# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046874
**Filing Date:** 2023-2
**Character Count:** 170938
**Document Hash:** 3addf094cf6b07c21ac70692b57b83a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046874.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046874

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683442

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### SPDR(R) S & P 600 Small Cap Value ETF (Series ID: S000006974)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000019027 | SPDR(R) S & P 600 Small Cap Value ETF | SLYV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR(R) S & P 600 Small Cap Value ETF

- **b. EDGAR series identifier (if any):** S000006974

- **c. LEI of Series:** 54930083GEURQVBVY896

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4134315706.72

**Total Liabilities:** $194928190.74

**Net Assets:** $3939387515.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019027 | 14.37%               | 3.94%                | -6.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13295570.19             | $485860542.56                              |
| Month 2  | $290297.30               | $149719461.41                              |
| Month 3  | $41444620.96             | $-357747379.01                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KAR Auction Services Inc                   | KAR Auction Services Inc                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |   1023479 | NS      | $13356400.95  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                                                  | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     69396 | NS      | $4635652.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix Inc                                                                | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    259077 | NS      | $9850107.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                 | Zumiez Inc                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    146393 | NS      | $3182583.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                              | ModivCare Inc                                                               | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |    119617 | NS      | $10733233.41  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     47656 | NS      | $3861565.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet Inc                             | HomeStreet Inc                                                              | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167149 | NS      | $4609969.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                            | LendingTree Inc                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |    102139 | NS      | $2178624.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co                                                         | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    240263 | NS      | $8911354.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    455222 | NS      | $16815900.68  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                                                        | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    219794 | NS      | $5798165.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |   1195874 | NS      | $20210270.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                        | Viavi Solutions Inc                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |   1021054 | NS      | $10731277.54  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    960509 | NS      | $14484475.72  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                            | 3D Systems Corp                                                             | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |   1232589 | NS      | $9121158.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Viad Corp                                  | Viad Corp                                                                   | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |    194222 | NS      | $4737074.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    104353 | NS      | $848389.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                             | DMC Global Inc                                                              | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    174360 | NS      | $3389558.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    180385 | NS      | $12919173.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                  | Universal Electronics Inc                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |    113270 | NS      | $2357148.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |   1193178 | NS      | $25748781.24  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     59530 | NS      | $5015997.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp/VA                                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    230741 | NS      | $12185432.21  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    343682 | NS      | $31687480.40  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |    176803 | NS      | $21099670.02  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                     | DXP Enterprises Inc/TX                                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148155 | NS      | $4081670.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The               | Hain Celestial Group Inc/The                                                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    839389 | NS      | $13581314.02  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc              | Motorcar Parts of America Inc                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |    182496 | NS      | $2164402.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Vector Group Ltd                           | Vector Group Ltd                                                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    692427 | NS      | $8212184.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    466252 | NS      | $6135876.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                      | Orion Office REIT Inc                                                       | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |    532278 | NS      | $4545654.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                       | Simulations Plus Inc                                                        | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49717 | NS      | $1818150.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                        | Payoneer Global Inc                                                         | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1069204 | NS      | $5848545.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc                           | Barnes Group Inc                                                            | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    475275 | NS      | $19414983.75  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    202538 | NS      | $7250860.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers Inc                                           | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |    441304 | NS      | $7916993.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    463921 | NS      | $18552200.79  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                                  | Adeia Inc                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    987354 | NS      | $9360115.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    249799 | NS      | $8543125.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group Inc                                           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    145828 | NS      | $3001140.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc   | Consolidated Communications Holdings Inc                                    | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    694059 | NS      | $2484731.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc                                               | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |    775106 | NS      | $9998867.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerence Inc                                | Cerence Inc                                                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    370098 | NS      | $6857915.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                                                            | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    212019 | NS      | $3852385.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                                                                | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |    227891 | NS      | $6522240.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                                                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     60890 | NS      | $1820611.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Pathward Financial Inc                     | Pathward Financial Inc                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     75732 | NS      | $3260262.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                 | Inogen Inc                                                                  | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    215420 | NS      | $4245928.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                           | AMC Networks Inc                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    263420 | NS      | $4127791.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                   | Children's Place Inc/The                                                    | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |    122396 | NS      | $4457662.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Kelly Services Inc                         | Kelly Services Inc                                                          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    325072 | NS      | $5493716.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139647 | NS      | $8741902.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                | New York Mortgage Trust Inc                                                 | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |   3487091 | NS      | $8926952.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Corp                               | Veritiv Corp                                                                | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |    126729 | NS      | $15424186.59  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                | Trinseo PLC                                                                 | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |    328632 | NS      | $7463232.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                                                    | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291064 | NS      | $13354016.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp                                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     70129 | NS      | $3263102.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    263803 | NS      | $4613914.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     80977 | NS      | $4208374.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |   1338041 | NS      | $31403822.27  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    275121 | NS      | $7521808.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                     | Anika Therapeutics Inc                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     65923 | NS      | $1951320.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc            | Four Corners Property Trust Inc                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |    260171 | NS      | $6746234.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    596886 | NS      | $17124659.34  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                 | Cutera Inc                                                                  | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     48661 | NS      | $2151789.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                                                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288534 | NS      | $22644148.32  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                                                       | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |   1007236 | NS      | $8722663.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories NV                       | Core Laboratories NV                                                        | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |    226594 | NS      | $4593060.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust Inc                          | Redwood Trust Inc                                                           | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |   1065241 | NS      | $7201029.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                  | Xperi Inc                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    391995 | NS      | $3375076.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                                                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    281941 | NS      | $5323046.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    143616 | NS      | $4070077.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    761503 | NS      | $11049408.53  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                | Agiliti Inc                                                                 | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172278 | NS      | $2809854.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield PLC                    | Cushman & Wakefield PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1527561 | NS      | $19033410.06  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Calavo Growers Inc                         | Calavo Growers Inc                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166617 | NS      | $4898539.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                         | Ready Capital Corp                                                          | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |    924320 | NS      | $10296924.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    281094 | NS      | $6588843.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                    | 8x8 Inc                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    566813 | NS      | $2448632.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA Inc                                   | CEVA Inc                                                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     84981 | NS      | $2173813.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                        | Nektar Therapeutics                                                         | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    918501 | NS      | $2075812.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    600509 | NS      | $4479797.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                               | Leslie's Inc                                                                | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    487627 | NS      | $5953925.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Laboratories Inc                      | Mesa Laboratories Inc                                                       | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     17883 | NS      | $2972333.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection Inc                   | Resources Connection Inc                                                    | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301326 | NS      | $5538371.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                           | Green Plains Inc                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    557219 | NS      | $16995179.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc                                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    258076 | NS      | $2733024.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc          | KKR Real Estate Finance Trust Inc                                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |    539193 | NS      | $7527134.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies Inc                   | OraSure Technologies Inc                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    682428 | NS      | $3289302.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    354717 | NS      | $10687623.21  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    578807 | NS      | $26243109.38  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    164938 | NS      | $7318299.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                                                        | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    181127 | NS      | $2494118.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                            | OptimizeRx Corp                                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67684 | NS      | $1137091.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE               | Eagle Pharmaceuticals Inc/DE                                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     32317 | NS      | $944625.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                                                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    953764 | NS      | $20181646.24  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                          | Sleep Number Corp                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    206771 | NS      | $5371910.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168779 | NS      | $13416242.71  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc                                          | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |    853093 | NS      | $12173637.11  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group Inc                           | Movado Group Inc                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    149347 | NS      | $4816440.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                       | Global Net Lease Inc                                                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |    975448 | NS      | $12261381.36  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    121690 | NS      | $7945140.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    468547 | NS      | $17645480.02  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Surmodics Inc                              | Surmodics Inc                                                               | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     61813 | NS      | $2109059.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                            | MillerKnoll Inc                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    710095 | NS      | $14919095.95  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    152196 | NS      | $4877881.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                        | Avid Technology Inc                                                         | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    127946 | NS      | $3402084.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PetMed Express Inc                         | PetMed Express Inc                                                          | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |    198098 | NS      | $3506334.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    308101 | NS      | $10330626.53  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp                                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    978525 | NS      | $24296775.75  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                              | B&G Foods Inc                                                               | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    673506 | NS      | $7509591.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |     52165 | NS      | $2122072.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiovascular Systems Inc                 | Cardiovascular Systems Inc                                                  | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    393643 | NS      | $5361417.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    410963 | NS      | $14412472.41  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals Inc                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    531811 | NS      | $3930083.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    311480 | NS      | $12072964.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                            | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |    436286 | NS      | $4205797.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust                                        | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |     41733 | NS      | $1991916.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     86087 | NS      | $3904045.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    227466 | NS      | $3264137.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                                                           | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    221152 | NS      | $5999853.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc              | Consensus Cloud Solutions Inc                                               | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53106 | NS      | $2854978.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerspace                                | Centerspace                                                                 | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |    141629 | NS      | $8309373.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    154742 | NS      | $8154903.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone and Data Systems Inc                                              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    937994 | NS      | $9839557.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor Inc                                                           | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    292457 | NS      | $7127177.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    147535 | NS      | $14619243.15  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                                                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |   1122816 | NS      | $14383272.96  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     84376 | NS      | $4123455.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    118762 | NS      | $4274244.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    394838 | NS      | $5515886.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontdoor Inc                              | Frontdoor Inc                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    367605 | NS      | $7646184.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31074 | NS      | $2049019.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                                                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    217111 | NS      | $13667137.45  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                | iRobot Corp                                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |    255854 | NS      | $12314253.02  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    948325 | NS      | $17629361.75  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd             | James River Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    352011 | NS      | $7360550.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    177589 | NS      | $6199631.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    238927 | NS      | $11263018.78  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                               | NuVasive Inc                                                                | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    489980 | NS      | $20206775.20  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    114448 | NS      | $20514804.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59373 | NS      | $2231831.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences Inc                                                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    104720 | NS      | $5571104.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |    136989 | NS      | $24708705.93  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Axos Financial Inc                         | Axos Financial Inc                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    230809 | NS      | $8821519.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                              | Dril-Quip Inc                                                               | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    149848 | NS      | $4071370.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp/The                                                             | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    229322 | NS      | $3299943.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    449351 | NS      | $14248920.21  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries Inc                      | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     42216 | NS      | $3933686.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    146047 | NS      | $12945606.08  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp                       | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    189262 | NS      | $4277321.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp            | Franklin Street Properties Corp                                             | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |    863425 | NS      | $2357150.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    769890 | NS      | $11440565.40  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    109219 | NS      | $6828371.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo Inc                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    213543 | NS      | $3151894.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   1637302 | NS      | $22856735.92  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                        | Designer Brands Inc                                                         | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    477844 | NS      | $4673314.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Bed Bath & Beyond Inc                      | Bed Bath & Beyond Inc                                                       | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    439617 | NS      | $1103438.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                    | First Financial Bancorp                                                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    401083 | NS      | $9718241.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |   1967660 | NS      | $16115135.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    575992 | NS      | $14998831.68  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                                                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    652061 | NS      | $10980707.24  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                                                         | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |    892405 | NS      | $12806011.75  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    854632 | NS      | $14033057.44  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                                                           | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160913 | NS      | $3847429.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                                                      | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    525792 | NS      | $8375866.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                  | iStar Inc                                                                   | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |    814742 | NS      | $6216481.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals Inc                                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    464032 | NS      | $5749356.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |   1257657 | NS      | $11293759.86  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    233628 | NS      | $9391845.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                                                   | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    422617 | NS      | $7370440.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                                                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    470888 | NS      | $10618524.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Inc/The                                                    | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    121662 | NS      | $4048911.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                                                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |   1069948 | NS      | $14101914.64  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                      | ProPetro Holding Corp                                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    912209 | NS      | $9459607.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     52030 | NS      | $2093166.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                                                          | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289305 | NS      | $3457194.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc          | Computer Programs and Systems Inc                                           | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     62862 | NS      | $1711103.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    504471 | NS      | $4111438.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc                                 | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    154513 | NS      | $8396236.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    265707 | NS      | $13288007.07  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     82960 | NS      | $7259829.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Harsco Corp                                | Harsco Corp                                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    746854 | NS      | $4697711.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    107650 | NS      | $9963007.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                                                | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    136706 | NS      | $2116208.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Mativ Holdings Inc                                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    516335 | NS      | $10791401.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     36015 | NS      | $3688296.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |   1612400 | NS      | $9916260.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    404402 | NS      | $9228453.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                         | Avanos Medical Inc                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    437005 | NS      | $11825355.30  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    726176 | NS      | $24668198.72  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    397366 | NS      | $9238759.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Shake Shack Inc                            | Shake Shack Inc                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |    164780 | NS      | $6843313.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings Inc                                                      | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    298851 | NS      | $3735637.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance Inc                                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |   1215604 | NS      | $13079899.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp/Southern Pines NC            | First Bancorp/Southern Pines NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134200 | NS      | $5749128.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    415594 | NS      | $20600994.58  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |    489141 | NS      | $12962236.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   1370592 | NS      | $22546238.40  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                          | AngioDynamics Inc                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    367484 | NS      | $5060254.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57971 | NS      | $4560578.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                                                      | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     98859 | NS      | $2720599.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |    111674 | NS      | $5195074.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc               | Invesco Mortgage Capital Inc                                                | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |    182717 | NS      | $2325987.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Patrick Industries Inc                     | Patrick Industries Inc                                                      | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    202317 | NS      | $12260410.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    384363 | NS      | $14363645.31  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307496 | NS      | $6020771.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                 | Organogenesis Holdings Inc                                                  | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    664365 | NS      | $1787141.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                   | Hersha Hospitality Trust                                                    | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |    309248 | NS      | $2634792.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    434562 | NS      | $29550216.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    192393 | NS      | $6377827.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                | OneSpan Inc                                                                 | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |    169229 | NS      | $1893672.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                                                         | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    364756 | NS      | $3366697.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc                         | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |    133275 | NS      | $4735260.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree Inc                             | WisdomTree Inc                                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    444313 | NS      | $2421505.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                                                 | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |    811706 | NS      | $12800603.62  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS Inc                                    | GMS Inc                                                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    398493 | NS      | $19844951.40  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW Inc                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1037878 | NS      | $13181050.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                                                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     78044 | NS      | $7185511.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                                                              | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    139893 | NS      | $9768728.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                                                    | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     72912 | NS      | $2726908.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                 | Kaman Corp                                                                  | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    263305 | NS      | $5871701.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    330592 | NS      | $8823500.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279310 | NS      | $11021572.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    291433 | NS      | $16696196.57  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                        | Park Aerospace Corp                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     85889 | NS      | $1151771.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    431015 | NS      | $12934760.15  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                                                   | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54407 | NS      | $3931449.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc                                                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |   1977260 | NS      | $19100331.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings Inc                          | TTEC Holdings Inc                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     88704 | NS      | $3914507.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    276116 | NS      | $17190982.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust                                          | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |    835730 | NS      | $10354694.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus Inc                                  | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    131495 | NS      | $5822598.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    165411 | NS      | $5977953.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings Inc                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288334 | NS      | $5478346.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    153225 | NS      | $2350471.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                    | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    462175 | NS      | $13800545.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corp                                | Deluxe Corp                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    405334 | NS      | $6882571.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                              | HCI Group Inc                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     64967 | NS      | $2572043.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                             | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    237235 | NS      | $6932006.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                                                 | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    271598 | NS      | $4918639.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                                                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |    822427 | NS      | $14639200.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies Inc                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     77734 | NS      | $6804834.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    118777 | NS      | $5652597.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                      | Pennant Group Inc/The                                                       | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |    264970 | NS      | $2909370.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    161329 | NS      | $10591248.85  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc              | Urstadt Biddle Properties Inc                                               | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |    120635 | NS      | $2286033.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebix Inc                                   | Ebix Inc                                                                    | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |    220675 | NS      | $4404673.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp                    | Tompkins Financial Corp                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     42611 | NS      | $3305761.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        | 194402349 | NS      | $194402348.75 | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                                                     | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |    681732 | NS      | $12768840.36  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc                                              | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     88425 | NS      | $3165615.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                                                                | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272037 | NS      | $3998943.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Minerals International Inc         | Compass Minerals International Inc                                          | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    319796 | NS      | $13111636.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Inc                    | Ellington Financial Inc                                                     | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |    539551 | NS      | $6674245.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                            | SiriusPoint Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    798330 | NS      | $4710147.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc              | Hudson Pacific Properties Inc                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |   1205168 | NS      | $11726284.64  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc                                               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    397141 | NS      | $20865788.14  | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| LGI Homes Inc                              | LGI Homes Inc                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    192593 | NS      | $17834111.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN Holdings Inc                        | ADTRAN Holdings Inc                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    205865 | NS      | $3868203.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    258866 | NS      | $7268957.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                          | PC Connection Inc                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    106225 | NS      | $4981952.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                                                           | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    299927 | NS      | $13217782.89  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    384925 | NS      | $8044932.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group Inc                                                  | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    332944 | NS      | $20003275.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    349258 | NS      | $11804920.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     44649 | NS      | $7197865.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Point Mortgage Trust Inc           | Granite Point Mortgage Trust Inc                                            | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |    492002 | NS      | $2637130.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    439671 | NS      | $6955595.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    254940 | NS      | $10893586.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                    | Nu Skin Enterprises Inc                                                     | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    464463 | NS      | $19581760.08  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     72133 | NS      | $5736016.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   1028846 | NS      | $6574325.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco Inc                                                                 | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |    116646 | NS      | $5368048.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc                                            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |   1341127 | NS      | $9897517.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30069 | NS      | $4369927.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     47558 | NS      | $1781047.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chuy's Holdings Inc                        | Chuy's Holdings Inc                                                         | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77836 | NS      | $2202758.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                                                           | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |   1166696 | NS      | $12775321.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp                                   | AAR Corp                                                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    313241 | NS      | $14064520.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |   1215293 | NS      | $9175462.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125193 | NS      | $5399574.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                      | Hawaiian Holdings Inc                                                       | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    483148 | NS      | $4957098.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                                                 | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |   1004580 | NS      | $7253067.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                                                  | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    286461 | NS      | $5926878.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                 | Heska Corp                                                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     95641 | NS      | $5945044.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp                                                           | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |   1737455 | NS      | $23733635.30  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                             | FormFactor Inc                                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    723822 | NS      | $16090563.06  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    260877 | NS      | $13205593.74  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                                                          | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    621699 | NS      | $27615869.58  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc             | National Presto Industries Inc                                              | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47724 | NS      | $3267185.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                        | Douglas Elliman Inc                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    633693 | NS      | $2579130.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |    143863 | NS      | $4869762.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Edge Properties                      | Urban Edge Properties                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |    540758 | NS      | $7619280.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinity Industries Inc                     | Trinity Industries Inc                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    313600 | NS      | $9273152.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    401633 | NS      | $5506388.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                 | Zimvie Inc                                                                  | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |    196115 | NS      | $1831714.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                              | CoreCivic Inc                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |   1080582 | NS      | $12491527.92  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                                                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    284768 | NS      | $28553687.36  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                 | RPT Realty                                                                  | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |    801182 | NS      | $8043867.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    156859 | NS      | $7728442.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                                                 | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     56519 | NS      | $3855726.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida                                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    309513 | NS      | $9653710.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| El Pollo Loco Holdings Inc                 | El Pollo Loco Holdings Inc                                                  | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    184495 | NS      | $1837570.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    572791 | NS      | $8007618.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc           | Atlas Air Worldwide Holdings Inc                                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |    133195 | NS      | $13426056.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co Inc                             | Gannett Co Inc                                                              | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |   1372881 | NS      | $2786948.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Perdoceo Education Corp                    | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    233528 | NS      | $3246039.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                                                              | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    316023 | NS      | $3204473.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    521454 | NS      | $12123805.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                                                          | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |   1372954 | NS      | $22763577.32  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    229503 | NS      | $16074390.12  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp                                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    157343 | NS      | $5949138.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust      | Industrial Logistics Properties Trust                                       | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |    616182 | NS      | $2014915.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                                                             | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |   1175614 | NS      | $5784020.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    399888 | NS      | $1403606.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120465 | NS      | $5067962.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |    101977 | NS      | $3036875.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    270724 | NS      | $7260817.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    255916 | NS      | $5189976.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                                              | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    119495 | NS      | $11047312.75  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                        | RE/MAX Holdings Inc                                                         | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    171463 | NS      | $3196070.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    346512 | NS      | $6971821.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    480759 | NS      | $3932608.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                                                              | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    254882 | NS      | $6507137.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                      | B Riley Financial Inc                                                       | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76733 | NS      | $2624268.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group             | California Water Service Group                                              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    195814 | NS      | $11874160.96  | 0.30%             |  |  |  | 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        |    313123 | NS      | $14284671.26  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    525796 | NS      | $19764671.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                                                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113603 | NS      | $3882950.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     56419 | NS      | $2596402.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    288030 | NS      | $7284278.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                            | NeoGenomics Inc                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1186973 | NS      | $10967630.52  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp            | Comtech Telecommunications Corp                                             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    260057 | NS      | $3157091.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                | Unisys Corp                                                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    637078 | NS      | $3255468.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |   1520759 | NS      | $5778884.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     26126 | NS      | $3699441.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    424573 | NS      | $21504622.45  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     64766 | NS      | $3278454.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods Inc                   | United Natural Foods Inc                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    548007 | NS      | $21213350.97  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    174710 | NS      | $10756894.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor Inc                                                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    716402 | NS      | $13991331.06  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                              | Tredegar Corp                                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    236449 | NS      | $2416508.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    163865 | NS      | $5733636.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49688 | NS      | $3028483.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    146978 | NS      | $9993034.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                                                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    366300 | NS      | $12373614.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                   | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |   1554824 | NS      | $11334666.96  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    464779 | NS      | $10648086.89  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   1913224 | NS      | $11823724.32  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical Inc                       | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188033 | NS      | $3860317.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                               | Vericel Corp                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    190781 | NS      | $5025171.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                                                   | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |   1005690 | NS      | $12591238.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp Inc                                                 | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    892925 | NS      | $28180713.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co                                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    470827 | NS      | $7476732.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    470238 | NS      | $7942319.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet Inc                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    458200 | NS      | $8627906.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    106184 | NS      | $9318707.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries Inc                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     85279 | NS      | $3000115.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     81665 | NS      | $2028558.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust                                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |    458651 | NS      | $5627647.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     32702 | NS      | $2659326.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    117266 | NS      | $6182263.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                   | CIRCOR International Inc                                                    | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    191335 | NS      | $4584386.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                                                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    417236 | NS      | $4927557.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                                                 | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    287760 | NS      | $7536434.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |   2591179 | NS      | $25963613.58  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc                                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     31280 | NS      | $5988243.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                             | Joint Corp/The                                                              | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53301 | NS      | $745147.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |    456368 | NS      | $6092512.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                                                      | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     58907 | NS      | $3805392.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                      | Brookline Bancorp Inc                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    722158 | NS      | $10218535.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     55002 | NS      | $6500136.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                                                        | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196364 | NS      | $5537464.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |    258028 | NS      | $18301926.04  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| ODP Corp/The                               | ODP Corp/The                                                                | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378858 | NS      | $17253193.32  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp                                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    133918 | NS      | $3171178.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services Inc                                                      | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |    114349 | NS      | $1607746.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                      | FARO Technologies Inc                                                       | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    176478 | NS      | $5190217.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    222815 | NS      | $2562372.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                | Berkshire Hills Bancorp Inc                                                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    177729 | NS      | $5314097.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |    100470 | NS      | $4372454.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    213608 | NS      | $7399381.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                                                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    544699 | NS      | $7184579.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart Inc                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    235239 | NS      | $14297826.42  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc                                          | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164634 | NS      | $9397308.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    214463 | NS      | $6944311.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                | Apollo Medical Holdings Inc                                                 | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    373114 | NS      | $11040443.26  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                  | Minerals Technologies Inc                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    304968 | NS      | $18517656.96  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |    117567 | NS      | $4543964.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     89954 | NS      | $7045197.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     58083 | NS      | $11209438.17  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    546707 | NS      | $5395998.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    202347 | NS      | $6317273.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    475469 | NS      | $7849993.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    311319 | NS      | $21312898.74  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    696220 | NS      | $8354640.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                                                    | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    219744 | NS      | $10534527.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                                | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    693321 | NS      | $30741853.14  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp                                                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |    299346 | NS      | $27339270.18  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     89708 | NS      | $3988417.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                                                       | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |    327691 | NS      | $5220117.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |   1225987 | NS      | $6779708.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    147905 | NS      | $6460490.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     26890 | NS      | $4164454.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                                                     | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    295675 | NS      | $11345049.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179340 | NS      | $2821018.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    152540 | NS      | $7184634.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    181674 | NS      | $4623603.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    287621 | NS      | $8755183.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc               | Community Health Systems Inc                                                | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1177377 | NS      | $5086268.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc            | Rayonier Advanced Materials Inc                                             | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    601216 | NS      | $5771673.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    563052 | NS      | $13428790.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    787322 | NS      | $13045925.54  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     74926 | NS      | $6413665.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                               | Artivion Inc                                                                | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    378992 | NS      | $4593383.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences Inc                    | Coherus Biosciences Inc                                                     | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    297287 | NS      | $2354513.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group Inc                                                           | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    610865 | NS      | $6426299.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                                                        | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    213480 | NS      | $8680096.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    133664 | NS      | $6494733.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunity Investments Corp                                         | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |   1170420 | NS      | $17591412.60  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    740138 | NS      | $8089708.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    191176 | NS      | $2563670.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    783833 | NS      | $6764478.79   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings Inc                                                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    535795 | NS      | $16931122.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products Inc                | Standard Motor Products Inc                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    176311 | NS      | $6135622.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203628 | NS      | $5571262.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    253292 | NS      | $9761873.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    687977 | NS      | $21987744.92  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc                                           | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    173571 | NS      | $6151356.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc                                  | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1076548 | NS      | $8418605.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                         | Varex Imaging Corp                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    374976 | NS      | $7612012.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                      | Independent Bank Corp                                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    205869 | NS      | $17381519.67  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                        | Digital Turbine Inc                                                         | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    304829 | NS      | $4645593.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                                                         | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    251408 | NS      | $12414527.04  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    507122 | NS      | $8859421.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   4664677 | NS      | $24676141.33  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    581929 | NS      | $15904119.57  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    346510 | NS      | $6438155.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                       | WW International Inc                                                        | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    503718 | NS      | $1944351.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International Inc                                                    | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     38601 | NS      | $1763679.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                     | American Woodmark Corp                                                      | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    156240 | NS      | $7633886.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                  | SMART Global Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |    456882 | NS      | $6798404.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Caleres Inc                                | Caleres Inc                                                                 | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    342692 | NS      | $7635177.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc              | Capitol Federal Financial Inc                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1213631 | NS      | $10497908.15  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    388728 | NS      | $11051537.04  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    257781 | NS      | $11904326.58  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     69451 | NS      | $7393753.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                             | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    331545 | NS      | $10025920.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     89935 | NS      | $3020017.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295639 | NS      | $13362882.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc                                      | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    186657 | NS      | $5220796.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                     | Forrester Research Inc                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    105600 | NS      | $3776256.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    158737 | NS      | $2154061.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc                                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    707432 | NS      | $15110747.52  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |   6042641 | NS      | $6043849.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                                                    | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    216165 | NS      | $2516160.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | N/A              | DE               |  | BM        |     17916 | NS      | $589436.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International Inc                  | Brinker International Inc                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    413767 | NS      | $13203304.97  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer