A)                                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    267120 | NS      | $4997815.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125574 | NS      | $8140962.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                 | CareDx, Inc                                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |    146022 | NS      | $2181568.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128730 | NS      | $2954353.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                | Valaris Ltd                                                                 | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90260 | NS      | $6556486.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                 | Huron Consulting Group, Inc                                                 | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |    103570 | NS      | $7046902.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                         | LSB Industries, Inc                                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    285870 | NS      | $3633407.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    233800 | NS      | $9328620.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience, Inc                                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    162990 | NS      | $5541660.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    141700 | NS      | $6769009.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                          | Open Lending Corp                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    474790 | NS      | $4163908.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers, Inc                                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124422 | NS      | $3987725.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    550620 | NS      | $6690033.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co, Inc                                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    362490 | NS      | $12150664.80  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105196 | NS      | $11345388.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    196050 | NS      | $7018590.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp, Inc                                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    166300 | NS      | $7897587.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                             | Constellium SE                                                              | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |    612070 | NS      | $8893377.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients, Inc                                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     44970 | NS      | $4386373.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                   | AvidXchange Holdings, Inc                                                   | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    787260 | NS      | $8754331.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                           | Clear Secure, Inc                                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296060 | NS      | $9293323.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies, Inc                                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     96780 | NS      | $7259467.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                         | Cohen & Steers, Inc                                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     95040 | NS      | $6982588.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    545590 | NS      | $6214270.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Schweitzer-Mauduit International, Inc                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    192110 | NS      | $5294551.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144080 | NS      | $5878464.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                  | SMART Global Holdings, Inc                                                  | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    351540 | NS      | $6042972.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                       | Surgery Partners, Inc                                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    256470 | NS      | $8514804.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    993620 | NS      | $6518147.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                | Magnite, Inc                                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    284100 | NS      | $3431928.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv, Inc                                                                | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |    150670 | NS      | $7417484.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                 | Worthington Industries, Inc                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     81560 | NS      | $4638317.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                    | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    365890 | NS      | $6403075.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                           | QCR Holdings, Inc                                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     62405 | NS      | $3280006.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology, Inc                                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    491720 | NS      | $11255470.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare, Inc                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    223040 | NS      | $4242220.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    330990 | NS      | $4614000.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                               | Conduent, Inc                                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    514850 | NS      | $2455834.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56860 | NS      | $9178909.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare, Inc                                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    241560 | NS      | $6703290.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289860 | NS      | $7020409.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp             | Brookfield Infrastructure Corp                                              | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261759 | NS      | $11574982.98  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprout Social Inc                          | Sprout Social, Inc                                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159770 | NS      | $10220486.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                  | Rigel Pharmaceuticals, Inc                                                  | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |   1935500 | NS      | $3174220.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                        | Morphic Holding, Inc                                                        | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |    152810 | NS      | $5001471.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy, Inc (Class C)                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    267630 | NS      | $9043217.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                 | Nkarta, Inc                                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    396760 | NS      | $2114730.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                      | Helmerich & Payne, Inc                                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     62660 | NS      | $3035250.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                             | IVERIC bio, Inc                                                             | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |    273459 | NS      | $6316902.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                      | Alphatec Holdings Inc                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    557820 | NS      | $7262816.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                          | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    715140 | NS      | $8989309.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Holdings, Inc                                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    201330 | NS      | $7696845.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands, Inc                                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    190800 | NS      | $4626900.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                                         | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     88850 | NS      | $6824568.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems, Inc                                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     47273 | NS      | $4477225.83   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                   | Broadstone Net Lease, Inc                                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    422790 | NS      | $7656726.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                              | MannKind Corp                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    540660 | NS      | $2957410.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp, Inc                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    173620 | NS      | $5272839.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                 | Prometheus Biosciences, Inc                                                 | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $10229400.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    304090 | NS      | $7264710.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                      | Cytek Biosciences, Inc                                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    258020 | NS      | $3109141.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                    | Coherus Biosciences, Inc                                                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    385790 | NS      | $3271499.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors, Inc                                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146980 | NS      | $8586571.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    222280 | NS      | $6239399.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                   | Domo, Inc                                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    124840 | NS      | $1936268.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                           | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     91000 | NS      | $9058140.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue, Inc                                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159570 | NS      | $3132359.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    249560 | NS      | $4799038.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands, Inc                                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    355090 | NS      | $10070352.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Callaway Golf Co                                                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    258090 | NS      | $6320624.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp         | WillScot Mobile Mini Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    196070 | NS      | $9501552.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                               | PubMatic, Inc                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286080 | NS      | $4385606.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc                    | Privia Health Group, Inc                                                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    282370 | NS      | $7635284.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | Tenable Holdings, Inc                                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    324589 | NS      | $13058215.47  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods, Inc                                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    155190 | NS      | $8879971.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International, Inc                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     93170 | NS      | $2865909.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    132372 | NS      | $11046443.40  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global Inc                                                              | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54630 | NS      | $7281632.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc              | Ashford Hospitality Trust, Inc                                              | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    563680 | NS      | $3883755.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient, Inc                                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    120880 | NS      | $8962043.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                               | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    467010 | NS      | $8364149.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                          | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     62306 | NS      | $3538980.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo, Inc                                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    334990 | NS      | $5617782.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners, Inc                                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     40940 | NS      | $8797187.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                             | Brightcove, Inc                                                             | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |    206850 | NS      | $1311429.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties, Inc                                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    554810 | NS      | $4726981.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                | Clarus Corp                                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |    239530 | NS      | $2407276.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                             | Scansource, Inc                                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     52392 | NS      | $1725268.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                | Denbury, Inc                                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     86600 | NS      | $7515148.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    594140 | NS      | $11841210.20  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences, Inc                                                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182380 | NS      | $3944879.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                      | Commvault Systems, Inc                                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |    112140 | NS      | $6978472.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                 | Kforce, Inc                                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    100230 | NS      | $5625909.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    215250 | NS      | $6782527.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box, Inc                                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    433280 | NS      | $13860627.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                        | StepStone Group, Inc                                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152990 | NS      | $4465778.10   | 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        |    126980 | NS      | $2200563.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Lithium Inc                       | Piedmont Lithium, Inc                                                       | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55520 | NS      | $3810892.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                  | Esperion Thereapeutics, Inc                                                 | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |    640160 | NS      | $4071417.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Flywire Corp                               | Flywire Corp                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |    324150 | NS      | $8742325.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66970 | NS      | $3493824.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp            | Entravision Communications Corp (Class A)                                   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    577350 | NS      | $3752775.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT, Inc                                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    637720 | NS      | $11306775.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises, Inc (Class A)                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    165640 | NS      | $8913088.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment, Inc                                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    207180 | NS      | $8981253.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Oilfield Services, Inc                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    621810 | NS      | $9843252.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    139370 | NS      | $6624256.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                        | Repay Holdings Corp                                                         | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    697650 | NS      | $6795111.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA, Inc                                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    198210 | NS      | $23991338.40  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                 | Grid Dynamics Holdings, Inc                                                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    411020 | NS      | $5145970.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc               | Protagonist Therapeutics, Inc                                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150200 | NS      | $1996158.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                    | Olo, Inc                                                                    | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344580 | NS      | $2763531.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                                                | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    129710 | NS      | $2245280.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    218160 | NS      | $7762132.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International, Inc                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    436320 | NS      | $9315432.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin, Inc                                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137630 | NS      | $2755352.60   | 0.10%             |  |  |  | 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        |    136790 | NS      | $4743877.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp            | Zurn Water Solutions Corp                                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    232754 | NS      | $5088002.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                | Heartland Financial USA, Inc                                                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |    120660 | NS      | $5969050.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings, Inc                                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132683 | NS      | $6391340.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers, Inc                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    497990 | NS      | $9516588.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings, Inc                                                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178270 | NS      | $4483490.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    126720 | NS      | $9591436.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                    | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     93420 | NS      | $15937452.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global, Inc                                                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    631710 | NS      | $3764991.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                               | Phreesia, Inc                                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    235980 | NS      | $8846890.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                              | Immunogen, Inc                                                              | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |   1167390 | NS      | $5369994.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc             | Schnitzer Steel Industries, Inc (Class A)                                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |    184375 | NS      | $6239250.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                             | MRC Global, Inc                                                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    576021 | NS      | $7833885.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings, Inc                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    387660 | NS      | $6039742.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                 | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    147637 | NS      | $11189408.23  | 0.40%             |  |  |  | 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        |     69491 | NS      | $5036012.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    248510 | NS      | $10924499.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden CDT, Inc                                                             | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    170550 | NS      | $13829899.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                   | PROCEPT BioRobotics Corp                                                    | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141790 | NS      | $5514213.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    361330 | NS      | $7736075.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc              | Recursion Pharmaceuticals, Inc                                              | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    593170 | NS      | $4941106.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear, Inc                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    278650 | NS      | $11480380.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical, Inc                                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     64680 | NS      | $1816214.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Muffler, Inc                                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167800 | NS      | $8541020.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                     | Chesapeake Energy Corp                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    151270 | NS      | $13118134.40  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com, Inc                                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    351850 | NS      | $6016635.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                   | CommScope Holding Co, Inc                                                   | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    996070 | NS      | $8366988.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    264620 | NS      | $6329710.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    127890 | NS      | $5182102.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | Crocs, Inc                                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    106100 | NS      | $12919797.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    155130 | NS      | $3505938.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence BanCorp                                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    542280 | NS      | $13871522.40  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc              | Diamond Offshore Drilling, Inc                                              | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |    300440 | NS      | $3443042.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                           | Primo Water Corp                                                            | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |    627150 | NS      | $9814897.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations, Inc                                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    251330 | NS      | $11902988.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                         | Aspen Aerogels, Inc                                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177200 | NS      | $1860600.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                       | UFP Technologies, Inc                                                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     17280 | NS      | $1965254.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes plc                                                                | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    427400 | NS      | $12240736.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp                                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81449 | NS      | $1805724.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products, Inc                                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     49370 | NS      | $5435143.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                   | CBIZ, Inc                                                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |    202370 | NS      | $9630788.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                 | Insmed, Inc                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    349280 | NS      | $7519998.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                | Nordic American Tankers Ltd                                                 | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | US        |   2235060 | NS      | $6794582.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                              | Pagerduty, Inc                                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |    143090 | NS      | $4262651.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

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