# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046860
**Filing Date:** 2023-2
**Character Count:** 131280
**Document Hash:** 7d458ad7d89d9d85d7f82071e5ed1df7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046860.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046860

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683421

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000231370 | SPDR S&P SmallCap 600 ESG ETF | ESIX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR S&P SmallCap 600 ESG ETF

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2525792.27

**Total Liabilities:** $262.78

**Net Assets:** $2525529.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231370 | 12.40%               | 3.76%                | -6.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3985.54                 | $282734.86                                 |
| Month 2  | $-1894.98                | $96083.03                                  |
| Month 3  | $-5791.32                | $-175182.35                                |

### Schedule of Portfolio Investments

| Name                                       | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KAR Auction Services Inc                   | KAR Auction Services Inc                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       474 | NS      | $6185.70      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                      | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |        71 | NS      | $4742.80      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix Inc                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       116 | NS      | $4410.32      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                              | ModivCare Inc                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        54 | NS      | $4845.42      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                         | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |        54 | NS      | $4375.62      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet Inc                                  | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $2316.72      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       781 | NS      | $9934.32      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       122 | NS      | $12557.46     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       108 | NS      | $2849.04      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       545 | NS      | $9210.50      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       975 | NS      | $10247.25     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                  | Viad Corp                                       | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |        84 | NS      | $2048.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |        60 | NS      | $7811.40      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations Inc                             | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       263 | NS      | $4723.48      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                             | DMC Global Inc                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |        76 | NS      | $1477.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       124 | NS      | $3069.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       234 | NS      | $16759.08     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       299 | NS      | $9720.49      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                  | Universal Electronics Inc                       | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        56 | NS      | $1165.36      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       554 | NS      | $11955.32     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares Inc                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $14677.83     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc                  | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       255 | NS      | $11286.30     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                     | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        82 | NS      | $9785.88      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc              | Motorcar Parts of America Inc                   | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |        70 | NS      | $830.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       188 | NS      | $19330.16     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers Inc               | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       453 | NS      | $8126.82      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       219 | NS      | $8757.81      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group Inc               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       148 | NS      | $3045.84      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc   | Consolidated Communications Holdings Inc        | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |       296 | NS      | $1059.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc                   | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |       370 | NS      | $4773.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                | Cerence Inc                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       171 | NS      | $3168.63      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       168 | NS      | $3052.56      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                                    | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |       118 | NS      | $3377.16      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       125 | NS      | $5381.25      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                 | Inogen Inc                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       113 | NS      | $2227.23      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                   | Children's Place Inc/The                        | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |        56 | NS      | $2039.52      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                         | Kelly Services Inc                              | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $2501.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $13459.00     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                | New York Mortgage Trust Inc                     | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |      1587 | NS      | $4062.72      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                               | Veritiv Corp                                    | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |        59 | NS      | $7180.89      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                | Trinseo PLC                                     | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |       153 | NS      | $3474.63      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                   | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        80 | NS      | $4157.60      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       623 | NS      | $14621.81     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $8249.80      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                     | Anika Therapeutics Inc                          | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        60 | NS      | $1776.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries Inc                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        92 | NS      | $9999.48      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       450 | NS      | $3897.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                       | Core Laboratories NV                            | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |       194 | NS      | $3932.38      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust Inc                               | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |       522 | NS      | $3528.72      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       292 | NS      | $5512.96      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       132 | NS      | $3740.88      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box Inc                             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |        91 | NS      | $6208.93      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       345 | NS      | $5005.95      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       208 | NS      | $5732.48      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                               | Harmonic Inc                                    | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       455 | NS      | $5960.50      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers Inc                              | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $2116.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                    | 8x8 Inc                                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       517 | NS      | $2233.44      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                   | CEVA Inc                                        | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       102 | NS      | $2609.16      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                        | Nektar Therapeutics                             | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |       842 | NS      | $1902.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp                              | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |        64 | NS      | $9008.00      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                           | Green Plains Inc                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       254 | NS      | $7747.00      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                   | OraSure Technologies Inc                        | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       296 | NS      | $1426.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                             | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       265 | NS      | $12015.10     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       158 | NS      | $7010.46      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       276 | NS      | $3800.52      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE               | Eagle Pharmaceuticals Inc/DE                    | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |        48 | NS      | $1403.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $4432.08      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                                    | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |       450 | NS      | $9522.00      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                       | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       249 | NS      | $17584.38     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                          | Sleep Number Corp                               | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |        99 | NS      | $2572.02      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc              | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       389 | NS      | $5551.03      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        64 | NS      | $2064.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |        87 | NS      | $3358.20      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       141 | NS      | $9205.89      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                              | Surmodics Inc                                   | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        56 | NS      | $1910.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                        | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       216 | NS      | $6922.80      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                         | PetMed Express Inc                              | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       100 | NS      | $1770.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       136 | NS      | $4560.08      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                       | Laredo Petroleum Inc                            | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |        71 | NS      | $3650.82      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp                    | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $11322.48     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       166 | NS      | $13238.50     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                                | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $12377.02     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       167 | NS      | $21047.01     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                        | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       195 | NS      | $6838.65      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $5089.32      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                                    | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       139 | NS      | $16973.29     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals Inc                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       232 | NS      | $1714.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                                 | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |       192 | NS      | $1850.88      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust            | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |        51 | NS      | $2434.23      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $6630.32      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       133 | NS      | $6031.55      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                                  | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       208 | NS      | $2984.80      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                               | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |        94 | NS      | $2550.22      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       144 | NS      | $3340.80      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                              | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $13284.48     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                     | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |        67 | NS      | $3930.89      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       129 | NS      | $6798.30      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       521 | NS      | $6674.01      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                           | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       101 | NS      | $4935.87      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                        | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       135 | NS      | $4858.65      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                           | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $1120.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                       | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       232 | NS      | $14604.40     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                | iRobot Corp                                     | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       121 | NS      | $5823.73      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                             | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        68 | NS      | $7233.84      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                                  | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       266 | NS      | $9286.06      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       285 | NS      | $13434.90     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        97 | NS      | $17387.25     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences Inc                       | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        48 | NS      | $2553.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        63 | NS      | $11363.31     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       216 | NS      | $6849.36      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                     | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       135 | NS      | $11966.40     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                            | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       204 | NS      | $4610.40      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $5513.06      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc            | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       123 | NS      | $12466.05     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       132 | NS      | $8252.64      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                      | Bed Bath & Beyond Inc                           | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |       328 | NS      | $823.28       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        74 | NS      | $7052.20      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       417 | NS      | $10103.91     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       938 | NS      | $7682.22      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       552 | NS      | $14374.08     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       945 | NS      | $15913.80     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        49 | NS      | $7979.65      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |       418 | NS      | $5998.30      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                                    | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       412 | NS      | $6765.04      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       252 | NS      | $4014.36      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                  | iStar Inc                                       | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |       363 | NS      | $2769.69      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       135 | NS      | $5321.70      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       594 | NS      | $5334.12      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       104 | NS      | $4180.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                       | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       192 | NS      | $3348.48      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                            | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       208 | NS      | $4690.40      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       509 | NS      | $6708.62      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global Inc                                  | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $7277.60      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                             | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        69 | NS      | $6864.81      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                              | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $1696.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc          | Computer Programs and Systems Inc               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |        60 | NS      | $1633.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA Inc                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       154 | NS      | $17722.32     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       125 | NS      | $6251.25      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       171 | NS      | $4791.42      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                | Harsco Corp                                     | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       328 | NS      | $2063.12      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                        | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       163 | NS      | $15085.65     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                    | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       132 | NS      | $2043.36      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        53 | NS      | $5427.73      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |       721 | NS      | $4434.15      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                    | Lakeland Financial Corp                         | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $7953.73      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                     | American Vanguard Corp                          | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       135 | NS      | $2930.85      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                    | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       184 | NS      | $4198.88      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       196 | NS      | $5303.76      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       337 | NS      | $11447.89     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                 | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       165 | NS      | $6852.45      | 0.27%             |  |  |  | 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        |       370 | NS      | $14071.10     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       459 | NS      | $22752.63     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       233 | NS      | $6174.50      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       631 | NS      | $10379.95     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                          | AngioDynamics Inc                               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       160 | NS      | $2203.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $8145.00      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc                      | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        90 | NS      | $4186.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc               | Invesco Mortgage Capital Inc                    | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |       174 | NS      | $2215.02      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |        96 | NS      | $5817.60      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                      | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       175 | NS      | $6539.75      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $2799.94      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                 | Organogenesis Holdings Inc                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       256 | NS      | $688.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                   | Hersha Hospitality Trust                        | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |       136 | NS      | $1158.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                             | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       204 | NS      | $13872.00     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                | OneSpan Inc                                     | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       144 | NS      | $1611.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $7151.76      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties Inc                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       182 | NS      | $6466.46      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       448 | NS      | $2441.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |       361 | NS      | $5692.97      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW Inc                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       481 | NS      | $6108.70      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       199 | NS      | $7064.50      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        75 | NS      | $6905.25      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                                  | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       150 | NS      | $10474.50     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                      | Cara Therapeutics Inc                           | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       214 | NS      | $2298.36      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                    | Titan International Inc                         | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       212 | NS      | $3247.84      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                                 | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $5327.10      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       534 | NS      | $18599.22     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       205 | NS      | $6152.05      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                       | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $1951.02      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                          | TTEC Holdings Inc                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        78 | NS      | $3442.14      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       261 | NS      | $16249.86     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |       378 | NS      | $4683.42      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       151 | NS      | $5457.14      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings Inc                              | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $2394.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                           | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       192 | NS      | $2945.28      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       460 | NS      | $16477.20     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       176 | NS      | $2988.48      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       104 | NS      | $3038.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       120 | NS      | $2173.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       378 | NS      | $6728.40      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       154 | NS      | $7328.86      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       194 | NS      | $12736.10     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                      | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       197 | NS      | $14999.58     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                   | Ebix Inc                                        | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       100 | NS      | $1996.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                           | Badger Meter Inc                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       128 | NS      | $13955.84     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                         | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        57 | NS      | $4422.06      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |        95 | NS      | $3401.00      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                                    | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $1999.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc         | Compass Minerals International Inc              | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       150 | NS      | $6150.00      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       141 | NS      | $11189.76     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                    | Ellington Financial Inc                         | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |       241 | NS      | $2981.17      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       161 | NS      | $10064.11     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes Inc                                   | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |        89 | NS      | $8241.40      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                        | ADTRAN Holdings Inc                             | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       313 | NS      | $5881.27      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                            | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       239 | NS      | $6711.12      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       141 | NS      | $6213.87      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $4841.12      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                | Blucora Inc                                     | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       200 | NS      | $5106.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group Inc                      | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $9192.24      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       216 | NS      | $3417.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       108 | NS      | $11108.88     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       122 | NS      | $5213.06      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                                 | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        69 | NS      | $5486.88      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                        | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       508 | NS      | $3246.12      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       588 | NS      | $4339.44      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $9480.00      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $5813.20      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |       558 | NS      | $6110.10      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       241 | NS      | $22801.01     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                                 | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $5957.76      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       255 | NS      | $3378.75      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                                 | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       301 | NS      | $12843.67     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       181 | NS      | $9131.45      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |       440 | NS      | $3176.80      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                      | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       131 | NS      | $2710.39      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       167 | NS      | $9093.15      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp                               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       780 | NS      | $10654.80     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                             | FormFactor Inc                                  | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       326 | NS      | $7246.98      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       228 | NS      | $11541.36     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       292 | NS      | $12970.64     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       191 | NS      | $6465.35      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       520 | NS      | $7326.80      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                               | Agilysys Inc                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        89 | NS      | $7043.46      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       160 | NS      | $20515.20     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       132 | NS      | $13235.64     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                 | RPT Realty                                      | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |       348 | NS      | $3493.92      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                     | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |        55 | NS      | $3752.10      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida                | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       307 | NS      | $9575.33      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                           | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       212 | NS      | $3938.96      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                        | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $7828.80      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                     | iTeos Therapeutics Inc                          | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $2226.42      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc           | Atlas Air Worldwide Holdings Inc                | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       112 | NS      | $11289.60     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                                  | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       280 | NS      | $2839.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       233 | NS      | $5417.25      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                    | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       105 | NS      | $7354.20      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp                           | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |        68 | NS      | $2571.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                                 | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |       508 | NS      | $2499.36      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       265 | NS      | $21001.25     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                           | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       343 | NS      | $1203.93      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $6773.27      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |        85 | NS      | $2531.30      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                              | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       116 | NS      | $3111.12      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                  | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       116 | NS      | $2352.48      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       113 | NS      | $10446.85     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       379 | NS      | $7625.48      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc        | Allscripts Healthcare Solutions Inc             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       489 | NS      | $8625.96      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                             | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       226 | NS      | $1848.68      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                                  | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       117 | NS      | $2987.01      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       238 | NS      | $14432.32     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co      | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |       296 | NS      | $13503.52     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group Inc                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       310 | NS      | $12440.30     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                                 | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $5605.52      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Unisys Corp                                | Unisys Corp                                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       298 | NS      | $1522.78      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       684 | NS      | $2599.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                 | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        44 | NS      | $6230.40      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                       | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       197 | NS      | $9978.05      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                          | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $9731.15      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       257 | NS      | $9948.47      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                      | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |        81 | NS      | $4987.17      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor Inc                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       326 | NS      | $6366.78      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1584.70      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                          | PDF Solutions Inc                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       124 | NS      | $3536.48      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                             | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        65 | NS      | $4419.35      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       168 | NS      | $5675.04      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       217 | NS      | $4971.47      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                             | TechTarget Inc                                  | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       115 | NS      | $5066.90      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                       | Orthofix Medical Inc                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1642.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                               | Vericel Corp                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       204 | NS      | $5373.36      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                       | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       468 | NS      | $5859.36      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp Inc                     | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       415 | NS      | $13097.40     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet Inc                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       206 | NS      | $3878.98      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries Inc                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        36 | NS      | $1266.48      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |       200 | NS      | $2454.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                     | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        36 | NS      | $2927.52      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       194 | NS      | $2291.14      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                     | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       136 | NS      | $3561.84      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        58 | NS      | $9680.20      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        29 | NS      | $5551.76      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust                  | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |       200 | NS      | $2670.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                          | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        72 | NS      | $4651.20      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $2430.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $2481.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       378 | NS      | $26811.54     | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $7787.34      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp                   | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       151 | NS      | $3575.68      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services Inc                          | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       104 | NS      | $1462.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                      | FARO Technologies Inc                           | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        76 | NS      | $2235.16      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |       297 | NS      | $3415.50      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                | Berkshire Hills Bancorp Inc                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       194 | NS      | $5800.60      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       223 | NS      | $7724.72      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       236 | NS      | $3112.84      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart Inc                                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       111 | NS      | $6746.58      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                     | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       290 | NS      | $9390.20      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International Inc                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       156 | NS      | $5701.80      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       412 | NS      | $18877.84     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       115 | NS      | $4444.75      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                         | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |        98 | NS      | $7675.36      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       244 | NS      | $2408.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                                   | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |        99 | NS      | $3090.78      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       218 | NS      | $3599.18      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc                   | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |       323 | NS      | $3876.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       104 | NS      | $4985.76      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc                    | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       163 | NS      | $4330.91      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       317 | NS      | $14055.78     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO Inc                                   | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       156 | NS      | $3538.08      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       139 | NS      | $12694.87     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                           | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |       357 | NS      | $5687.01      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |      1055 | NS      | $5834.15      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                | South Jersey Industries Inc                     | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       535 | NS      | $19008.55     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                                    | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       210 | NS      | $9172.80      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                           | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |        40 | NS      | $6194.80      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       143 | NS      | $5486.91      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $2831.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       201 | NS      | $9467.10      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       264 | NS      | $12268.08     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       248 | NS      | $6311.60      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       139 | NS      | $4231.16      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc               | Community Health Systems Inc                    | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $2380.32      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                             | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $6963.18      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       222 | NS      | $12276.60     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       148 | NS      | $7034.44      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                               | Medifast Inc                                    | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        48 | NS      | $5536.80      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       104 | NS      | $8902.40      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                | Livent Corp                                     | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       779 | NS      | $15478.73     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                    | Coherus Biosciences Inc                         | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       264 | NS      | $2090.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group Inc                               | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       269 | NS      | $2829.88      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       104 | NS      | $4228.64      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunity Investments Corp             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |       554 | NS      | $8326.62      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                        | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       346 | NS      | $3781.78      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        84 | NS      | $1126.44      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks Inc                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       564 | NS      | $10326.84     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       344 | NS      | $2968.72      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings Inc                                | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       243 | NS      | $7678.80      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |        80 | NS      | $2784.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $2407.68      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       226 | NS      | $8710.04      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       311 | NS      | $9939.56      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $4050.76      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                         | Varex Imaging Corp                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       183 | NS      | $3714.90      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       199 | NS      | $16801.57     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       222 | NS      | $10962.36     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       226 | NS      | $3948.22      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      2196 | NS      | $11616.84     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp                        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       276 | NS      | $7543.08      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       423 | NS      | $7859.34      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                       | WW International Inc                            | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       206 | NS      | $795.16       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International Inc                        | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |        52 | NS      | $2375.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                 | uniQure NV                                      | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       187 | NS      | $4239.29      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres Inc                                     | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       160 | NS      | $3564.80      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       173 | NS      | $11879.91     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       184 | NS      | $5231.12      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                   | AAON Inc                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $13708.24     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       218 | NS      | $10786.64     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                       | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        93 | NS      | $9900.78      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                             | SpartanNash Co                                  | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       143 | NS      | $4324.32      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                               | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |        37 | NS      | $1242.46      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $6418.40      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                      | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       260 | NS      | $6770.40      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       215 | NS      | $14639.35     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |        80 | NS      | $2237.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                     | Forrester Research Inc                          | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        47 | NS      | $1680.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       320 | NS      | $6835.20      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Liquid Reserves Fund | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |      5674 | NS      | $5675.10      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       158 | NS      | $20291.94     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       263 | NS      | $3621.51      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $10867.24     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International Inc                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       188 | NS      | $5999.08      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer