# EDGAR Filing Document

**Accession Number:** 0000746687
**File Stem:** 0001752724-23-046867
**Filing Date:** 2023-2
**Character Count:** 100147
**Document Hash:** ba448ce897e64935d1e0722c4f008b6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046867.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046867

**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**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC
- **CENTRAL INDEX KEY:** 0000746687
- **IRS NUMBER:** 541278621
- **STATE OF INCORPORATION:** VA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04041
- **FILM NUMBER:** 23683435

**BUSINESS ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905
- **BUSINESS PHONE:** 203-708-2726

**MAIL ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENTS FUNDS INC
- **DATE OF NAME CHANGE:** 20110921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19970501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIFE OF VIRGINIA SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### State Street Small-Cap Equity V.I.S. Fund (Series ID: S000001636)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000004438 | Class 1 Shares | SSSEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

- **b. Investment Company Act file number:** 811-04041

- **c. CIK number of Registrant:** 0000746687

- **d. LEI of Registrant:** 549300F3HMV6UGZMOO92

- **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:** 203-708-2726

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

- **a. Name of Series:** State Street Small-Cap Equity V.I.S. Fund

- **b. EDGAR series identifier (if any):** S000001636

- **c. LEI of Series:** 549300KIL74R1C4T4619

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $26145918.95

**Total Liabilities:** $76868.17

**Net Assets:** $26069050.78

**Cash Not Reported:** $24190.10

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004438 | 12.61%               | 3.47%                | -5.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $119000.02               | $2949355.93                                |
| Month 2  | $139563.31               | $789457.78                                 |
| Month 3  | $68163.20                | $-1662675.47                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                    | WESCO International Inc                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       268 | NS      | $33553.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                          | Revolve Group Inc                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1116 | NS      | $24842.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                    | Stock Yards Bancorp Inc                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |        60 | NS      | $3898.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                           | Sovos Brands Inc                                           | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $45552.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1966 | NS      | $159304.98    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet Inc                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $23387.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                           | Pure Storage Inc                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      8050 | NS      | $215418.00    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       930 | NS      | $67815.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       334 | NS      | $34378.62     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       785 | NS      | $28997.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc            | First Interstate BancSystem Inc                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      1553 | NS      | $60023.45     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1222 | NS      | $48953.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                 | Vertex Inc                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      3828 | NS      | $55544.28     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       440 | NS      | $57283.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1050584 | NS      | $1050584.46   | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                             | PDC Energy Inc                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      3316 | NS      | $210499.68    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       367 | NS      | $26284.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                      | Stifel Financial Corp                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1036 | NS      | $60471.32     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC                          | ESC FRESH MKT INC                                          | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |     10000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lancaster Colony Corp                      | Lancaster Colony Corp                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       800 | NS      | $157840.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       340 | NS      | $34958.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit Inc                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1945 | NS      | $25596.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                    | Live Oak Bancshares Inc                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $78550.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                           | Barnes Group Inc                                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      5590 | NS      | $228351.50    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2070 | NS      | $74106.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                | SI-BONE Inc                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      2310 | NS      | $31416.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp                               | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      6382 | NS      | $381324.50    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                    | European Wax Center Inc                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $42703.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1234 | NS      | $62218.28     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                | Workiva Inc                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2020 | NS      | $169619.40    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4285 | NS      | $144661.60    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                           | RBC Bearings Inc                                           | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $98394.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2538 | NS      | $116443.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      1114 | NS      | $57894.58     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                  | National Instruments Corp                                  | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      5487 | NS      | $202470.30    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       869 | NS      | $20395.43     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                              | Repligen Corp                                              | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       956 | NS      | $161860.36    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      3961 | NS      | $72090.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2127 | NS      | $61023.63     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                       | Ranpak Holdings Corp                                       | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      3005 | NS      | $17338.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                           | IES Holdings Inc                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       727 | NS      | $25859.39     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                               | AtriCure Inc                                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2560 | NS      | $113612.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers Inc                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1294 | NS      | $38043.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       637 | NS      | $21626.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     16215 | NS      | $120963.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                               | Leslie's Inc                                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $67887.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                      | Mesa Laboratories Inc                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       131 | NS      | $21773.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4652 | NS      | $85503.76     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc        | Ollie's Bargain Outlet Holdings Inc                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       649 | NS      | $30399.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4605 | NS      | $208790.70    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      3837 | NS      | $52835.49     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $48527.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden Inc                                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3172 | NS      | $228066.80    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                | Axonics Inc                                                | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      1450 | NS      | $90668.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc             | New York Community Bancorp Inc                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1931 | NS      | $16606.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc                         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |      4955 | NS      | $70707.85     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2283 | NS      | $230583.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1129 | NS      | $43579.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1740 | NS      | $78213.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3167 | NS      | $230177.56    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       440 | NS      | $48800.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems Inc                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      3000 | NS      | $40860.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2011 | NS      | $253446.33    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                  | AGCO Corp                                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1676 | NS      | $232444.44    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      2219 | NS      | $100631.65    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                | Bruker Corp                                                | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2264 | NS      | $154744.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $92004.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                          | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      8733 | NS      | $92482.47     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1184 | NS      | $23514.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1260 | NS      | $79317.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      3401 | NS      | $361798.38    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                              | Coherent Corp                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1463 | NS      | $51351.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd             | James River Group Holdings Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2690 | NS      | $56247.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp             | Evoqua Water Technologies Corp                             | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      5370 | NS      | $212652.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       587 | NS      | $105877.19    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       855 | NS      | $72264.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1118 | NS      | $63614.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1830 | NS      | $58029.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1690 | NS      | $149801.60    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2618 | NS      | $59166.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                             | Brink's Co/The                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4046 | NS      | $217310.66    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2826 | NS      | $41994.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                               | Vontier Corp                                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      3016 | NS      | $58299.28     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |        92 | NS      | $9324.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                | Raymond James Financial Inc                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1726 | NS      | $184423.10    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      3017 | NS      | $42117.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2855 | NS      | $230883.85    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                | Inspire Medical Systems Inc                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       880 | NS      | $221654.40    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                       | Generac Holdings Inc                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       390 | NS      | $39257.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                               | Woodward Inc                                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       640 | NS      | $61830.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5418 | NS      | $104133.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                    | Darling Ingredients Inc                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      5895 | NS      | $368968.05    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       771 | NS      | $18681.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc             | Armstrong World Industries Inc                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2519 | NS      | $172778.21    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                             | ChampionX Corp                                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1536 | NS      | $44528.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1486 | NS      | $88506.16     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       769 | NS      | $17340.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       558 | NS      | $55515.42     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                            | SouthState Corp                                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       140 | NS      | $10690.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                               | Penumbra Inc                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1040 | NS      | $231358.40    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1342 | NS      | $53988.66     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                          | Syneos Health Inc                                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2908 | NS      | $106665.44    | 0.41%             |  |  |  | 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        |      4415 | NS      | $52759.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                         | Regal Rexnord Corp                                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       411 | NS      | $49311.78     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                         | Origin Bancorp Inc                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1315 | NS      | $48260.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB Financial Corp                                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1640 | NS      | $136972.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      2706 | NS      | $56961.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       292 | NS      | $25552.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       385 | NS      | $35631.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | Wingstop Inc                                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       890 | NS      | $122481.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       820 | NS      | $83976.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       686 | NS      | $143840.48    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1109 | NS      | $37672.73     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1180 | NS      | $49005.40     | 0.19%             |  |  |  | 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        |      3540 | NS      | $134626.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                              | Blackline Inc                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3099 | NS      | $208469.73    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       537 | NS      | $26619.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      1315 | NS      | $34847.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       222 | NS      | $50227.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp                         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      3440 | NS      | $192880.80    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      1279 | NS      | $35198.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1868 | NS      | $69807.16     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                     | Altair Engineering Inc                                     | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      1602 | NS      | $72842.94     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      6256 | NS      | $250615.36    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2007 | NS      | $114800.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      1135 | NS      | $29441.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       498 | NS      | $34775.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co Inc                               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       358 | NS      | $31740.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3219 | NS      | $112117.77    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       259 | NS      | $34408.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1770 | NS      | $156839.70    | 0.60%             |  |  |  | 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        |       411 | NS      | $29698.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      4077 | NS      | $39383.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                          | Crane Holdings Co                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2626 | NS      | $263781.70    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       507 | NS      | $18322.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     11206 | NS      | $11205.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | Shift4 Payments Inc                                        | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $51511.53     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                               | Pulmonx Corp                                               | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      3570 | NS      | $30095.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                   | RLI Corp                                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       958 | NS      | $125756.66    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       682 | NS      | $43886.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies Inc                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1610 | NS      | $140939.40    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                             | Freshworks Inc                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      9570 | NS      | $140774.70    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                         | Globus Medical Inc                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      2640 | NS      | $196072.80    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1006 | NS      | $91495.70     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       312 | NS      | $23755.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      2345 | NS      | $83951.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc         | Compass Minerals International Inc                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1153 | NS      | $47273.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                       | Dycom Industries Inc                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3333 | NS      | $311968.80    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                | German American Bancorp Inc                                | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $78330.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                             | MSA Safety Inc                                             | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2104 | NS      | $303375.76    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                     | Home BancShares Inc/AR                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3180 | NS      | $72472.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                   | ICON PLC                                                   | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       389 | NS      | $75563.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                              | BRP Group Inc                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4380 | NS      | $110113.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1089 | NS      | $36808.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1160 | NS      | $119317.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc               | Washington Trust Bancorp Inc                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       620 | NS      | $29251.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                   | Northern Oil and Gas Inc                                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1497 | NS      | $46137.54     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp           | Peapack-Gladstone Financial Corp                           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1036 | NS      | $38559.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc       | Bright Horizons Family Solutions Inc                       | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $29341.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       940 | NS      | $46022.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $25343.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                               | Veracyte Inc                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      2600 | NS      | $61698.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc           | Alpine Income Property Trust Inc                           | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               |  | US        |      1869 | NS      | $35660.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc            | Pinnacle Financial Partners Inc                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       494 | NS      | $36259.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       545 | NS      | $43109.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2484 | NS      | $32292.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co/The                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      3532 | NS      | $39770.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       630 | NS      | $62111.70     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                             | Littelfuse Inc                                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       608 | NS      | $133881.60    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                           | Primo Water Corp                                           | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |      7790 | NS      | $121056.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       693 | NS      | $34961.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                        | Verra Mobility Corp                                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      6224 | NS      | $86077.92     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                   | OneSpaWorld Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      4095 | NS      | $38206.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                          | Acuity Brands Inc                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $26000.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                    | IAA Inc                                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      3422 | NS      | $136880.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                        | PotlatchDeltic Corp                                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       978 | NS      | $43022.22     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $27864.93     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                       | Hayward Holdings Inc                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5170 | NS      | $48598.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                | TriMas Corp                                                | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      4050 | NS      | $112347.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                  | Zevia PBC                                                  | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1640 | NS      | $6707.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                   | Sandy Spring Bancorp Inc                                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       909 | NS      | $32024.07     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2543 | NS      | $77180.05     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                      | Cambium Networks Corp                                      | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |      1328 | NS      | $28777.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                               | Transcat Inc                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       520 | NS      | $36852.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                   | Cullen/Frost Bankers Inc                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       961 | NS      | $128485.70    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                | Denbury Inc                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       102 | NS      | $8876.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |       881 | NS      | $31821.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       507 | NS      | $40179.75     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $66807.16     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1639 | NS      | $43957.98     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal Inc                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       865 | NS      | $29020.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       182 | NS      | $16825.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      2017 | NS      | $40582.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                | Novanta Inc                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       810 | NS      | $110054.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1945 | NS      | $114755.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1210 | NS      | $54643.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats Inc                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3006 | NS      | $160219.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                     | Heron Therapeutics Inc                                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     14799 | NS      | $36997.50     | 0.14%             |  |  |  | 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        |      1022 | NS      | $46623.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3782 | NS      | $142165.38    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       757 | NS      | $34837.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                              | New Relic Inc                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      2810 | NS      | $158624.50    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3651 | NS      | $194999.91    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                | Unisys Corp                                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      6581 | NS      | $33628.91     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       500 | NS      | $70800.00     | 0.27%             |  |  |  | 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        |       700 | NS      | $104797.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4153 | NS      | $95519.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                   | Acadia Healthcare Co Inc                                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      2349 | NS      | $193369.68    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                              | Envestnet Inc                                              | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       660 | NS      | $40722.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc               | Texas Capital Bancshares Inc                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       833 | NS      | $50238.23     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      5320 | NS      | $66606.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2840 | NS      | $47967.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc           | Montrose Environmental Group Inc                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      1930 | NS      | $85672.70     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      5418 | NS      | $91184.94     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1614 | NS      | $93967.08     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                | IDACORP Inc                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2258 | NS      | $243525.30    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1797 | NS      | $21222.57     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                          | Overstock.com Inc                                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       805 | NS      | $15584.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       611 | NS      | $101975.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                 | ALLETE Inc                                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       340 | NS      | $21933.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $52028.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1754 | NS      | $43253.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2510 | NS      | $121233.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      1086 | NS      | $47262.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                  | Asana Inc                                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $53978.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties Inc                                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1224 | NS      | $181225.44    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                         | Outset Medical Inc                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2470 | NS      | $63775.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd      | Argo Group International Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      4454 | NS      | $115135.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       173 | NS      | $33387.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       195 | NS      | $30708.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3599 | NS      | $43188.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                     | Southwestern Energy Co                                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      7387 | NS      | $43213.95     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       905 | NS      | $40127.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                 | Alcoa Corp                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       579 | NS      | $26327.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2150 | NS      | $196359.50    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                       | Univar Solutions Inc                                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      8470 | NS      | $269346.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       922 | NS      | $257735.88    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                          | Clean Harbors Inc                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       781 | NS      | $89127.72     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                     | Boston Beer Co Inc/The                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       699 | NS      | $230334.48    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     11440 | NS      | $291148.00    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2484 | NS      | $75612.96     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1642 | NS      | $96894.42     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       730 | NS      | $40369.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       676 | NS      | $32130.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                       | Deckers Outdoor Corp                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       257 | NS      | $102584.12    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc               | Ritchie Bros Auctioneers Inc                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      4402 | NS      | $254567.66    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       918 | NS      | $37325.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                               | Freshpet Inc                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      1340 | NS      | $70711.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2262 | NS      | $132078.18    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                        | Thor Industries Inc                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2348 | NS      | $177250.52    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                     | Valmont Industries Inc                                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       206 | NS      | $68118.02     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                             | Utz Brands Inc                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $114192.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       185 | NS      | $21317.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                     | Cousins Properties Inc                                     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      3833 | NS      | $96936.57     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      3213 | NS      | $271273.59    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       374 | NS      | $42419.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                            | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3370 | NS      | $90551.90     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3561 | NS      | $53877.93     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       732 | NS      | $22150.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       238 | NS      | $37244.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | E-MINI RUSS 2000 MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         4 | NC      | $48.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc                                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      3285 | NS      | $193355.10    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                     | Castle Biosciences Inc                                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $50163.74     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2472 | NS      | $77324.16     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2751 | NS      | $292871.46    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       875 | NS      | $20081.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | Tenable Holdings Inc                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      1920 | NS      | $73248.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1050 | NS      | $47460.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1305 | NS      | $88857.45     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                       | Johnson Outdoors Inc                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $21687.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      5597 | NS      | $394252.68    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      3468 | NS      | $47060.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $66177.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands Inc                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1334 | NS      | $34203.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                              | Timken Co/The                                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      4372 | NS      | $308969.24    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials Inc                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1050 | NS      | $121726.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer