# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046900
**Filing Date:** 2023-2
**Character Count:** 89191
**Document Hash:** 376189e54ee1192db13c349fed3c1760
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046900.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046900

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683490

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

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

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

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

## Series and Classes Contracts Data

### SPDR(R) S & P 400 Mid Cap Growth ETF (Series ID: S000006987)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000019040 | SPDR(R) S & P 400 Mid Cap Growth ETF | MDYG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR(R) S & P 400 Mid Cap Growth ETF

- **b. EDGAR series identifier (if any):** S000006987

- **c. LEI of Series:** 549300EEEDESCGSS7N72

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1620016169.04

**Total Liabilities:** $45402592.76

**Net Assets:** $1574613576.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019040 | 9.42%                | 5.73%                | -6.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25099139.51             | $116616377.17                              |
| Month 2  | $1469803.82              | $88747702.88                               |
| Month 3  | $-185054698.89           | $64398713.72                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     97694 | NS      | $3955630.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     56937 | NS      | $9965683.11   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    304298 | NS      | $11654613.40  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    173435 | NS      | $4847508.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                                                              | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    139151 | NS      | $8833305.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     75646 | NS      | $3068201.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     94501 | NS      | $4689139.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     37568 | NS      | $6158522.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |    192694 | NS      | $6177769.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     85022 | NS      | $5682870.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     29993 | NS      | $5917618.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     26572 | NS      | $2898473.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    151908 | NS      | $3642753.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    157286 | NS      | $17804775.20  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87962 | NS      | $3723431.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     47898 | NS      | $2191812.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    114489 | NS      | $4224644.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     78000 | NS      | $13206180.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    123142 | NS      | $4020586.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     99080 | NS      | $11168297.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56680 | NS      | $4926058.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     50480 | NS      | $5428114.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     87078 | NS      | $6300093.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                 | Super Micro Computer Inc                                                    | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     54570 | NS      | $4480197.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    251551 | NS      | $9677166.97   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc  | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77240 | NS      | $4864575.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     14256 | NS      | $766260.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     38502 | NS      | $5460353.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     85119 | NS      | $2755302.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     49897 | NS      | $8454048.71   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    118445 | NS      | $6972857.15   | 0.44%             |  |  |  | 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        |     42510 | NS      | $1991168.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     76240 | NS      | $6503272.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    207182 | NS      | $10939209.60  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    234768 | NS      | $8571379.68   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     86373 | NS      | $6194671.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    192397 | NS      | $10185497.18  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     64664 | NS      | $4649341.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     42821 | NS      | $4324921.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     37563 | NS      | $5951106.09   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     83221 | NS      | $6198300.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     57452 | NS      | $2582467.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    534775 | NS      | $13101987.50  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc                                                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     22152 | NS      | $1101175.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     48598 | NS      | $6740056.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     56251 | NS      | $12619911.85  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     89156 | NS      | $6093812.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    183215 | NS      | $7374403.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     45592 | NS      | $6619502.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     52199 | NS      | $5858293.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     49696 | NS      | $10507225.28  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                                                           | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72963 | NS      | $4637528.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     54674 | NS      | $6637423.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     87155 | NS      | $12593025.95  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                 | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     63884 | NS      | $5828137.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    258233 | NS      | $8865138.89   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    364896 | NS      | $9129697.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    104067 | NS      | $3579904.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    204187 | NS      | $11618240.30  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc                                               | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     21517 | NS      | $1771064.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     51990 | NS      | $5331054.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    189721 | NS      | $9751659.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     32532 | NS      | $1747293.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    121769 | NS      | $4013506.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146152 | NS      | $8076359.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    130026 | NS      | $3981396.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc         | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    116256 | NS      | $7691496.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     68812 | NS      | $19135929.08  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    242002 | NS      | $15146905.18  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    301133 | NS      | $8729845.67   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    593153 | NS      | $12390966.17  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     53828 | NS      | $6114860.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     36127 | NS      | $8036812.42   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    232251 | NS      | $16057834.14  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | Axon Enterprise Inc                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |    102071 | NS      | $16936641.03  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     21140 | NS      | $3091302.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    113861 | NS      | $9670214.73   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     45206 | NS      | $6221249.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     48403 | NS      | $5562472.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy's Co/The                           | Wendy's Co/The                                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    257495 | NS      | $5827111.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     48797 | NS      | $2368606.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     38318 | NS      | $2638577.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     69736 | NS      | $2347313.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     22842 | NS      | $4789510.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     81071 | NS      | $19025742.28  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     50393 | NS      | $3544643.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     73865 | NS      | $6972856.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc        | World Wrestling Entertainment Inc                                           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     65461 | NS      | $4485387.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    222097 | NS      | $5034938.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     71949 | NS      | $10656366.39  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     42005 | NS      | $5052781.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41358 | NS      | $4468318.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                                                   | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     86027 | NS      | $5886827.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     87015 | NS      | $2257169.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     64337 | NS      | $5704118.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     55693 | NS      | $7398815.05   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                       | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       516 | NS      | $50413.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     91008 | NS      | $8064218.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     64634 | NS      | $4658818.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     47466 | NS      | $6516132.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     36103 | NS      | $3626546.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    172637 | NS      | $7040136.86   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     78067 | NS      | $18396488.55  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     27243 | NS      | $2897020.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     61009 | NS      | $8008651.43   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      5474 | NS      | $1703016.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    116951 | NS      | $8685950.77   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    101070 | NS      | $9192316.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     78274 | NS      | $7709989.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  45186607 | NS      | $45186606.75  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    302301 | NS      | $11956004.55  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     29866 | NS      | $2795457.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |    101881 | NS      | $4916777.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     30602 | NS      | $4412502.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     38023 | NS      | $8076465.43   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121444 | NS      | $6364880.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     93295 | NS      | $10115976.85  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    126435 | NS      | $6554390.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     46403 | NS      | $4902940.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     46406 | NS      | $5103731.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23435 | NS      | $2514575.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108571 | NS      | $7154828.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                                                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    296368 | NS      | $1985665.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     80431 | NS      | $3924228.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    220688 | NS      | $9491790.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139558 | NS      | $3388468.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognex Corp                              | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    135869 | NS      | $6400788.59   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     62194 | NS      | $12081806.44  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     23239 | NS      | $5117227.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    506210 | NS      | $5462005.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378027 | NS      | $6275248.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24312 | NS      | $4026310.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    129394 | NS      | $5175760.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    360359 | NS      | $17199935.07  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     57878 | NS      | $9665047.22   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     68546 | NS      | $3015338.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     56502 | NS      | $2304716.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     50264 | NS      | $12535841.60  | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| Middleby Corp/The                        | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     39051 | NS      | $5228928.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    108317 | NS      | $6412366.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                                                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     70653 | NS      | $2918675.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89413 | NS      | $4639640.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     57472 | NS      | $4660979.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                    | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     54609 | NS      | $11228156.49  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     95101 | NS      | $15150540.31  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     15263 | NS      | $7790693.09   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     81827 | NS      | $6195940.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     65120 | NS      | $8706544.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     59149 | NS      | $2136461.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51589 | NS      | $1730810.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     62468 | NS      | $3022826.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    182916 | NS      | $5257005.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     65862 | NS      | $10778316.30  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     54245 | NS      | $8836510.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37720 | NS      | $1132354.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     53869 | NS      | $7319181.03   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                              | Progyny Inc                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41448 | NS      | $1291105.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     70764 | NS      | $3858760.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     86801 | NS      | $3151744.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    233615 | NS      | $7029475.35   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64018 | NS      | $8524636.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                            | LHC Group Inc                                                               | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     46902 | NS      | $7583584.38   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     34381 | NS      | $3244878.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     55782 | NS      | $6187897.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     84411 | NS      | $5827735.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     79733 | NS      | $6563620.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                                                               | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     40358 | NS      | $2490088.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    122140 | NS      | $2055616.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     40515 | NS      | $4369542.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    163135 | NS      | $4448691.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    145140 | NS      | $17335521.60  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    487288 | NS      | $7816099.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     75142 | NS      | $4561870.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    127640 | NS      | $7867729.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     57837 | NS      | $10229630.19  | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Masimo Corp                              | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     45996 | NS      | $6805108.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     26277 | NS      | $3565000.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     35125 | NS      | $2869712.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     32498 | NS      | $8498876.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12896 | NS      | $1310491.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International Inc                   | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     22753 | NS      | $6839324.27   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    416931 | NS      | $12920691.69  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |    143115 | NS      | $6548942.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    169558 | NS      | $9705499.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     99291 | NS      | $4795755.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    194891 | NS      | $18992127.95  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     24361 | NS      | $2744023.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    104057 | NS      | $5302744.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     36200 | NS      | $5359772.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     76439 | NS      | $6011927.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117159 | NS      | $7975002.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     30191 | NS      | $7222592.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    222177 | NS      | $14414843.76  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    276657 | NS      | $9483801.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   1666652 | NS      | $9749914.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    124418 | NS      | $4038608.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     31434 | NS      | $8787060.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     44410 | NS      | $2790724.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     75983 | NS      | $8671179.96   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      9855 | NS      | $3247419.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     90463 | NS      | $4470681.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    126633 | NS      | $5267932.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     42511 | NS      | $5561714.13   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     44480 | NS      | $3810601.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     39961 | NS      | $15950832.76  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     69354 | NS      | $4148062.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    157992 | NS      | $8632682.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    272834 | NS      | $4594524.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     69392 | NS      | $4948343.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    105877 | NS      | $6182158.03   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     32195 | NS      | $10645920.65  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61077 | NS      | $6354451.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc                      | Mercury Systems Inc                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     50094 | NS      | $2241205.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     28328 | NS      | $3264235.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     30390 | NS      | $2357048.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    206990 | NS      | $13429511.20  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     43513 | NS      | $3763004.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                                                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     65161 | NS      | $3818434.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     25591 | NS      | $4004735.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     30580 | NS      | $1799938.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     37686 | NS      | $22558085.88  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    165420 | NS      | $11126149.20  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co             | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     88613 | NS      | $17938815.72  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     51948 | NS      | $8249342.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    145146 | NS      | $6723162.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     53088 | NS      | $3739518.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     31733 | NS      | $4288080.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     37022 | NS      | $6820563.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     96785 | NS      | $6126490.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     82624 | NS      | $2118479.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc                                               | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    706415 | NS      | $14891228.20  | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors             | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |    453826 | NS      | $453917.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    154756 | NS      | $9022274.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                                                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     71118 | NS      | $1282257.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                            | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     48296 | NS      | $3413078.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer