# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-020015
**Filing Date:** 2026-2
**Character Count:** 138783
**Document Hash:** 92db846d56a0b856fcb87c27d40a2e19
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020015.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020015

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689804

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**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

### State Street(R) SPDR(R) S&P SmallCap 600 ESG ETF (Series ID: S000074035)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000231370 | State Street(R) SPDR(R) S&P SmallCap 600 ESG ETF | ESIX            |

## 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 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

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

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

- **a. Name of Series:** State Street(R) SPDR(R) S&P SmallCap 600 ESG ETF

- **b. EDGAR series identifier (if any):** S000074035

- **c. LEI of Series:** 549300VVKT2KDT75EY90

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $7075744.29

**Total Liabilities:** $732.81

**Net Assets:** $7075011.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231370 | -2.17%               | 2.68%                | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42944.07                | $-200978.85                                |
| Month 2  | $847.65                  | $175191.80                                 |
| Month 3  | $37396.59                | $-32627.34                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                         | ADMA Biologics Inc                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $31682.88     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       452 | NS      | $19119.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       295 | NS      | $4649.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       130 | NS      | $10262.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       513 | NS      | $9074.97      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       220 | NS      | $23579.60     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                 | ACADIA Pharmaceuticals Inc                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       916 | NS      | $24466.36     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |       955 | NS      | $19615.70     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       752 | NS      | $35953.12     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                     | Acushnet Holdings Corp                                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       199 | NS      | $15884.18     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       133 | NS      | $14282.87     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                  | Adeia Inc                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $13593.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       265 | NS      | $27419.55     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       442 | NS      | $17370.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       275 | NS      | $57576.75     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                               | Agilysys Inc                                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       186 | NS      | $22104.24     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       766 | NS      | $49200.18     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        79 | NS      | $13261.73     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |       532 | NS      | $10980.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       100 | NS      | $8527.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       331 | NS      | $24503.93     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       352 | NS      | $6663.36      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |       892 | NS      | $5717.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1157 | NS      | $30510.09     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       284 | NS      | $20584.32     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       144 | NS      | $5531.04      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       465 | NS      | $34535.55     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       261 | NS      | $6989.58      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       249 | NS      | $13239.33     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       152 | NS      | $5534.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      1603 | NS      | $18995.55     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       162 | NS      | $12018.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      1284 | NS      | $33409.68     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa Inc                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       357 | NS      | $37956.24     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       791 | NS      | $11066.09     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc                              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |       552 | NS      | $3654.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc             | Armstrong World Industries Inc                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       316 | NS      | $60387.60     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1010 | NS      | $67053.90     | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc      | Artisan Partners Asset Management Inc                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       518 | NS      | $21103.32     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       143 | NS      | $33251.79     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       166 | NS      | $7191.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp             | Atlantic Union Bankshares Corp                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1037 | NS      | $36606.10     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       355 | NS      | $3986.65      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       229 | NS      | $18397.86     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                           | Badger Meter Inc                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       216 | NS      | $37672.56     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       237 | NS      | $36346.32     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       151 | NS      | $16009.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                                            | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |       320 | NS      | $21606.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       975 | NS      | $18807.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                        | Bank of Hawaii Corp                                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       288 | NS      | $19690.56     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       544 | NS      | $24246.08     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       251 | NS      | $15727.66     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       264 | NS      | $11288.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                      | Beacon Financial Corp                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       608 | NS      | $16032.96     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                              | BGC Group Inc                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      2616 | NS      | $23360.88     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       158 | NS      | $6225.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                              | BlackLine Inc                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       364 | NS      | $20125.56     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc              | Blackstone Mortgage Trust Inc                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |      1154 | NS      | $22076.02     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       595 | NS      | $3671.15      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       268 | NS      | $19724.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       223 | NS      | $39352.81     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box Inc                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      1056 | NS      | $31584.96     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       320 | NS      | $25078.40     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      1198 | NS      | $3498.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International Inc                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       324 | NS      | $46500.48     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       183 | NS      | $6701.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       302 | NS      | $10044.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       199 | NS      | $15261.31     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials Inc                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       122 | NS      | $35810.66     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       210 | NS      | $9002.70      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                              | Cable One Inc                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        33 | NS      | $3724.05      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       333 | NS      | $26496.81     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                  | California Resources Corp                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       574 | NS      | $25663.54     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       433 | NS      | $18761.89     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                  | Calix Inc                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       437 | NS      | $23130.41     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Topgolf Callaway Brands Corp                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1025 | NS      | $11961.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      1630 | NS      | $58940.80     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                               | Cargurus Inc                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       592 | NS      | $22703.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       415 | NS      | $5063.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       265 | NS      | $8593.95      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals Inc                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       848 | NS      | $19792.32     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       495 | NS      | $23953.05     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $33672.18     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |       120 | NS      | $8006.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |        65 | NS      | $2089.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       384 | NS      | $11208.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       203 | NS      | $6325.48      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       394 | NS      | $15436.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       190 | NS      | $11276.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                | Certara Inc                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $7497.31      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       334 | NS      | $16860.32     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Inc/The                                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       261 | NS      | $16268.13     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $12754.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       343 | NS      | $7981.61      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                | Enovis Corp                                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       426 | NS      | $11348.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc             | Community Financial System Inc                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       383 | NS      | $21999.52     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       580 | NS      | $13444.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       221 | NS      | $8972.60      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                      | Core Laboratories Inc                                      | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |       326 | NS      | $5225.78      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                           | QuidelOrtho Corp                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       489 | NS      | $13965.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       312 | NS      | $1853.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       156 | NS      | $3962.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                               | Artivion Inc                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       305 | NS      | $13911.05     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       230 | NS      | $16817.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                          | DXC Technology Co                                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1287 | NS      | $18854.55     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       849 | NS      | $20172.24     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       339 | NS      | $7569.87      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      1496 | NS      | $13404.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $9177.45      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       339 | NS      | $16726.26     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       193 | NS      | $9011.17      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       203 | NS      | $25007.57     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                  | DoubleVerify Holdings Inc                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $11234.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                         | Douglas Emmett Inc                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      1230 | NS      | $13517.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       708 | NS      | $10889.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       210 | NS      | $4498.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc                         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       326 | NS      | $6907.94      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       337 | NS      | $5745.85      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                      | Element Solutions Inc                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1663 | NS      | $41558.37     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       446 | NS      | $5298.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $6907.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       166 | NS      | $9022.10      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                     | Energizer Holdings Inc                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       448 | NS      | $8910.72      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                  | Enpro Inc                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       153 | NS      | $32761.89     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      1447 | NS      | $42918.02     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                   | Etsy Inc                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       722 | NS      | $40027.68     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       461 | NS      | $13410.49     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks Inc                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       978 | NS      | $16283.70     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       895 | NS      | $12413.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       291 | NS      | $16237.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       443 | NS      | $48105.37     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1153 | NS      | $23901.69     | 0.34%             |  |  |  | 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        |       303 | NS      | $15389.37     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       754 | NS      | $12712.44     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       727 | NS      | $18189.54     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       904 | NS      | $22871.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                       | Fortrea Holdings Inc                                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |       676 | NS      | $11661.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                           | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $3825.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       316 | NS      | $5406.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc                              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |       578 | NS      | $5797.34      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       279 | NS      | $26652.87     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                               | Freshpet Inc                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       358 | NS      | $21812.94     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor Inc                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       530 | NS      | $30575.70     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       392 | NS      | $23308.32     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1320 | NS      | $25515.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       985 | NS      | $15878.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      2911 | NS      | $26286.33     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       229 | NS      | $8328.73      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       386 | NS      | $10564.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $10827.36     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       419 | NS      | $47309.29     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo Inc                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       524 | NS      | $2441.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       144 | NS      | $3915.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       321 | NS      | $37027.35     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       230 | NS      | $10750.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp                                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       288 | NS      | $21211.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                | Grocery Outlet Holding Corp                                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $7049.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        91 | NS      | $35790.30     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       220 | NS      | $3685.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       504 | NS      | $21188.16     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       209 | NS      | $5649.27      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc  | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |       921 | NS      | $28947.03     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                               | Harmonic Inc                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       816 | NS      | $8070.24      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings Inc                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $10964.06     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                | Enviri Corp                                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       595 | NS      | $10662.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                       | Hayward Holdings Inc                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $22587.90     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       993 | NS      | $6226.11      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       729 | NS      | $20907.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                  | Hertz Global Holdings Inc                                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |       950 | NS      | $4883.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                   | Highwoods Properties Inc                                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       806 | NS      | $20810.92     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       519 | NS      | $16462.68     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       320 | NS      | $10860.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       929 | NS      | $10181.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       301 | NS      | $13900.18     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                    | IAC Inc                                                    | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       478 | NS      | $18689.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       179 | NS      | $25537.93     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                         | Crescent Energy Co                                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $15009.71     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       365 | NS      | $26674.20     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       260 | NS      | $15386.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       226 | NS      | $18412.22     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       182 | NS      | $13930.28     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                | Inspire Medical Systems Inc                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       195 | NS      | $17984.85     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       165 | NS      | $42799.35     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       513 | NS      | $10254.87     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp                         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       489 | NS      | $6073.38      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       258 | NS      | $20234.94     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       422 | NS      | $11782.24     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $59855.44     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       333 | NS      | $30922.38     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |       435 | NS      | $7399.35      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       497 | NS      | $53005.05     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                       | JetBlue Airways Corp                                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      2108 | NS      | $9591.40      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                             | JBT Marel Corp                                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       379 | NS      | $57103.93     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       282 | NS      | $9912.30      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                 | Kadant Inc                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        87 | NS      | $24796.74     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $13553.48     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       556 | NS      | $15795.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                | Kennedy-Wilson Holdings Inc                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       875 | NS      | $8461.25      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       632 | NS      | $13543.76     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       828 | NS      | $16899.48     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $3818.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       382 | NS      | $25219.64     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                        | Krystal Biotech Inc                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       188 | NS      | $46349.52     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       386 | NS      | $17586.16     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       302 | NS      | $11255.54     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       983 | NS      | $10813.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       434 | NS      | $21517.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       144 | NS      | $27226.08     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1235 | NS      | $54994.55     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        77 | NS      | $9075.99      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       469 | NS      | $13774.53     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                     | Lumen Technologies Inc                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6893 | NS      | $53558.61     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       193 | NS      | $24694.35     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       114 | NS      | $24909.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                                      | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |       590 | NS      | $8779.20      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       530 | NS      | $22069.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                    | Magnolia Oil & Gas Corp                                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1349 | NS      | $29529.61     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       929 | NS      | $10256.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       153 | NS      | $19020.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       228 | NS      | $28169.40     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       233 | NS      | $6085.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       593 | NS      | $10335.99     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc               | Medical Properties Trust Inc                               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      3582 | NS      | $17910.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $13219.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       432 | NS      | $38076.48     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       516 | NS      | $33952.80     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       166 | NS      | $11786.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                            | MillerKnoll Inc                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       503 | NS      | $9194.84      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies Inc                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       226 | NS      | $13774.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $4188.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                 | Mueller Water Products Inc                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      1151 | NS      | $27416.82     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       685 | NS      | $4212.75      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $15943.68     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                              | N-able Inc/US                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $4091.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                             | NCR Voyix Corp                                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      1032 | NS      | $10526.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       557 | NS      | $22720.03     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                            | NCR Atleos Corp                                            | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |       535 | NS      | $20388.85     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $10566.78     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       582 | NS      | $15027.24     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       502 | NS      | $13584.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       300 | NS      | $14022.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                   | DNOW Inc                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1372 | NS      | $18179.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $16383.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       321 | NS      | $13154.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       116 | NS      | $29586.96     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       333 | NS      | $15084.90     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Organon & Co                               | Organon & Co                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1908 | NS      | $13680.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $24970.29     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       272 | NS      | $4811.68      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $8281.60      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       192 | NS      | $25873.92     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc              | Papa John's International Inc                              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       237 | NS      | $9122.13      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       372 | NS      | $13072.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      2527 | NS      | $15439.97     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global Inc                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      2135 | NS      | $11998.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       831 | NS      | $9406.92      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                      | Penguin Solutions Inc                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |       362 | NS      | $7080.72      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                     | Penn Entertainment Inc                                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $13761.75     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust                         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |       643 | NS      | $8069.65      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       440 | NS      | $12905.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       154 | NS      | $5753.44      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co Inc                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |       916 | NS      | $32582.12     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       283 | NS      | $17741.27     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       121 | NS      | $41104.91     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      1078 | NS      | $11394.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       198 | NS      | $29106.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries Inc                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        69 | NS      | $21995.82     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $21838.26     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       291 | NS      | $8581.59      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       311 | NS      | $13360.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       963 | NS      | $19019.25     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       101 | NS      | $13868.31     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                  | Qorvo Inc                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       617 | NS      | $52142.67     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       327 | NS      | $5029.26      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       425 | NS      | $6107.25      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       988 | NS      | $35558.12     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |       919 | NS      | $5082.07      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       694 | NS      | $24442.68     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                          | Upbound Group Inc                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       368 | NS      | $6462.08      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      1005 | NS      | $35295.60     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                            | Robert Half Inc                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       727 | NS      | $19745.32     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       124 | NS      | $11354.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       445 | NS      | $24003.30     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc           | Ryman Hospitality Properties Inc                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       460 | NS      | $43525.20     | 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        |       274 | NS      | $10781.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                | H2O America                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       242 | NS      | $11855.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                       | SL Green Realty Corp                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       519 | NS      | $23806.53     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       825 | NS      | $15427.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       277 | NS      | $24689.01     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      3005 | NS      | $4086.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                                               | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |       354 | NS      | $4846.26      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       110 | NS      | $8570.10      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        63 | NS      | $4447.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       398 | NS      | $59727.86     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       151 | NS      | $5898.06      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                     | Schneider National Inc                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       370 | NS      | $9816.10      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $5125.99      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States              | Schrodinger Inc/United States                              | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |       407 | NS      | $7277.16      | 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        |       714 | NS      | $22433.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1075 | NS      | $44537.25     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $12073.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       633 | NS      | $46645.77     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       311 | NS      | $29218.45     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       294 | NS      | $23863.98     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co                           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       318 | NS      | $3676.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1065 | NS      | $20075.25     | 0.28%             |  |  |  | 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        |       679 | NS      | $13634.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                | SiTime Corp                                                | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $56510.40     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                         | Champion Homes Inc                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $34645.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       294 | NS      | $29520.54     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                 | SolarEdge Technologies Inc                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       437 | NS      | $12607.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       882 | NS      | $15487.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       214 | NS      | $6503.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                               | Sprinklr Inc                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |       887 | NS      | $6900.86      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                          | STAAR Surgical Co                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       360 | NS      | $8312.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       156 | NS      | $5748.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        89 | NS      | $19337.92     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       159 | NS      | $7530.24      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                        | StepStone Group Inc                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $34138.44     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       205 | NS      | $14403.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       339 | NS      | $32249.07     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       168 | NS      | $13473.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |       752 | NS      | $3662.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       586 | NS      | $4219.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                 | Sunrun Inc                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      1695 | NS      | $31188.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       417 | NS      | $20724.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       239 | NS      | $11507.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $19763.16     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       917 | NS      | $10105.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       493 | NS      | $10836.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                 | Tanger Inc                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       839 | NS      | $27997.43     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA Inc                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      1179 | NS      | $22884.39     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                               | Teleflex Inc                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       322 | NS      | $39296.88     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone and Data Systems Inc                             | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |       719 | NS      | $29479.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       131 | NS      | $9654.70      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                              | Teradata Corp                                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       687 | NS      | $20912.28     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                        | Terreno Realty Corp                                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |       754 | NS      | $44267.34     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                              | Tidewater Inc                                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       334 | NS      | $16870.34     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                               | Metallus Inc                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       260 | NS      | $4461.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        93 | NS      | $6744.36      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                      | TransMedics Group Inc                                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       250 | NS      | $30412.50     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       335 | NS      | $7902.65      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       588 | NS      | $15546.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       167 | NS      | $10459.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                            | TripAdvisor Inc                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       838 | NS      | $12201.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       240 | NS      | $8968.80      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $5414.23      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |       780 | NS      | $8190.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                       | UFP Technologies Inc                                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |        56 | NS      | $12433.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       109 | NS      | $8511.81      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       106 | NS      | $20447.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       894 | NS      | $27910.68     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $6034.10      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       446 | NS      | $15016.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                                            | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      1332 | NS      | $9337.32      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $6539.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       916 | NS      | $17578.04     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       442 | NS      | $12632.36     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      8238 | NS      | $8238.47      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                        | Verra Mobility Corp                                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1166 | NS      | $26130.06     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      1643 | NS      | $29278.26     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       585 | NS      | $31689.45     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $4353.66      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                        | Virtu Financial Inc                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       586 | NS      | $19525.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co                                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |        98 | NS      | $19296.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $14977.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                   | WaFd Inc                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $18641.46     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       639 | NS      | $11118.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                     | Werner Enterprises Inc                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       432 | NS      | $12964.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       296 | NS      | $9066.48      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       859 | NS      | $10471.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       601 | NS      | $10908.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                          | World Kinect Corp                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       402 | NS      | $9418.86      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                | Worthington Enterprises Inc                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       227 | NS      | $11706.39     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       706 | NS      | $9982.84      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       422 | NS      | $12824.58     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp            | Zurn Elkay Water Solutions Corp                            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      1085 | NS      | $50441.65     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       572 | NS      | $10965.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1204 | NS      | $33687.92     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       315 | NS      | $28309.05     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                    | Cushman & Wakefield Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1693 | NS      | $27409.67     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       246 | NS      | $8764.98      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                  | Gates Industrial Corp PLC                                  | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      1882 | NS      | $40406.54     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       266 | NS      | $4902.38      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       301 | NS      | $24946.88     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       273 | NS      | $6644.82      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer