# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-020048
**Filing Date:** 2026-2
**Character Count:** 164104
**Document Hash:** 31bbbb39372f086b9f2706883668574a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020048.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689873

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4362695970.48

**Total Liabilities:** $278176993.87

**Net Assets:** $4084518976.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019027 | -0.33%               | 2.75%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $48994184.24             | $-66582706.90                              |
| Month 2  | $132193576.57            | $-29108671.59                              |
| Month 3  | $252679969.28            | $-225207711.38                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABM Industries Inc                         | ABM Industries Inc                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    349043 | NS      | $14764518.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    219489 | NS      | $3459146.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                   | Angi Inc                                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |    200419 | NS      | $2591417.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| A10 Networks Inc                           | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    140863 | NS      | $2491866.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc                              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |    379548 | NS      | $18962218.08  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                   | Acadia Healthcare Co Inc                                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    527200 | NS      | $7480968.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Realty Trust                        | Acadia Realty Trust                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |    746929 | NS      | $15341921.66  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide Inc                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    200128 | NS      | $9568119.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    614753 | NS      | $6122939.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     35632 | NS      | $3826520.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    342889 | NS      | $13475537.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Lease Corp                             | Air Lease Corp                                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    257455 | NS      | $16536334.65  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     61529 | NS      | $10328873.23  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |    119652 | NS      | $6104645.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    164004 | NS      | $8315002.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |    217097 | NS      | $4480882.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     77383 | NS      | $6598448.41   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    260138 | NS      | $19258016.14  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors               | State Street Navigator Securities Lending Portfolio II     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        | 277644114 | NS      | $277644114.25 | 6.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc          | Alpha Metallurgical Resources Inc                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |     61606 | NS      | $12313807.28  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinetik Holdings Inc                       | Kinetik Holdings Inc                                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135030 | NS      | $4867831.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Amentum Holdings Inc                       | Amentum Holdings Inc                                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |    875696 | NS      | $25395184.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| American Assets Trust Inc                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |    270621 | NS      | $5122855.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    678081 | NS      | $4346499.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    520743 | NS      | $13731992.91  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     77585 | NS      | $5623360.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                     | American Woodmark Corp                                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     83241 | NS      | $4486689.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     56839 | NS      | $2183185.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    156903 | NS      | $11653185.81  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     98129 | NS      | $2627894.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                          | Andersons Inc/The                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    191782 | NS      | $10197048.94  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    123288 | NS      | $4488916.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance Inc                  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |    746728 | NS      | $7228327.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Astrana Health Inc                         | Astrana Health Inc                                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    247074 | NS      | $6129905.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |   1254113 | NS      | $14861239.05  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbor Realty Trust Inc                     | Arbor Realty Trust Inc                                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |   1118066 | NS      | $8676192.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp                               | ArcBest Corp                                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    128444 | NS      | $9529260.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa Inc                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    100595 | NS      | $10695260.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences Inc                                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181494 | NS      | $4325002.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc                              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    461643 | NS      | $3056076.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Artisan Partners Asset Management Inc      | Artisan Partners Asset Management Inc                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    185275 | NS      | $7548103.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    111048 | NS      | $25821991.44  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Astec Industries Inc                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     68536 | NS      | $2968979.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlantic Union Bankshares Corp             | Atlantic Union Bankshares Corp                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    814192 | NS      | $28740977.60  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                         | Avanos Medical Inc                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    265191 | NS      | $2978094.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    246281 | NS      | $9491669.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     63989 | NS      | $5140876.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     75745 | NS      | $11616253.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     43853 | NS      | $4649295.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    766876 | NS      | $14793038.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                        | Bank of Hawaii Corp                                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    226778 | NS      | $15504811.86  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    227294 | NS      | $10130493.58  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194435 | NS      | $12183297.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    203789 | NS      | $8714017.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                      | Beacon Financial Corp                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    479355 | NS      | $12640591.35  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                              | BGC Group Inc                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    842048 | NS      | $7519488.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    112527 | NS      | $2720902.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     67046 | NS      | $2641612.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackstone Mortgage Trust Inc              | Blackstone Mortgage Trust Inc                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |    898338 | NS      | $17185205.94  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    438086 | NS      | $2702990.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co                           | Boise Cascade Co                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    211132 | NS      | $15539315.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box Inc                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    289630 | NS      | $8662833.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |    992265 | NS      | $2897413.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristow Group Inc                          | Bristow Group Inc                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    143927 | NS      | $5270606.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     93937 | NS      | $3124344.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Buckle Inc/The                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     69198 | NS      | $3696557.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials Inc                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     39985 | NS      | $11736797.05  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corp                                   | CTS Corp                                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     93394 | NS      | $4003800.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    733198 | NS      | $13637482.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                             | CVR Energy Inc                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     90617 | NS      | $2305296.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                              | Cable One Inc                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     26373 | NS      | $2976193.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                                 | Cactus Inc                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    145713 | NS      | $6656169.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                  | Caesars Entertainment Inc                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |   1165961 | NS      | $27271827.79  | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corp                  | California Resources Corp                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    447410 | NS      | $20003701.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    177078 | NS      | $7672789.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Topgolf Callaway Brands Corp                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    289548 | NS      | $3379025.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Federal Financial Inc              | Capitol Federal Financial Inc                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    694831 | NS      | $4731799.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                               | Cargurus Inc                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    232022 | NS      | $8898043.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                 | CarMax Inc                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    838878 | NS      | $32414245.92  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    319269 | NS      | $3895081.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter's Inc                               | Carter's Inc                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    208613 | NS      | $6765319.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    387639 | NS      | $18757851.21  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                              | Celanese Corp                                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    625545 | NS      | $26448042.60  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |     49959 | NS      | $3333264.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     46332 | NS      | $1489573.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    294575 | NS      | $8598644.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    153817 | NS      | $4792937.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    119203 | NS      | $4670373.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    146040 | NS      | $8667474.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                | Certara Inc                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337409 | NS      | $2972573.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    123346 | NS      | $6226506.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemours Co/The                            | Chemours Co/The                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    853274 | NS      | $10060100.46  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     54068 | NS      | $6745523.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    230729 | NS      | $5362141.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25715 | NS      | $3065228.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                             | Cleanspark Inc                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    674839 | NS      | $6829370.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc                         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125982 | NS      | $2716171.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohen & Steers Inc                         | Cohen & Steers Inc                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     85215 | NS      | $5349797.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    267501 | NS      | $6224748.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp                                | Enovis Corp                                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    325929 | NS      | $8682748.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc             | Community Financial System Inc                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    147326 | NS      | $8462405.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    190917 | NS      | $4425456.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Parent Inc        | Concentra Group Holdings Parent Inc                        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340895 | NS      | $6708813.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    176950 | NS      | $7184170.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                      | Core Laboratories Inc                                      | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |    267311 | NS      | $4284995.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                              | CoreCivic Inc                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    596711 | NS      | $11403147.21  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                 | Core Natural Resources Inc                                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    292718 | NS      | $25908470.18  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp                           | QuidelOrtho Corp                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    386934 | NS      | $11050835.04  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    267929 | NS      | $1591498.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CorVel Corp                                | CorVel Corp                                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68072 | NS      | $4606432.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |    127226 | NS      | $3231540.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp Inc                      | Customers Bancorp Inc                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     92694 | NS      | $6777785.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                      | Cytek Biosciences Inc                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    227395 | NS      | $1148344.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DXC Technology Co                          | DXC Technology Co                                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    992619 | NS      | $14541868.35  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    340537 | NS      | $8091159.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    155983 | NS      | $2528484.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    257135 | NS      | $5741824.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    595110 | NS      | $5332185.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233738 | NS      | $7033176.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    264492 | NS      | $13050035.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     83819 | NS      | $3913509.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                  | DoubleVerify Holdings Inc                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315331 | NS      | $3607386.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                         | Douglas Emmett Inc                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |    955685 | NS      | $10502978.15  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Dream Finders Homes Inc                    | Dream Finders Homes Inc                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165550 | NS      | $2830905.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    571238 | NS      | $8785640.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    157855 | NS      | $3381254.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc                         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |    250012 | NS      | $5297754.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    651674 | NS      | $41596351.42  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    265457 | NS      | $4526041.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                      | Element Solutions Inc                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    648233 | NS      | $16199342.67  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    334117 | NS      | $3969309.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings Inc                     | Employers Holdings Inc                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128772 | NS      | $5559087.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings Inc                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     74942 | NS      | $2970700.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    127515 | NS      | $6930440.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                     | Energizer Holdings Inc                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    347457 | NS      | $6910919.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    121594 | NS      | $4649754.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                         | Enphase Energy Inc                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |    747585 | NS      | $23960099.25  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     55563 | NS      | $4872875.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                | Vestis Corp                                                | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |    640134 | NS      | $4269693.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |    373048 | NS      | $11064603.68  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132231 | NS      | $3020156.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                     | eXp World Holdings Inc                                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |    513738 | NS      | $4649328.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Extreme Networks Inc                       | Extreme Networks Inc                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    268493 | NS      | $4470408.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    712557 | NS      | $9883165.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                          | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    129220 | NS      | $7210476.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    376582 | NS      | $7806544.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC            | First Bancorp/Southern Pines NC                            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132775 | NS      | $6743642.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    590309 | NS      | $9952609.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    561668 | NS      | $14052933.36  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    704893 | NS      | $17833792.90  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc            | First Interstate BancSystem Inc                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    510061 | NS      | $17648110.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortrea Holdings Inc                       | Fortrea Holdings Inc                                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |    527799 | NS      | $9104532.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                           | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127779 | NS      | $3194475.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust Inc            | Four Corners Property Trust Inc                            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |    321414 | NS      | $7411806.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    238810 | NS      | $4086039.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc                              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |    466239 | NS      | $4676377.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     98387 | NS      | $9398910.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                               | Freshpet Inc                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |    103255 | NS      | $6291327.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    308992 | NS      | $18372664.32  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1028714 | NS      | $19885041.62  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    779782 | NS      | $12570085.84  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    212508 | NS      | $6154231.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   2281559 | NS      | $20602477.77  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     98319 | NS      | $3575862.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |    152471 | NS      | $4173131.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168542 | NS      | $8332716.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    101558 | NS      | $11466913.78  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                       | Global Net Lease Inc                                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |   1125750 | NS      | $9681450.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |    112103 | NS      | $3048080.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                    | Goosehead Insurance Inc                                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     45847 | NS      | $3376631.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                   | Green Brick Partners Inc                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     75148 | NS      | $4708773.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    176906 | NS      | $8268586.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                 | Grid Dynamics Holdings Inc                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |    380297 | NS      | $3434081.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp                                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     91693 | NS      | $6753189.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                | Grocery Outlet Holding Corp                                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    562338 | NS      | $5679613.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     70663 | NS      | $27791757.90  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    175272 | NS      | $2935806.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    392448 | NS      | $16498513.92  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    169606 | NS      | $4584450.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc  | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |    409816 | NS      | $12880516.88  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc                               | Harmonic Inc                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    642131 | NS      | $6350675.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc           | Hawaiian Electric Industries Inc                           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    984694 | NS      | $12111736.20  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawkins Inc                                | Hawkins Inc                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     39468 | NS      | $5606824.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                       | Hayward Holdings Inc                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    592388 | NS      | $9152394.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     66402 | NS      | $1531894.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    261062 | NS      | $2357389.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    784336 | NS      | $4917786.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    289829 | NS      | $8312295.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194021 | NS      | $4588596.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                  | Hertz Global Holdings Inc                                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |    227867 | NS      | $1171236.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc                   | Highwoods Properties Inc                                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |    626388 | NS      | $16173338.16  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    401247 | NS      | $12727554.84  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    245219 | NS      | $8322732.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    732623 | NS      | $8029548.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    111944 | NS      | $5169573.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345132 | NS      | $14706074.52  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                    | IAC Inc                                                    | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    371647 | NS      | $14531397.70  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     73254 | NS      | $10451148.18  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                         | Crescent Energy Co                                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1381084 | NS      | $11587294.76  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    161158 | NS      | $11777426.64  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     88639 | NS      | $5245656.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                  | Innovex International Inc                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    129190 | NS      | $2825385.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Insight Enterprises Inc                    | Insight Enterprises Inc                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    176646 | NS      | $14391349.62  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    141428 | NS      | $10824899.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    110932 | NS      | $3513216.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                              | Insperity Inc                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    204715 | NS      | $7926564.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    167592 | NS      | $3350164.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |    160064 | NS      | $7580631.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp                         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    382660 | NS      | $4752637.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    199728 | NS      | $15664667.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                           | Interparfums Inc                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45150 | NS      | $3830074.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    147508 | NS      | $4118423.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                 | Iridium Communications Inc                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    234717 | NS      | $4079381.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     94185 | NS      | $8746019.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    136921 | NS      | $2329026.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                                     | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     89026 | NS      | $8045279.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    388316 | NS      | $41413901.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                       | JetBlue Airways Corp                                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   1664058 | NS      | $7571463.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    225733 | NS      | $7934514.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR Real Estate Finance Trust Inc          | KKR Real Estate Finance Trust Inc                          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |    310466 | NS      | $2552030.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant Inc                                 | Kadant Inc                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     32969 | NS      | $9396824.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91464 | NS      | $10505555.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    432930 | NS      | $12299541.30  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                | Kennedy-Wilson Holdings Inc                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    686227 | NS      | $6635815.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    210069 | NS      | $4501778.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Kohl's Corp                                | Kohl's Corp                                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    640289 | NS      | $13068298.49  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    134450 | NS      | $8213550.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112081 | NS      | $3035153.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                 | Korn Ferry                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    299291 | NS      | $19759191.82  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    296784 | NS      | $13521479.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes Inc                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    116366 | NS      | $4999083.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |   1462197 | NS      | $44158349.40  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    137809 | NS      | $16721744.06  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc                         | LTC Properties Inc                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |    109467 | NS      | $3763475.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    234948 | NS      | $8756511.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Financial Corp                    | Lakeland Financial Corp                                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76199 | NS      | $4347914.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    773690 | NS      | $8510590.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    158895 | NS      | $7878014.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Energy Inc                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    923195 | NS      | $17042179.70  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    965685 | NS      | $43001953.05  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     61773 | NS      | $7281183.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                     | Lumen Technologies Inc                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   2964688 | NS      | $23035625.76  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                    | MDU Resources Group Inc                                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1167225 | NS      | $22784232.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| MGE Energy Inc                             | MGE Energy Inc                                             | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104350 | NS      | $8183127.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    148971 | NS      | $19060839.45  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co/The                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    701120 | NS      | $12942675.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                                      | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |    252172 | NS      | $3752319.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    182702 | NS      | $7607711.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnolia Oil & Gas Corp                    | Magnolia Oil & Gas Corp                                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1046282 | NS      | $22903112.98  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                          | ManpowerGroup Inc                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    264729 | NS      | $7870393.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                          | MARA Holdings Inc                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    971740 | NS      | $8726225.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    137773 | NS      | $3759825.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    107900 | NS      | $2614417.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MarketAxess Holdings Inc                   | MarketAxess Holdings Inc                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     97459 | NS      | $17664443.75  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp          | Marriott Vacations Worldwide Corp                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    158169 | NS      | $9124769.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Marten Transport Ltd                       | Marten Transport Ltd                                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    330616 | NS      | $3762410.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    724153 | NS      | $7994649.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Materion Corp                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     53406 | NS      | $6639433.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    178165 | NS      | $22012285.75  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    175925 | NS      | $4595161.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxLinear Inc                              | MaxLinear Inc                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    268495 | NS      | $4679867.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc               | Medical Properties Trust Inc                               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |   2817659 | NS      | $14088295.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    125180 | NS      | $11033365.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    402246 | NS      | $26467786.80  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49046 | NS      | $2472899.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                            | MillerKnoll Inc                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    388592 | NS      | $7103461.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                    | Millrose Properties Inc                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |    360752 | NS      | $10775662.24  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies Inc                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    177652 | NS      | $10827889.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    565957 | NS      | $3146720.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Moelis & Co                                | Moelis & Co                                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    181444 | NS      | $12472460.56  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                      | Mohawk Industries Inc                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    296606 | NS      | $32419035.80  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171491 | NS      | $3436679.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Water Products Inc                 | Mueller Water Products Inc                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    312752 | NS      | $7449752.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    308252 | NS      | $1895749.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    298312 | NS      | $12385914.24  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                              | N-able Inc/US                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213054 | NS      | $1593643.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                             | NCR Voyix Corp                                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    789952 | NS      | $8057510.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Atleos Corp                            | NCR Atleos Corp                                            | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |    160690 | NS      | $6123895.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216031 | NS      | $8211338.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp                                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     66850 | NS      | $2131846.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    384344 | NS      | $4996472.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corp                                | Neogen Corp                                                | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1242017 | NS      | $8681698.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| NeoGenomics Inc                            | NeoGenomics Inc                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312444 | NS      | $3674341.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    184752 | NS      | $4999389.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                 | Atlas Energy Solutions Inc                                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441428 | NS      | $4158251.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                          | Newell Brands Inc                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   2393856 | NS      | $8905144.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     68375 | NS      | $2058087.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                     | Northern Oil & Gas Inc                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    554139 | NS      | $11897364.33  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    833654 | NS      | $10003848.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    111767 | NS      | $5223989.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| DNOW Inc                                   | DNOW Inc                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1058603 | NS      | $14026489.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    877659 | NS      | $12954246.84  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    140943 | NS      | $5775844.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    234316 | NS      | $5630613.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    256014 | NS      | $11597434.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                               | Organon & Co                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |   1481187 | NS      | $10620110.79  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131371 | NS      | $10616090.51  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                         | Outfront Media Inc                                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    266408 | NS      | $6420432.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     79850 | NS      | $2730870.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PC Connection Inc                          | PC Connection Inc                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     64901 | NS      | $3748681.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    222896 | NS      | $3943030.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc              | Papa John's International Inc                              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     99827 | NS      | $3842341.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    149723 | NS      | $5261266.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp                                         | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |     41691 | NS      | $6344536.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    104433 | NS      | $11323670.19  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   1969125 | NS      | $12031353.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global Inc                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    565120 | NS      | $3175974.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                        | Peabody Energy Corp                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    694612 | NS      | $20629976.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |    649428 | NS      | $7351524.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Penguin Solutions Inc                      | Penguin Solutions Inc                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |    141627 | NS      | $2770224.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                     | Penn Entertainment Inc                                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    729088 | NS      | $10754048.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    121743 | NS      | $3570722.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co Inc                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |    301484 | NS      | $10723785.88  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |    219274 | NS      | $13746287.06  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    336719 | NS      | $10775008.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     43613 | NS      | $14815772.23  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    449997 | NS      | $4756468.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     86202 | NS      | $12671694.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                     | Power Integrations Inc                                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |    315740 | NS      | $11221399.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274073 | NS      | $16907563.37  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    144966 | NS      | $3502378.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    226143 | NS      | $6668957.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     79036 | NS      | $3395386.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    746165 | NS      | $14736758.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     78264 | NS      | $10746429.84  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Qorvo Inc                                  | Qorvo Inc                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    177384 | NS      | $14990721.84  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                            | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |    132056 | NS      | $9529160.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    260629 | NS      | $4008474.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    118909 | NS      | $1708722.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC Inc                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    512892 | NS      | $2790132.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO Inc                                    | RXO Inc                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    935832 | NS      | $11828916.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc                           | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    386216 | NS      | $13899913.84  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet Inc                                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    142722 | NS      | $10183214.70  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                              | Ralliant Corp                                              | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |    308620 | NS      | $15711844.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |    723705 | NS      | $4002088.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Renasant Corp                              | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    542826 | NS      | $19118331.72  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                          | Upbound Group Inc                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    299166 | NS      | $5253354.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    345755 | NS      | $12142915.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corp                | REX American Resources Corp                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51294 | NS      | $1657822.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc             | Reynolds Consumer Products Inc                             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |    172687 | NS      | $3957986.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Robert Half Inc                            | Robert Half Inc                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    568507 | NS      | $15440650.12  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     95516 | NS      | $8746400.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    345518 | NS      | $18637240.92  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218280 | NS      | $8589318.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                | H2O America                                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190209 | NS      | $9318338.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                       | SL Green Realty Corp                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |    404752 | NS      | $18565974.24  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    653403 | NS      | $12218636.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     86212 | NS      | $7684075.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   2272137 | NS      | $3090106.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Safehold Inc                               | Safehold Inc                                               | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |    262395 | NS      | $3592187.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     42047 | NS      | $3275881.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    556980 | NS      | $7942534.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     51639 | NS      | $3645713.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                   | Sarepta Therapeutics Inc                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    234317 | NS      | $5042501.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |     31823 | NS      | $1003379.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    115274 | NS      | $4502602.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                     | Schneider National Inc                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    285331 | NS      | $7569831.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129134 | NS      | $3826240.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida                           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    293125 | NS      | $9209987.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    335592 | NS      | $13903576.56  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                 | United Parks & Resorts Inc                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     74094 | NS      | $2689612.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp               | Select Medical Holdings Corp                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    629375 | NS      | $9346218.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    148602 | NS      | $10950481.38  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares Inc                                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143419 | NS      | $10296050.01  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co                           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    260320 | NS      | $3009299.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock Inc                           | Shutterstock Inc                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    137956 | NS      | $2634959.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp                | Simmons First National Corp                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    826685 | NS      | $15583012.25  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co/The                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    524354 | NS      | $10529028.32  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp                               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |    320231 | NS      | $4912343.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Champion Homes Inc                         | Champion Homes Inc                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171923 | NS      | $14527493.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     87009 | NS      | $8736573.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                 | SolarEdge Technologies Inc                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    140801 | NS      | $4062108.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                            | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |    426171 | NS      | $20703387.18  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     84751 | NS      | $5242696.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    161450 | NS      | $4906465.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                          | STAAR Surgical Co                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |    137438 | NS      | $3173443.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products Inc                | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    119407 | NS      | $4400147.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    123290 | NS      | $5839014.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                        | Stellar Bancorp Inc                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    147919 | NS      | $4576613.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    159411 | NS      | $11200216.86  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |    132635 | NS      | $10637327.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    246671 | NS      | $16016348.03  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |    610155 | NS      | $2971454.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    301156 | NS      | $4333634.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    483643 | NS      | $3482229.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |   1084164 | NS      | $9692426.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    101924 | NS      | $5065622.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    189166 | NS      | $9108342.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    489897 | NS      | $15417058.59  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    718926 | NS      | $7922564.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    171529 | NS      | $3770207.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                 | Tanger Inc                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |    223576 | NS      | $7460731.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA Inc                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    920082 | NS      | $17858791.62  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                               | Teleflex Inc                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    252464 | NS      | $30810706.56  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone and Data Systems Inc                             | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |    561410 | NS      | $23017810.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     59327 | NS      | $4372399.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                              | Teradata Corp                                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    229189 | NS      | $6976513.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                        | Terreno Realty Corp                                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |    177036 | NS      | $10393783.56  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                               | Metallus Inc                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    204659 | NS      | $3511948.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan International Inc                    | Titan International Inc                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    273999 | NS      | $2145412.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp                    | Tompkins Financial Corp                                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     72708 | NS      | $5272784.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    254768 | NS      | $6009977.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    457263 | NS      | $12090033.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Triumph Financial Inc                      | Triumph Financial Inc                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    128985 | NS      | $8078330.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     66181 | NS      | $2473183.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60646 | NS      | $2506499.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    174845 | NS      | $6810212.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |    597009 | NS      | $6268594.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     45985 | NS      | $3590968.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    259728 | NS      | $6578910.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                           | Under Armour Inc                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1082683 | NS      | $5380934.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour Inc                           | Under Armour Inc                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    682333 | NS      | $3275198.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     49137 | NS      | $9478527.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    694417 | NS      | $21679698.74  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64754 | NS      | $2353807.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    344752 | NS      | $11607799.84  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102649 | NS      | $4972317.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp/VA                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    142270 | NS      | $7504742.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust                       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |     30708 | NS      | $1204060.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |    374199 | NS      | $7180878.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    168981 | NS      | $4829476.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4420191 | NS      | $4420190.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc    | Pursuit Attractions and Hospitality Inc                    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |    123389 | NS      | $4155741.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    457966 | NS      | $24808018.22  | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc               | Victory Capital Holdings Inc                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     96278 | NS      | $6074179.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324346 | NS      | $1955806.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     36392 | NS      | $5937354.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    704585 | NS      | $10209436.65  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Co                                   | WD-40 Co                                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     31724 | NS      | $6246455.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    146767 | NS      | $8107409.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193944 | NS      | $11665731.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    170826 | NS      | $15061728.42  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                   | WaFd Inc                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    450061 | NS      | $14415453.83  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |    162815 | NS      | $2832981.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy's Co/The                             | Wendy's Co/The                                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    903066 | NS      | $7522539.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc                     | Werner Enterprises Inc                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    341606 | NS      | $10251596.06  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     81656 | NS      | $3905606.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                       | Western Union Co/The                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   1811280 | NS      | $16863016.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                            | Whitestone REIT                                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |    128283 | NS      | $1781850.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    233735 | NS      | $7159303.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| WillScot Holdings Corp                     | WillScot Holdings Corp                                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    498783 | NS      | $9392083.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries Inc                   | Winnebago Industries Inc                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    160742 | NS      | $6513265.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    468246 | NS      | $8498664.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5660 | NS      | $794607.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| World Kinect Corp                          | World Kinect Corp                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    317537 | NS      | $7439891.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                | Worthington Enterprises Inc                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     96870 | NS      | $4995585.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Steel Inc                      | Worthington Steel Inc                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |    186579 | NS      | $6459364.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |    293819 | NS      | $4154600.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    408618 | NS      | $6255941.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    140827 | NS      | $4279732.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    452386 | NS      | $8672239.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    118687 | NS      | $10666400.69  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                    | Cushman & Wakefield Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |   1323103 | NS      | $21421037.57  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    188500 | NS      | $6716255.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Gates Industrial Corp PLC                  | Gates Industrial Corp PLC                                  | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |    677325 | NS      | $14542167.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    196378 | NS      | $3619246.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd                            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |    143912 | NS      | $2850896.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                             | Noble Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |    336767 | NS      | $9510300.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    233954 | NS      | $19390107.52  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Co PLC                             | Perrigo Co PLC                                             | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    785464 | NS      | $10933658.88  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    210487 | NS      | $5123253.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer