# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046823
**Filing Date:** 2023-2
**Character Count:** 113363
**Document Hash:** b9232cec280de5fcc9d5d5d53a9b7009
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046823.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046823

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683379

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

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

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

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

## Series and Classes Contracts Data

### SPDR Russell 1000 Yield Focus ETF (Series ID: S000051787)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000162940 | SPDR Russell 1000 Yield Focus ETF | ONEY            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR Russell 1000 Yield Focus ETF

- **b. EDGAR series identifier (if any):** S000051787

- **c. LEI of Series:** 549300CI0TUJ2F2U6A41

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $869295184.41

**Total Liabilities:** $5000461.62

**Net Assets:** $864294722.79

**Cash Not Reported:** $199413.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162940 | 11.02%               | 7.15%                | -4.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $544207.63               | $81208685.13                               |
| Month 2  | $9336092.46              | $48243901.73                               |
| Month 3  | $3721884.38              | $-48948765.61                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Discover Financial Services                | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     31015 | NS      | $3034197.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     10227 | NS      | $1790031.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      8143 | NS      | $1018363.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                    | Dow Inc                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    199021 | NS      | $10028668.19  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     29952 | NS      | $1199877.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc             | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    111825 | NS      | $3125508.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc           | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     51545 | NS      | $2157158.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                         | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     47908 | NS      | $2826572.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    127601 | NS      | $4800349.62   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                               | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     18749 | NS      | $1253370.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                         | STORE Capital Corp                                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     59575 | NS      | $1909974.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                   | F&G Annuities & Life Inc                                                    | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8621 | NS      | $172506.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     15587 | NS      | $1619801.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     16022 | NS      | $210849.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                           | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     44074 | NS      | $7647279.74   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                | Viatris Inc                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    575060 | NS      | $6400417.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                               | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     18099 | NS      | $1974238.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     18161 | NS      | $2055825.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                   | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     49863 | NS      | $1395166.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                 | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    105546 | NS      | $6339092.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                        | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     46706 | NS      | $953269.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                 | Lazard Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |     45043 | NS      | $1561640.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                              | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     40373 | NS      | $5665543.09   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                   | Molson Coors Beverage Co                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     37954 | NS      | $1955390.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                  | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     61942 | NS      | $2285659.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                            | Ardagh Group SA                                                             | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |      6370 | NS      | $76599.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair PLC                                | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     44880 | NS      | $2018702.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                              | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     20827 | NS      | $680001.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    101161 | NS      | $12833284.46  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                  | News Corp                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     36025 | NS      | $655655.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     98551 | NS      | $11470350.89  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                          | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     24737 | NS      | $2058365.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                               | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     22913 | NS      | $1790650.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                       | AGNC Investment Corp                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    214614 | NS      | $2221254.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                          | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     50214 | NS      | $4210443.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     11271 | NS      | $1601496.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                          | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     12074 | NS      | $2716287.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                         | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     42947 | NS      | $1652171.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                       | Southern Copper Corp                                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     20633 | NS      | $1246026.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                              | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4883 | NS      | $692507.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                       | Everest Re Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     12817 | NS      | $4245887.59   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                           | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     35125 | NS      | $2067808.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                 | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     47565 | NS      | $2219858.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                       | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    182214 | NS      | $2509086.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                   | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     47633 | NS      | $1975340.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     26830 | NS      | $2515580.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                 | Enviva Inc                                                                  | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     12702 | NS      | $672824.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     23138 | NS      | $1973671.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                       | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     25610 | NS      | $1600625.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                              | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     32038 | NS      | $1169707.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp              | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     49270 | NS      | $2578791.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                       | Williams Cos Inc/The                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    110258 | NS      | $3627488.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                         | CNA Financial Corp                                                          | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      7130 | NS      | $301456.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                  | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     35525 | NS      | $1880693.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc             | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    135887 | NS      | $1168628.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     24415 | NS      | $5578583.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc               | Walgreens Boots Alliance Inc                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    267881 | NS      | $10008034.16  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     26922 | NS      | $2719122.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicom Group Inc                          | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     96551 | NS      | $7875665.07   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                  | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    358214 | NS      | $4266328.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14163 | NS      | $1029366.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                         | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     49249 | NS      | $1206600.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                               | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      9290 | NS      | $977865.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                              | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     27834 | NS      | $2845748.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                 | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     58185 | NS      | $5289016.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    177850 | NS      | $3199521.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     38049 | NS      | $1155548.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     34879 | NS      | $1403879.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                   | PPL Corp                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    101663 | NS      | $2970592.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     23674 | NS      | $909555.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                 | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     39641 | NS      | $5225080.21   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     18868 | NS      | $2340009.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                            | Hanesbrands Inc                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    163476 | NS      | $1039707.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    144155 | NS      | $2032585.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                  | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      9033 | NS      | $438913.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp                       | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    145855 | NS      | $1896115.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc              | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      9317 | NS      | $1346213.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     35299 | NS      | $1325477.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                      | Boston Properties Inc                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     14519 | NS      | $981194.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc             | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     62639 | NS      | $2150396.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                     | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    489292 | NS      | $2554104.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    160053 | NS      | $16658316.24  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     29766 | NS      | $914411.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                | Premier Inc                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55795 | NS      | $1951709.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      5712 | NS      | $281030.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    617675 | NS      | $9858093.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                      | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     98640 | NS      | $2943417.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc          | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     46237 | NS      | $1923459.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    112378 | NS      | $3575867.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     50272 | NS      | $4094151.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     61270 | NS      | $5688919.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     37629 | NS      | $3405424.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                         | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     37268 | NS      | $5905487.28   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc          | Gaming and Leisure Properties Inc                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     85903 | NS      | $4474687.27   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                       | Edison International                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     36567 | NS      | $2326392.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     33614 | NS      | $875308.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                               | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     26093 | NS      | $860025.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                           | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34145 | NS      | $1886852.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                          | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     38533 | NS      | $1923567.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                     | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     15433 | NS      | $1088643.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                            | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     72895 | NS      | $2232044.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                           | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     23371 | NS      | $1953114.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                         | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     27820 | NS      | $576986.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     37456 | NS      | $2285190.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     40732 | NS      | $9868956.28   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     21729 | NS      | $2296103.43   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     15162 | NS      | $756280.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                             | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     52848 | NS      | $3025019.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                           | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    142959 | NS      | $2413147.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                            | Tyson Foods Inc                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     71091 | NS      | $4425414.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                              | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     23713 | NS      | $2322214.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     61258 | NS      | $1546764.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     29891 | NS      | $3823357.81   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US              | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     13358 | NS      | $923572.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                 | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     56175 | NS      | $4001907.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust            | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |     13250 | NS      | $1338780.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4748 | NS      | $1095268.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     22629 | NS      | $1112441.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     53622 | NS      | $4077416.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                   | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     21716 | NS      | $5311299.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     95388 | NS      | $7651071.48   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                        | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     33027 | NS      | $3795462.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                             | Wendy's Co/The                                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     57350 | NS      | $1297830.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    139124 | NS      | $2423540.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     37673 | NS      | $4238212.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     10217 | NS      | $2397725.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                          | UWM Holdings Corp                                                           | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14928 | NS      | $49411.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                       | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     37189 | NS      | $3510641.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                         | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3848 | NS      | $55449.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                      | DuPont de Nemours Inc                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     84739 | NS      | $5815637.57   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                 | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     69423 | NS      | $1573819.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                 | Garmin Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     40600 | NS      | $3746974.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     44393 | NS      | $6616332.72   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     26271 | NS      | $3160138.59   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc              | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     33535 | NS      | $2814257.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc              | Robert Half International Inc                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     39816 | NS      | $2939615.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                           | Paramount Global                                                            | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      4617 | NS      | $90539.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                              | Huntsman Corp                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     94952 | NS      | $2609280.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     18189 | NS      | $1366357.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                         | Rithm Capital Corp                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |    204223 | NS      | $1668501.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     74227 | NS      | $7346246.19   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    284749 | NS      | $9094883.06   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    178287 | NS      | $2331993.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                     | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    136078 | NS      | $3589737.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                  | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     32484 | NS      | $1759658.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     55035 | NS      | $3485366.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     33929 | NS      | $1040941.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                         | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     47863 | NS      | $4676215.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                     | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     51154 | NS      | $7076132.82   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                          | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     21936 | NS      | $1581146.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH            | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     30712 | NS      | $4216143.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                          | Crane Holdings Co                                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     20405 | NS      | $2049682.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     10032 | NS      | $624592.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                    | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     37581 | NS      | $3581845.11   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     11817 | NS      | $445737.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                         | Douglas Emmett Inc                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     20203 | NS      | $316783.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                             | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     36484 | NS      | $1243739.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                             | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1083 | NS      | $336932.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                       | BWX Technologies Inc                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     20459 | NS      | $1188258.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                           | Life Storage Inc                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     12461 | NS      | $1227408.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                  | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     65601 | NS      | $1542935.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                       | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     56150 | NS      | $1870356.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                                 | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3313 | NS      | $247746.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                          | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    116492 | NS      | $2467300.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   4851041 | NS      | $4851040.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                       | Juniper Networks Inc                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    101591 | NS      | $3246848.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                            | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     57288 | NS      | $2265740.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc          | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     24291 | NS      | $1172283.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     15190 | NS      | $1007400.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp           | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     18549 | NS      | $1938741.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc              | Hudson Pacific Properties Inc                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |     20244 | NS      | $196974.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                     | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     18773 | NS      | $439288.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     59326 | NS      | $2434145.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                   | Essex Property Trust Inc                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      6588 | NS      | $1396128.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                           | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     47938 | NS      | $2720481.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                  | Spirit Realty Capital Inc                                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |     31379 | NS      | $1252963.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     30353 | NS      | $1675789.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                        | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     11166 | NS      | $578845.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     55460 | NS      | $3490097.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    147788 | NS      | $5719395.60   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     44216 | NS      | $2204167.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     30628 | NS      | $1749165.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     31833 | NS      | $662444.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                             | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6091 | NS      | $669888.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     94034 | NS      | $3784868.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                               | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    121028 | NS      | $3380312.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12107 | NS      | $797851.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                  | News Corp                                                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     11141 | NS      | $205440.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    174815 | NS      | $5744420.90   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     30628 | NS      | $231241.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc               | Apollo Global Management Inc                                                | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87359 | NS      | $5572630.61   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                      | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160991 | NS      | $1737092.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                   | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40725 | NS      | $676035.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                          | Kinder Morgan Inc                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    256153 | NS      | $4631246.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                  | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     54255 | NS      | $5555169.45   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                    | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     30889 | NS      | $1474331.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    134787 | NS      | $2783351.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                  | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     11932 | NS      | $1927256.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                          | Erie Indemnity Co                                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     11869 | NS      | $2952057.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                 | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     15683 | NS      | $3911340.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc               | Spectrum Brands Holdings Inc                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3422 | NS      | $208468.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                     | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     22312 | NS      | $1320870.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                     | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    175646 | NS      | $6082620.98   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                               | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     96371 | NS      | $2642492.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                           | FirstEnergy Corp                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    116374 | NS      | $4880725.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     29559 | NS      | $2478226.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                            | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     32404 | NS      | $3761132.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                  | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33175 | NS      | $1379416.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     24579 | NS      | $2185564.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                   | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      4830 | NS      | $645771.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     93067 | NS      | $3921843.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                       | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     86863 | NS      | $1550504.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     18778 | NS      | $1401026.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Co                     | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     11374 | NS      | $996134.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     13755 | NS      | $496830.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                                                    | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     21940 | NS      | $624193.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                            | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    215818 | NS      | $4624979.74   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                          | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     85879 | NS      | $2468162.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                          | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     45691 | NS      | $6195699.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                        | Cardinal Health Inc                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    129560 | NS      | $9959277.20   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                         | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     54941 | NS      | $2124568.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     12989 | NS      | $1492825.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     29071 | NS      | $4274309.13   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV               | LyondellBasell Industries NV                                                | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    122213 | NS      | $10147345.39  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     76295 | NS      | $6952763.35   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                        | VICI Properties Inc                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |    108701 | NS      | $3521912.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                        | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     39663 | NS      | $1443733.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc               | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     63859 | NS      | $2514128.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                   | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     64759 | NS      | $7607887.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp    | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     26362 | NS      | $2924336.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                    | MDU Resources Group Inc                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83251 | NS      | $2525835.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                             | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50646 | NS      | $2305912.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                | Westrock Co                                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     76017 | NS      | $2672757.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     21000 | NS      | $1789200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15635 | NS      | $1686234.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     50342 | NS      | $1372826.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     99448 | NS      | $3686537.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                         | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     54430 | NS      | $1330813.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                    | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35890 | NS      | $325522.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                     | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     19826 | NS      | $938562.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                         | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     26073 | NS      | $1582891.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                               | AES Corp/The                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    163849 | NS      | $4712297.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The  | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     42939 | NS      | $3256064.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc               | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     22107 | NS      | $1806141.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     63035 | NS      | $2031618.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    126677 | NS      | $2731156.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc             | National Retail Properties Inc                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     46944 | NS      | $2148157.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                               | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    125688 | NS      | $4786199.04   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | S+P500 EMINI FUT MAR23                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        12 | NC      | $-78695.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     70890 | NS      | $3160276.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                      | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     18106 | NS      | $1764429.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32080 | NS      | $1626776.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      6340 | NS      | $938700.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                 | Apartment Income REIT Corp                                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |     74101 | NS      | $2542405.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                   | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     12448 | NS      | $2977935.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                    | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     15527 | NS      | $1948172.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     96359 | NS      | $3303186.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc               | Medical Properties Trust Inc                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    170031 | NS      | $1894145.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Avangrid Inc                               | Avangrid Inc                                                                | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     14157 | NS      | $608467.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     34580 | NS      | $3439326.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     35171 | NS      | $1463113.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                        | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     36333 | NS      | $4932204.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     95071 | NS      | $1072400.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The           | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    186594 | NS      | $6215446.14   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                         | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     72413 | NS      | $2947933.23   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                      | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     32667 | NS      | $1953813.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                            | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    141555 | NS      | $4388205.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                    | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     19529 | NS      | $2874278.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                       | SL Green Realty Corp                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     29523 | NS      | $995515.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                     | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    106416 | NS      | $11605728.96  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                        | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     25069 | NS      | $1892458.81   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     25344 | NS      | $488378.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                        | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      9234 | NS      | $716189.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                  | Brookfield Renewable Corp                                                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30703 | NS      | $845560.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                  | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     69757 | NS      | $1748807.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                     | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     48634 | NS      | $1229953.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                    | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    139042 | NS      | $3838949.62   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                     | Chesapeake Energy Corp                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     52946 | NS      | $4996514.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc         | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     12762 | NS      | $1711767.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     55502 | NS      | $8682732.88   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc            | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     14842 | NS      | $958793.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     26128 | NS      | $3696066.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                  | Bunge Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     18636 | NS      | $1859313.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                     | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    500589 | NS      | $13450826.43  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                              | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     50600 | NS      | $5947018.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     91252 | NS      | $1190838.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                  | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     16144 | NS      | $1085845.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co               | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     20112 | NS      | $4071473.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    159841 | NS      | $10501553.70  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp            | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    134685 | NS      | $3252642.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                                                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     40567 | NS      | $931012.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                  | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     37348 | NS      | $3419582.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The            | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      9621 | NS      | $1300085.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc             | Reynolds Consumer Products Inc                                              | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20898 | NS      | $626522.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Co                       | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     41122 | NS      | $2603022.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     55853 | NS      | $2642963.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc              | Annaly Capital Management Inc                                               | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    185272 | NS      | $3905533.76   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |    751458 | NS      | $751608.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    182424 | NS      | $15661100.40  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                         | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     20523 | NS      | $1196490.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                              | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     22461 | NS      | $1587318.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer