# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046949
**Filing Date:** 2023-2
**Character Count:** 129114
**Document Hash:** f3251a481106d9dff391cb48d8c9ad49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046949.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046949

**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:** 23683622

**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 Growth ETF (Series ID: S000006990)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000019043 | SPDR(R) S & P 600 Small Cap Growth ETF | SLYG            |

## 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 Growth ETF

- **b. EDGAR series identifier (if any):** S000006990

- **c. LEI of Series:** 549300LKXS11U5S11F10

**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:** $2300142507.56

**Total Liabilities:** $89827760.40

**Net Assets:** $2210314747.16

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019043 | 10.02%               | 4.36%                | -6.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18413864.27             | $179610162.28                              |
| Month 2  | $-2334014.09             | $97220768.53                               |
| Month 3  | $-231473087.96           | $65220519.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc                                               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156874 | NS      | $4993299.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                                                  | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     41918 | NS      | $2800122.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     38416 | NS      | $3112848.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    893564 | NS      | $11366134.08  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    309242 | NS      | $5142694.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                                                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     84348 | NS      | $7437806.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    133980 | NS      | $13790561.40  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co                                                         | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    123704 | NS      | $4588181.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    569720 | NS      | $5987757.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                          | Inter Parfums Inc                                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86364 | NS      | $8335853.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                                                           | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     68407 | NS      | $8905907.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     71268 | NS      | $579408.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations Inc                                                         | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    290413 | NS      | $5215817.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    147515 | NS      | $3650996.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    165111 | NS      | $11825249.82  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    332180 | NS      | $10799171.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     40668 | NS      | $3426685.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares Inc                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236598 | NS      | $16303968.18  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc                                              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    280999 | NS      | $12437015.74  | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp                            | Ranger Oil Corp                                                             | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     92537 | NS      | $3741270.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                           | Vector Group Ltd                                                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    280198 | NS      | $3323148.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    210615 | NS      | $21655434.30  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                       | Simulations Plus Inc                                                        | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53259 | NS      | $1947681.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                        | Payoneer Global Inc                                                         | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    415456 | NS      | $2272544.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                | REX American Resources Corp                                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75092 | NS      | $2392431.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     96332 | NS      | $3448685.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers Inc                                           | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |    277765 | NS      | $4983104.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group Inc                                           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     81339 | NS      | $1673956.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                                                            | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     82340 | NS      | $1496117.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                                                                | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |        33 | NS      | $944.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                                                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     32616 | NS      | $975218.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    100328 | NS      | $4319120.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167834 | NS      | $10506408.40  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp                                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     78231 | NS      | $3640088.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    349396 | NS      | $6110936.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     51036 | NS      | $2652340.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                                                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207360 | NS      | $9003571.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    195627 | NS      | $5348442.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                                                       | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    165581 | NS      | $3013574.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Anika Therapeutics Inc                     | Anika Therapeutics Inc                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     42658 | NS      | $1262676.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries Inc                                                        | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    100660 | NS      | $10940735.40  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222027 | NS      | $8572462.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc            | Four Corners Property Trust Inc                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |    272062 | NS      | $7054567.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                 | Cutera Inc                                                                  | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     61938 | NS      | $2738898.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories NV                       | Core Laboratories NV                                                        | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |    112055 | NS      | $2271354.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals Inc                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    463379 | NS      | $8618849.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                                                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    170520 | NS      | $3219417.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     73972 | NS      | $2096366.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box Inc                                                         | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |    101933 | NS      | $6954888.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    230221 | NS      | $6344890.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                | Agiliti Inc                                                                 | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72576 | NS      | $1183714.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc                               | Harmonic Inc                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    510311 | NS      | $6685074.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    176962 | NS      | $4147989.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                | ARMOUR Residential REIT Inc                                                 | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |    639600 | NS      | $3600948.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                    | 8x8 Inc                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    248627 | NS      | $1074068.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA Inc                                   | CEVA Inc                                                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     68429 | NS      | $1750413.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    349832 | NS      | $11876796.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                        | Nektar Therapeutics                                                         | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    475753 | NS      | $1075201.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Leslie's Inc                               | Leslie's Inc                                                                | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466423 | NS      | $5695024.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Laboratories Inc                      | Mesa Laboratories Inc                                                       | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     15041 | NS      | $2499964.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corp                         | Park National Corp                                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     70020 | NS      | $9855315.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197900 | NS      | $5962727.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     93678 | NS      | $4156492.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                                                        | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    207579 | NS      | $2858362.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| OptimizeRx Corp                            | OptimizeRx Corp                                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48158 | NS      | $809054.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Pharmaceuticals Inc/DE               | Eagle Pharmaceuticals Inc/DE                                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     36065 | NS      | $1054179.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                                                      | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265040 | NS      | $4977451.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    276743 | NS      | $19543590.66  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71168 | NS      | $5657144.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                                                 | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     91525 | NS      | $3532865.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     98001 | NS      | $6398485.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                              | Surmodics Inc                                                               | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     35953 | NS      | $1226716.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                                                  | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32559 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Cohu Inc                                   | Cohu Inc                                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    154853 | NS      | $4963038.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                        | Avid Technology Inc                                                         | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     94816 | NS      | $2521157.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Laredo Petroleum Inc                       | Laredo Petroleum Inc                                                        | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     81373 | NS      | $4184199.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                                                    | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    188269 | NS      | $15014452.75  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |     35611 | NS      | $1448655.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128706 | NS      | $13499972.34  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                | Tootsie Roll Industries Inc                                                 | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     85811 | NS      | $3652974.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    187390 | NS      | $23616761.70  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77108 | NS      | $5857123.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |    155578 | NS      | $18997629.58  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    221479 | NS      | $8584526.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust                                        | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |     41407 | NS      | $1976356.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143543 | NS      | $7102507.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     98702 | NS      | $4476135.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    126932 | NS      | $1821474.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |    162472 | NS      | $3769350.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    261636 | NS      | $9332556.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc              | Consensus Cloud Solutions Inc                                               | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58080 | NS      | $3122380.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                                                          | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    648056 | NS      | $14542376.64  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     67844 | NS      | $3575378.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearfield Inc                             | Clearfield Inc                                                              | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     55304 | NS      | $5206318.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor Inc                                                           | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    123224 | NS      | $3002968.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                               | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    169160 | NS      | $16762064.40  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     67939 | NS      | $3320178.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    180899 | NS      | $15517516.22  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     85664 | NS      | $3083047.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    248572 | NS      | $3472550.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor Inc                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    205058 | NS      | $4265206.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc            | Aerojet Rocketdyne Holdings Inc                                             | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    366442 | NS      | $20495101.06  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                                                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    148280 | NS      | $9334226.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                                                         | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     74499 | NS      | $7925203.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp                             | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    203536 | NS      | $7105441.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    192513 | NS      | $9075062.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     48168 | NS      | $8634114.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60900 | NS      | $2289231.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    139538 | NS      | $5333142.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    251259 | NS      | $14555433.87  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    154315 | NS      | $2924269.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                              | Dril-Quip Inc                                                               | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     86972 | NS      | $2363029.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     50649 | NS      | $4719473.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     72260 | NS      | $6405126.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    134584 | NS      | $3041598.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |    135418 | NS      | $13724614.30  | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     87993 | NS      | $5501322.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo Inc                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    204203 | NS      | $3014036.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Bed Bath & Beyond Inc                      | Bed Bath & Beyond Inc                                                       | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    144752 | NS      | $363327.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc                           | StoneX Group Inc                                                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     83348 | NS      | $7943064.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                                                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    252460 | NS      | $6117105.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                                                         | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136884 | NS      | $11069809.08  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    321312 | NS      | $8366964.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                                                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    713588 | NS      | $12016821.92  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     53133 | NS      | $8652709.05   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371740 | NS      | $7144842.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals Inc                                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    406934 | NS      | $5041912.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    154318 | NS      | $6083215.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                                                    | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    131506 | NS      | $3186390.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Inc/The                                                    | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    102172 | NS      | $3400284.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global Inc                                                              | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60254 | NS      | $7972809.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     77990 | NS      | $7759225.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     30718 | NS      | $1235785.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Computer Programs and Systems Inc          | Computer Programs and Systems Inc                                           | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     36540 | NS      | $994618.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA Inc                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    173093 | NS      | $19919542.44  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    154416 | NS      | $8390965.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     56677 | NS      | $4959804.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    182483 | NS      | $5113173.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    123442 | NS      | $11424557.10  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                                                | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     76300 | NS      | $1181124.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     39439 | NS      | $4038947.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc                                                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    120055 | NS      | $4135894.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                    | Lakeland Financial Corp                                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122724 | NS      | $8955170.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                     | American Vanguard Corp                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    134584 | NS      | $2921818.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    154059 | NS      | $3581871.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     95761 | NS      | $3976954.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co/The                                                    | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    407258 | NS      | $15488021.74  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings Inc                                                      | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    212496 | NS      | $2656200.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience Inc                                                     | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    211759 | NS      | $7032516.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC            | First Bancorp/Southern Pines NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103660 | NS      | $4440794.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    295540 | NS      | $14649917.80  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54629 | NS      | $4297663.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40069 | NS      | $9065611.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                                                      | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     43337 | NS      | $1192634.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd                                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |    107480 | NS      | $3070703.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     36743 | NS      | $1709284.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc               | Invesco Mortgage Capital Inc                                                | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     77004 | NS      | $980260.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International Inc              | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    146682 | NS      | $8390210.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    121083 | NS      | $4013901.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                | OneSpan Inc                                                                 | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     93223 | NS      | $1043165.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                                                             | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270917 | NS      | $7688624.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                                                         | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202826 | NS      | $1872083.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc                         | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |    127436 | NS      | $4527801.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    301859 | NS      | $1645131.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    219744 | NS      | $7800912.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                                                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     40154 | NS      | $3696978.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                                                              | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     95484 | NS      | $6667647.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                                                    | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     64821 | NS      | $2424305.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                      | Cara Therapeutics Inc                                                       | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |    218468 | NS      | $2346346.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan International Inc                    | Titan International Inc                                                     | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    246420 | NS      | $3775154.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    127840 | NS      | $7323953.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    596889 | NS      | $20789643.87  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                        | Park Aerospace Corp                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     55693 | NS      | $746843.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings Inc                          | TTEC Holdings Inc                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     45678 | NS      | $2015770.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    147975 | NS      | $9212923.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     62512 | NS      | $2768031.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     85136 | NS      | $3076815.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc                                           | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    157632 | NS      | $2500043.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Express Inc                      | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    146564 | NS      | $2248291.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    520260 | NS      | $18635713.20  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    388374 | NS      | $11596847.64  | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| ESCO Technologies Inc                      | ESCO Technologies Inc                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     85060 | NS      | $7446152.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    108716 | NS      | $5173794.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    135580 | NS      | $8900827.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    220053 | NS      | $16754835.42  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc              | Urstadt Biddle Properties Inc                                               | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |     89825 | NS      | $1702183.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                           | Badger Meter Inc                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |    141690 | NS      | $15448460.70  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     39077 | NS      | $3031593.66   | 0.14%             |  |  |  | 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        |  89541542 | NS      | $89541541.50  | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc                                              | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     68355 | NS      | $2447109.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    158948 | NS      | $12614113.28  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    182881 | NS      | $11431891.31  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc                                               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181386 | NS      | $9530020.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                        | ADTRAN Holdings Inc                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    235996 | NS      | $4434364.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                          | AeroVironment Inc                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |    120927 | NS      | $10358606.82  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    128109 | NS      | $3597300.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169916 | NS      | $5206226.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    206356 | NS      | $4312840.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                | Blucora Inc                                                                 | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    231784 | NS      | $5917445.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    334036 | NS      | $11290416.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     42728 | NS      | $6888180.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                               | Griffon Corp                                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    229204 | NS      | $8203211.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    119888 | NS      | $12331679.68  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     39600 | NS      | $3148992.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165528 | NS      | $10461369.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28778 | NS      | $4182306.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     22648 | NS      | $848167.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                        | Chuy's Holdings Inc                                                         | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47008 | NS      | $1330326.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    269569 | NS      | $25503923.09  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                  | SJW Group                                                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129148 | NS      | $10485526.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71866 | NS      | $6690005.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    303978 | NS      | $4027708.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67140 | NS      | $2895748.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    150546 | NS      | $14842330.14  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International Inc                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     51840 | NS      | $2348870.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                                                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    336125 | NS      | $14342453.75  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    208074 | NS      | $10497333.30  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group Inc                                                           | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | N/A              | DE               |  | US        |       155 | NS      | $103.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    183708 | NS      | $10002900.60  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    124005 | NS      | $6277133.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     63892 | NS      | $4767621.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC Inc                                                                     | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    402744 | NS      | $3580394.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |    131735 | NS      | $4459229.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp Inc                        | Stellar Bancorp Inc                                                         | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    215166 | NS      | $6338790.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278732 | NS      | $5513318.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                                                              | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    298560 | NS      | $5024764.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |    292897 | NS      | $4126918.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    232460 | NS      | $6873842.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    574317 | NS      | $6110732.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                               | Agilysys Inc                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     95795 | NS      | $7581216.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                                    | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |    177783 | NS      | $22795336.26  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                                                 | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     32847 | NS      | $2240822.34   | 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        |    185870 | NS      | $5797285.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc                      | Veeco Instruments Inc                                                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    248879 | NS      | $4624171.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319600 | NS      | $4468008.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                     | iTeos Therapeutics Inc                                                      | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118842 | NS      | $2320984.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc           | Atlas Air Worldwide Holdings Inc                                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     56168 | NS      | $5661734.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Perdoceo Education Corp                    | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    204844 | NS      | $2847331.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                                                              | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    176327 | NS      | $1787955.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP Industries Inc                         | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    299508 | NS      | $23736009.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    214111 | NS      | $751529.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120361 | NS      | $5063587.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     42965 | NS      | $1279497.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                             | LCI Industries                                                              | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     61498 | NS      | $5685490.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    246420 | NS      | $4957970.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc        | Allscripts Healthcare Solutions Inc                                         | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    528852 | NS      | $9328949.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    275255 | NS      | $16240045.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                                                        | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |    122126 | NS      | $5515210.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                      | B Riley Financial Inc                                                       | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37940 | NS      | $1297548.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group             | California Water Service Group                                              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    164544 | NS      | $9977948.16   | 0.45%             |  |  |  | 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        |    174748 | NS      | $7972003.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77608 | NS      | $3985946.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group Inc                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    341544 | NS      | $13706160.72  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                                                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130256 | NS      | $4452150.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     64671 | NS      | $2976159.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    131564 | NS      | $3327253.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                                                  | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32559 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Alamo Group Inc                            | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     36327 | NS      | $5143903.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     52133 | NS      | $2638972.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                                                      | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72492 | NS      | $10852777.32  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                              | St Joe Co/The                                                               | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    163782 | NS      | $6330174.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     66336 | NS      | $2321096.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                          | PDF Solutions Inc                                                           | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |    142908 | NS      | $4075736.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences Inc                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252359 | NS      | $5218784.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    603923 | NS      | $3732244.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                                                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    367198 | NS      | $9293781.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                             | TechTarget Inc                                                              | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    130606 | NS      | $5754500.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                               | Vericel Corp                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    130325 | NS      | $3432760.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings Inc                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143547 | NS      | $7909439.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     85460 | NS      | $7499969.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     77591 | NS      | $1927360.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     26372 | NS      | $2144571.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     55796 | NS      | $2941565.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     65968 | NS      | $11010059.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc                                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     16798 | NS      | $3215809.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                             | Joint Corp/The                                                              | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42889 | NS      | $599588.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                                                      | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     46815 | NS      | $3024249.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     57534 | NS      | $6799368.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                                                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110424 | NS      | $2917402.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |    297066 | NS      | $21070891.38  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp                                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     91400 | NS      | $2164352.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services Inc                                                      | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     72018 | NS      | $1012573.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    213083 | NS      | $2450454.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                | Berkshire Hills Bancorp Inc                                                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    126432 | NS      | $3780316.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     58283 | NS      | $2536476.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    140020 | NS      | $4850292.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc                                          | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121985 | NS      | $6962903.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    205158 | NS      | $6643016.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International Inc                                                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    170773 | NS      | $6241753.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                                                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     64210 | NS      | $4937106.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    459963 | NS      | $21075504.66  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     60612 | NS      | $2342653.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     61404 | NS      | $4809161.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     43084 | NS      | $8314781.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    171499 | NS      | $4556728.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO Inc                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    182263 | NS      | $4133724.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     61304 | NS      | $2725575.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                                                       | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |    214812 | NS      | $3421955.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    516615 | NS      | $2856880.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                | South Jersey Industries Inc                                                 | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    595292 | NS      | $21150724.76  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    154656 | NS      | $6755374.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     29392 | NS      | $4551939.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109919 | NS      | $1729025.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    145960 | NS      | $6874716.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    293457 | NS      | $13636946.79  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    181682 | NS      | $4623806.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                                                         | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130256 | NS      | $7686406.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    243404 | NS      | $13460241.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                                               | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |    170215 | NS      | $8090318.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast Inc                               | Medifast Inc                                                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     52934 | NS      | $6105936.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345368 | NS      | $5722747.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     74894 | NS      | $6410926.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                | Livent Corp                                                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    868163 | NS      | $17250398.81  | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences Inc                    | Coherus Biosciences Inc                                                     | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    159381 | NS      | $1262297.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     91200 | NS      | $4431408.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks Inc                                                        | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    635674 | NS      | $11639190.94  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                   | XPEL Inc                                                                    | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     94866 | NS      | $5697651.96   | 0.26%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    120392 | NS      | $4639907.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc                                           | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    113746 | NS      | $4031158.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    114905 | NS      | $9701429.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries Inc                                                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    176629 | NS      | $3926462.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                        | Digital Turbine Inc                                                         | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    279079 | NS      | $4253163.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                                                         | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    114856 | NS      | $5671589.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    291129 | NS      | $5409176.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International Inc                                                    | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     41857 | NS      | $1912446.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                 | uniQure NV                                                                  | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |    199380 | NS      | $4519944.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co                           | Boise Cascade Co                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    190959 | NS      | $13113154.53  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                   | AAON Inc                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203409 | NS      | $15320765.88  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics Inc                                                    | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    463700 | NS      | $9417747.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride Inc                                 | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    197860 | NS      | $6189060.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |    241537 | NS      | $11951250.76  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                  | Zynex Inc                                                                   | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105152 | NS      | $1462664.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL Energy Inc                          | CONSOL Energy Inc                                                           | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    158642 | NS      | $10311730.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     66436 | NS      | $7072776.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                                                  | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    290054 | NS      | $7553006.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    239694 | NS      | $16320764.46  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    104085 | NS      | $1412433.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    636078 | NS      | $16379008.50  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |   3719756 | NS      | $3720499.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                                                    | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     83952 | NS      | $977201.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                                                            | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    175167 | NS      | $22496697.81  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                                                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    299850 | NS      | $4128934.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88809 | NS      | $12216566.04  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer