# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046896
**Filing Date:** 2023-2
**Character Count:** 156656
**Document Hash:** 5fb38f6e9675dd8c5f0be91ffe3274e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046896.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046896

**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:** 23683474

**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 SSGA US Small Cap Low Volatility Index ETF (Series ID: S000039795)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000123373 | SPDR SSGA US Small Cap Low Volatility Index ETF | SMLV            |

## 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 SSGA US Small Cap Low Volatility Index ETF

- **b. EDGAR series identifier (if any):** S000039795

- **c. LEI of Series:** 5493000HR5YXNE4QNM46

**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:** $204772600.87

**Total Liabilities:** $3485936.64

**Net Assets:** $201286664.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123373 | 11.72%               | 3.37%                | -4.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $322841.16               | $20284578.62                               |
| Month 2  | $196243.16               | $5870457.17                                |
| Month 3  | $451769.36               | $-11340653.06                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ionis Pharmaceuticals Inc               | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      9386 | NS      | $354509.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                            | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     11975 | NS      | $553843.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                 | Stock Yards Bancorp Inc                                                     | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     10732 | NS      | $697365.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                 | US Physical Therapy Inc                                                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      3304 | NS      | $267723.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                 | Global Medical REIT Inc                                                     | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |     33612 | NS      | $318641.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                  | Primoris Services Corp                                                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     13906 | NS      | $305097.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp              | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      9334 | NS      | $680635.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                             | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      6080 | NS      | $625814.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc         | First Interstate BancSystem Inc                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     15439 | NS      | $596717.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                     | Viavi Solutions Inc                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     34278 | NS      | $360261.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                    | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     21612 | NS      | $325908.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                       | Inter Parfums Inc                                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4063 | NS      | $392160.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc        | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     24378 | NS      | $1020219.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                | Nova Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |      3280 | NS      | $267910.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corp                             | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     13734 | NS      | $209168.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                    | Mercantile Bank Corp                                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     14216 | NS      | $475951.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                            | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      5082 | NS      | $363972.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                              | Viasat Inc                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      5718 | NS      | $180974.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                             | Anterix Inc                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      4850 | NS      | $156024.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                          | Stoneridge Inc                                                              | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     12880 | NS      | $277692.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                    | NetScout Systems Inc                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     20208 | NS      | $656962.08    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp             | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     22591 | NS      | $487513.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                            | Amedisys Inc                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1432 | NS      | $119629.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc              | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     13078 | NS      | $1101952.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                              | Tucows Inc                                                                  | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |      5519 | NS      | $187204.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Corp/VA                       | Universal Corp/VA                                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      7191 | NS      | $379756.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc              | ServisFirst Bancshares Inc                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6097 | NS      | $420144.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                        | Vector Group Ltd                                                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     37116 | NS      | $440195.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                   | Lancaster Colony Corp                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      5440 | NS      | $1073312.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                           | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     21745 | NS      | $362706.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                 | Expro Group Holdings NV                                                     | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      7096 | NS      | $128650.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc                        | Barnes Group Inc                                                            | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      9757 | NS      | $398573.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                 | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      5055 | NS      | $373261.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp           | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     12598 | NS      | $576484.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                  | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     17604 | NS      | $459992.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                  | Nicolet Bankshares Inc                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9448 | NS      | $753855.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc        | Prestige Consumer Healthcare Inc                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9193 | NS      | $575481.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                           | AMERISAFE Inc                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     21467 | NS      | $1115639.99   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                         | NBT Bancorp Inc                                                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25427 | NS      | $1104040.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                             | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      5822 | NS      | $626039.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc              | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15540 | NS      | $961615.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                  | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3336 | NS      | $128802.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc         | Four Corners Property Trust Inc                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     22401 | NS      | $580857.93    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                      | Arch Resources Inc                                                          | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1155 | NS      | $164922.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                    | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     12037 | NS      | $494841.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                               | Ennis Inc                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36220 | NS      | $802635.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollysys Automation Technologies Ltd    | Hollysys Automation Technologies Ltd                                        | CUSIP: 000000000<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | VG        |     25459 | NS      | $418291.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc             | Brookdale Senior Living Inc                                                 | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     21267 | NS      | $58058.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc           | Southern Missouri Bancorp Inc                                               | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10313 | NS      | $472644.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                    | UFP Technologies Inc                                                        | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      8376 | NS      | $987446.64    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                       | Cambridge Bancorp                                                           | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9884 | NS      | $820965.04    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                            | AtriCure Inc                                                                | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4126 | NS      | $183111.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                      | Calavo Growers Inc                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10566 | NS      | $310640.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                | CEVA Inc                                                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      7643 | NS      | $195507.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United Plc                   | Manchester United Plc                                                       | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | KY        |     27893 | NS      | $650743.69    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                 | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4629 | NS      | $784291.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                         | Nomad Foods Ltd                                                             | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     34596 | NS      | $596435.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                   | Mesa Laboratories Inc                                                       | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1515 | NS      | $251808.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc              | Great Southern Bancorp Inc                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     11869 | NS      | $706086.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                | Resources Connection Inc                                                    | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33673 | NS      | $618909.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                      | Park National Corp                                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      5576 | NS      | $784822.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc       | KKR Real Estate Finance Trust Inc                                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     66721 | NS      | $931425.16    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc             | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13680 | NS      | $412178.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                 | Methode Electronics Inc                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     10649 | NS      | $472496.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp               | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26159 | NS      | $555878.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                    | Lakeland Bancorp Inc                                                        | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     37289 | NS      | $656659.29    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE            | Eagle Pharmaceuticals Inc/DE                                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      4888 | NS      | $142876.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                           | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     15878 | NS      | $579705.78    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc               | Merit Medical Systems Inc                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3573 | NS      | $252325.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                          | CVR Energy Inc                                                              | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      6140 | NS      | $192427.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                             | Model N Inc                                                                 | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     11323 | NS      | $459260.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                           | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5534 | NS      | $439897.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc      | Easterly Government Properties Inc                                          | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     56152 | NS      | $801289.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                    | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     25701 | NS      | $593436.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                        | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4030 | NS      | $300154.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                    | Global Net Lease Inc                                                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     35609 | NS      | $447605.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Geopark Ltd                             | Geopark Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | EC               | CORP              | BM        |      7226 | NS      | $111641.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                             | Hawkins Inc                                                                 | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7636 | NS      | $294749.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                            | Gentherm Inc                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      4654 | NS      | $303859.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                           | Surmodics Inc                                                               | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      5033 | NS      | $171725.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc            | Broadmark Realty Capital Inc                                                | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |     84671 | NS      | $301428.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd                       | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2435 | NS      | $270065.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp            | Select Medical Holdings Corp                                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10592 | NS      | $262999.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                | Franklin Electric Co Inc                                                    | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      8978 | NS      | $715995.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                        | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4438 | NS      | $465501.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc              | Cardiovascular Systems Inc                                                  | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     11101 | NS      | $151195.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc     | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3990 | NS      | $502859.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                | First Mid Bancshares Inc                                                    | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18797 | NS      | $603007.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                            | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      4819 | NS      | $588448.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc               | Vanda Pharmaceuticals Inc                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     15340 | NS      | $113362.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc              | Worthington Industries Inc                                                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5793 | NS      | $287970.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust    | Universal Health Realty Income Trust                                        | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      8757 | NS      | $417971.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                        | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8249 | NS      | $408160.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc            | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      7149 | NS      | $255004.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                      | Hostess Brands Inc                                                          | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22646 | NS      | $508176.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                             | Centerspace                                                                 | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      5752 | NS      | $337469.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                        | West BanCorp Inc                                                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |     21498 | NS      | $549273.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc          | Telephone and Data Systems Inc                                              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18167 | NS      | $190571.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                            | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      6522 | NS      | $646264.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp  | National Energy Services Reunited Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     18990 | NS      | $131790.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Sports Corp       | Madison Square Garden Sports Corp                                           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2860 | NS      | $524323.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                              | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2448 | NS      | $274739.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc               | Agios Pharmaceuticals Inc                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      5356 | NS      | $150396.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                | Southside Bancshares Inc                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     24789 | NS      | $892156.11    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp       | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     34908 | NS      | $487664.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                           | Frontdoor Inc                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     10037 | NS      | $208769.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                  | Energizer Holdings Inc                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     11322 | NS      | $379853.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc               | Community Bank System Inc                                                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     13705 | NS      | $862729.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                             | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     15272 | NS      | $1119895.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ituran Location and Control Ltd         | Ituran Location and Control Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15341 | NS      | $324155.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                    | Tri Pointe Homes Inc                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10826 | NS      | $201255.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                 | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     21786 | NS      | $497810.10    | 0.25%             |  |  |  | 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        |     22065 | NS      | $461379.15    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                          | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     21100 | NS      | $736601.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                            | NuVasive Inc                                                                | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      6030 | NS      | $248677.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinovac Biotech Ltd                     | Sinovac Biotech Ltd                                                         | CUSIP: 000000000<br>LEI: 529900DOOGH8WKB2WL85 | Long             | EC               | CORP              | AG        |     30008 | NS      | $194151.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Inc                             | Premier Inc                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17872 | NS      | $625162.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc             | Asbury Automotive Group Inc                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1365 | NS      | $244676.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                | Kearny Financial Corp/MD                                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57614 | NS      | $584782.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                    | TrustCo Bank Corp NY                                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18154 | NS      | $682408.86    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                          | Tejon Ranch Co                                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     36195 | NS      | $681913.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc       | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     15580 | NS      | $648128.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc               | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6605 | NS      | $375824.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                           | Dril-Quip Inc                                                               | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      5791 | NS      | $157341.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc           | Papa John's International Inc                                               | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2982 | NS      | $245448.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The              | Cheesecake Factory Inc/The                                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      6349 | NS      | $201326.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries Inc                   | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3279 | NS      | $305537.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                             | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      2446 | NS      | $216813.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                              | Kadant Inc                                                                  | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2060 | NS      | $365917.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc             | Kennedy-Wilson Holdings Inc                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     25164 | NS      | $395829.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                     | Dorman Products Inc                                                         | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4814 | NS      | $389308.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                            | Lindsay Corp                                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      5951 | NS      | $969120.35    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                            | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     21317 | NS      | $350025.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Oilfield Infrastructure Inc     | Solaris Oilfield Infrastructure Inc                                         | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     11170 | NS      | $110918.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                  | National Research Corp                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      7774 | NS      | $289970.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals Inc            | Ironwood Pharmaceuticals Inc                                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     23943 | NS      | $296653.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     10449 | NS      | $411899.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                      | Albireo Pharma Inc                                                          | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      5118 | NS      | $110599.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                | Green Brick Partners Inc                                                    | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10950 | NS      | $265318.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc          | Armstrong World Industries Inc                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4941 | NS      | $338903.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                            | Archrock Inc                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     16397 | NS      | $147245.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                 | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     46795 | NS      | $677123.65    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                     | Addus HomeCare Corp                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      3813 | NS      | $379355.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                | Independent Bank Corp/MI                                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21276 | NS      | $508921.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                      | Vertiv Holdings Co                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     26351 | NS      | $359954.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                 | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      5995 | NS      | $241178.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc       | Computer Programs and Systems Inc                                           | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     12956 | NS      | $352662.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                              | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      9393 | NS      | $510415.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                              | Nelnet Inc                                                                  | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      7428 | NS      | $674091.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                    | OrthoPediatrics Corp                                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      4111 | NS      | $163330.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                      | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      6033 | NS      | $503876.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                              | Cactus Inc                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1986 | NS      | $99816.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc            | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4553 | NS      | $665785.19    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                        | Enstar Group Ltd                                                            | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      3302 | NS      | $762894.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc           | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     11611 | NS      | $325340.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     12492 | NS      | $1156134.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp              | Farmers National Banc Corp                                                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36800 | NS      | $519616.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                              | Nevro Corp                                                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      2379 | NS      | $94208.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                            | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2010 | NS      | $276616.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                          | Wendy's Co/The                                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     22918 | NS      | $518634.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                      | Mativ Holdings Inc                                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     25596 | NS      | $534956.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp              | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4217 | NS      | $431862.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                 | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     41946 | NS      | $257967.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                 | Lakeland Financial Corp                                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7428 | NS      | $542021.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                  | American Vanguard Corp                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     21077 | NS      | $457581.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                            | La-Z-Boy Inc                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     11821 | NS      | $269755.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                               | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     15444 | NS      | $1063473.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                      | Avanos Medical Inc                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      8065 | NS      | $218238.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                            | WesBanco Inc                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15612 | NS      | $577331.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                        | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     14939 | NS      | $1050809.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                    | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     22372 | NS      | $424620.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                   | ICF International Inc                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      8589 | NS      | $850740.45    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                   | Helmerich & Payne Inc                                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      3063 | NS      | $151832.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp               | Gladstone Commercial Corp                                                   | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |     30194 | NS      | $558589.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                       | AngioDynamics Inc                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     11474 | NS      | $157996.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                    | Cavco Industries Inc                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $219236.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc              | Enanta Pharmaceuticals Inc                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2414 | NS      | $112299.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp         | Zurn Elkay Water Solutions Corp                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     12890 | NS      | $272623.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp              | Horace Mann Educators Corp                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     19631 | NS      | $733610.47    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                  | Altair Engineering Inc                                                      | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      4414 | NS      | $200704.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                | American Software Inc/GA                                                    | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14273 | NS      | $209527.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                   | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      9555 | NS      | $382773.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc           | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     10713 | NS      | $612783.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                               | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9087 | NS      | $609374.22    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                            | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      3901 | NS      | $216661.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                 | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     11180 | NS      | $348033.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                      | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     17854 | NS      | $634352.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                   | Alerus Financial Corp                                                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     21754 | NS      | $507955.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust       | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     24888 | NS      | $645594.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc            | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     11930 | NS      | $423515.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                              | Kaman Corp                                                                  | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      8974 | NS      | $200120.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                       | Paya Holdings Inc                                                           | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81871 | NS      | $644324.77    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                  | Akero Therapeutics Inc                                                      | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     11780 | NS      | $645544.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                 | Flushing Financial Corp                                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24846 | NS      | $481515.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc               | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     14747 | NS      | $393597.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY               | Columbus McKinnon Corp/NY                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      8209 | NS      | $266546.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                      | Verint Systems Inc                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      8629 | NS      | $313060.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd               | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10315 | NS      | $558763.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                         | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12084 | NS      | $476834.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                            | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      7577 | NS      | $434086.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                    | Hilltop Holdings Inc                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     17100 | NS      | $513171.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc           | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9420 | NS      | $834706.20    | 0.41%             |  |  |  | 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        |      2595 | NS      | $187514.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                        | PJT Partners Inc                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     10695 | NS      | $788114.55    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                               | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      7553 | NS      | $334446.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                      | Thryv Holdings Inc                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6444 | NS      | $122436.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                   | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     61298 | NS      | $940311.32    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                              | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     13044 | NS      | $467236.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc            | Sinclair Broadcast Group Inc                                                | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      7653 | NS      | $118698.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                          | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      8801 | NS      | $300026.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                          | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      8830 | NS      | $258012.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                        | Elme Communities                                                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     26935 | NS      | $479443.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                               | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6111 | NS      | $649843.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc              | Bridgewater Bancshares Inc                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     31441 | NS      | $557763.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7749 | NS      | $1017211.23   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                          | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3628 | NS      | $1128707.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc              | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     18842 | NS      | $406421.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                   | ESCO Technologies Inc                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      7212 | NS      | $631338.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                    | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      7877 | NS      | $517125.05    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                        | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     25325 | NS      | $626034.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                              | Diodes Inc                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3534 | NS      | $269078.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                        | Badger Meter Inc                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      6251 | NS      | $681546.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                 | Tompkins Financial Corp                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      9700 | NS      | $752526.00    | 0.37%             |  |  |  | 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        |   2384402 | NS      | $2384402.25   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc          | Community Healthcare Trust Inc                                              | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     19135 | NS      | $685033.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc    | Cracker Barrel Old Country Store Inc                                        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      3090 | NS      | $292746.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Accel Entertainment Inc                 | Accel Entertainment Inc                                                     | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19702 | NS      | $151705.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc             | German American Bancorp Inc                                                 | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18882 | NS      | $704298.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                    | Douglas Dynamics Inc                                                        | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     14283 | NS      | $516473.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc           | National Health Investors Inc                                               | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     10008 | NS      | $522617.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                              | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3251 | NS      | $203220.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                         | SiriusPoint Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     68906 | NS      | $406545.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc           | Hudson Pacific Properties Inc                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |     22872 | NS      | $222544.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                           | Tidewater Inc                                                               | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      5575 | NS      | $205438.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                  | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     19718 | NS      | $461401.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                   | HarborOne Bancorp Inc                                                       | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     48738 | NS      | $677458.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc             | Community Trust Bancorp Inc                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19673 | NS      | $903580.89    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                | Towne Bank/Portsmouth VA                                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     19258 | NS      | $593916.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA              | Heritage Financial Corp/WA                                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28286 | NS      | $866683.04    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc             | Heartland Financial USA Inc                                                 | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     10707 | NS      | $499160.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc              | Mueller Water Products Inc                                                  | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     38643 | NS      | $415798.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                | WD-40 Co                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      3202 | NS      | $516194.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                | National HealthCare Corp                                                    | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16075 | NS      | $956462.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                            | Innospec Inc                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4406 | NS      | $453201.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                    | Arrow Financial Corp                                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     23360 | NS      | $791904.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Trust Bancorp Inc            | Washington Trust Bancorp Inc                                                | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     13069 | NS      | $616595.42    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                          | MGE Energy Inc                                                              | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15210 | NS      | $1070784.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                     | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     21817 | NS      | $1130993.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                         | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      7219 | NS      | $574054.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp      | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     10052 | NS      | $492145.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                | Waterstone Financial Inc                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     30505 | NS      | $525906.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                             | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8933 | NS      | $564565.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                 | Central Garden & Pet Co                                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      7556 | NS      | $282972.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                    | Rush Enterprises Inc                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      8088 | NS      | $422840.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                    | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      3910 | NS      | $369925.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                         | City Holding Co                                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13377 | NS      | $1245264.93   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                          | Ziff Davis Inc                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      4906 | NS      | $388064.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                            | Innoviva Inc                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     17925 | NS      | $237506.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                  | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16839 | NS      | $726266.07    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp               | Albany International Corp                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4344 | NS      | $428274.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                    | Sitio Royalties Corp                                                        | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11212 | NS      | $323464.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                   | ATN International Inc                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     12761 | NS      | $578200.91    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                  | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     17650 | NS      | $710589.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                         | Hillenbrand Inc                                                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      8077 | NS      | $344645.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                   | Bank of Marin Bancorp                                                       | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22518 | NS      | $740391.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                  | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      9754 | NS      | $492089.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                           | iRadimed Corp                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      3580 | NS      | $101278.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                    | Camden National Corp                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     14277 | NS      | $595208.13    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA               | Enterprise Bancorp Inc/MA                                                   | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13450 | NS      | $474785.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                        | Weis Markets Inc                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7585 | NS      | $624169.65    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods Inc                     | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     14839 | NS      | $807983.55    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                              | Heska Corp                                                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      1093 | NS      | $67940.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                          | TechnipFMC PLC                                                              | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     18382 | NS      | $224076.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                       | Patterson Cos Inc                                                           | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      8929 | NS      | $250279.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc        | Piedmont Office Realty Trust Inc                                            | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     34397 | NS      | $315420.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                      | ABM Industries Inc                                                          | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      7729 | NS      | $343322.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc          | National Presto Industries Inc                                              | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7653 | NS      | $523924.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                       | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     32240 | NS      | $1091324.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                    | Marten Transport Ltd                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28748 | NS      | $568635.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                     | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |      9775 | NS      | $430002.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                  | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     10628 | NS      | $433516.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                  | Trinity Industries Inc                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     12277 | NS      | $363030.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                             | TriMas Corp                                                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     23555 | NS      | $653415.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc              | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     27774 | NS      | $438273.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd               | Liberty Latin America Ltd                                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     28988 | NS      | $220308.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                | Sandy Spring Bancorp Inc                                                    | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12738 | NS      | $448759.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp               | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      7008 | NS      | $212692.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                      | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       822 | NS      | $496660.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66288 | NS      | $926706.24    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                 | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     22160 | NS      | $308024.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                               | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9571 | NS      | $397962.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                | Par Pacific Holdings Inc                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7944 | NS      | $184698.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc             | Capital City Bank Group Inc                                                 | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     18933 | NS      | $615322.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                            | Transcat Inc                                                                | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      6458 | NS      | $457678.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                    | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     24676 | NS      | $440466.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                            | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4315 | NS      | $321942.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Logistics Properties Trust   | Industrial Logistics Properties Trust                                       | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     27072 | NS      | $88525.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp             | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14463 | NS      | $608458.41    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                  | Washington Federal Inc                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23942 | NS      | $803254.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp          | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     17726 | NS      | $359483.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                      | Gorman-Rupp Co/The                                                          | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     16998 | NS      | $435488.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                 | Herbalife Nutrition Ltd                                                     | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      8947 | NS      | $133131.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                             | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3112 | NS      | $422827.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                  | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      6387 | NS      | $376833.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                  | Heron Therapeutics Inc                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     30557 | NS      | $76392.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp Inc                         | S&T Bancorp Inc                                                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20776 | NS      | $710123.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                   | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      6277 | NS      | $288867.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                         | NeoGenomics Inc                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $100161.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radware Ltd                             | Radware Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12228 | NS      | $241503.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Basin Royalty Trust             | Permian Basin Royalty Trust                                                 | CUSIP: 714236106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16173 | NS      | $407559.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| MidWestOne Financial Group Inc          | MidWestOne Financial Group Inc                                              | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17931 | NS      | $569309.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                     | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      4412 | NS      | $160596.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                         | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      4272 | NS      | $604915.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                    | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      4064 | NS      | $205719.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                           | LHC Group Inc                                                               | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      2283 | NS      | $369138.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                   | Delek US Holdings Inc                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      6012 | NS      | $162324.00    | 0.08%             |  |  |  | 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        |      5361 | NS      | $802595.31    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                              | Tennant Co                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      6212 | NS      | $382472.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                       | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     15949 | NS      | $366827.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7394 | NS      | $820216.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                   | Carriage Services Inc                                                       | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5430 | NS      | $149542.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                          | TechTarget Inc                                                              | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      3129 | NS      | $137863.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                    | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10693 | NS      | $219527.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                           | Envestnet Inc                                                               | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      5156 | NS      | $318125.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co        | Shenandoah Telecommunications Co                                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     17816 | NS      | $282918.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                   | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     38398 | NS      | $646238.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                  | SeaSpine Holdings Corp                                                      | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     15466 | NS      | $129141.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4402 | NS      | $386319.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc               | Casella Waste Systems Inc                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      5791 | NS      | $459284.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                        | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     27804 | NS      | $690651.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc             | John B Sanfilippo & Son Inc                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5482 | NS      | $445796.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc               | Emergent BioSolutions Inc                                                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5495 | NS      | $64895.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc             | Fresh Del Monte Produce Inc                                                 | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     12951 | NS      | $339186.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                    | Quaker Chemical Corp                                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2058 | NS      | $343480.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                    | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     57580 | NS      | $576951.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                              | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     15578 | NS      | $1004936.78   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                | CBIZ Inc                                                                    | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     15632 | NS      | $732359.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                         | 1st Source Corp                                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14303 | NS      | $759346.27    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                        | QCR Holdings Inc                                                            | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     11063 | NS      | $549167.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                   | Hackett Group Inc/The                                                       | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     21539 | NS      | $438749.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                | First Bancshares Inc/The                                                    | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     15789 | NS      | $505405.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                   | Brookline Bancorp Inc                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41285 | NS      | $584182.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp               | Chesapeake Utilities Corp                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7288 | NS      | $861295.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc               | Ethan Allen Interiors Inc                                                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12268 | NS      | $324120.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd     | White Mountains Insurance Group Ltd                                         | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |      1185 | NS      | $1675981.05   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc            | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      6609 | NS      | $539955.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                     | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      8987 | NS      | $289651.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                       | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     17549 | NS      | $1244750.57   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc           | Armada Hoffler Properties Inc                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     37628 | NS      | $432722.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                    | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      4453 | NS      | $154251.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                          | PriceSmart Inc                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      6075 | NS      | $369238.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc      | Cogent Communications Holdings Inc                                          | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8333 | NS      | $475647.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                             | EVERTEC Inc                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     11227 | NS      | $363530.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc             | Monarch Casino & Resort Inc                                                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      2746 | NS      | $211139.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc               | Minerals Technologies Inc                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      6616 | NS      | $401723.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                        | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      4617 | NS      | $363127.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                               | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     18911 | NS      | $400724.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                 | Strategic Education Inc                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      5331 | NS      | $417523.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc            | Cass Information Systems Inc                                                | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     18028 | NS      | $826042.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                        | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      3852 | NS      | $743397.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc          | First Community Bankshares Inc                                              | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21663 | NS      | $734375.70    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                             | Clarus Corp                                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     16651 | NS      | $130543.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                 | First Financial Corp/IN                                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16657 | NS      | $767554.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc           | Healthcare Services Group Inc                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     21079 | NS      | $252948.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brigham Minerals Inc                    | Brigham Minerals Inc                                                        | CUSIP: 10918L103<br>LEI: 549300IQ6JCXW59RO175 | Long             | EC               | CORP              | US        |        26 | NS      | $849.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeTrust Bancshares Inc                | HomeTrust Bancshares Inc                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21606 | NS      | $522217.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp          | Great Lakes Dredge & Dock Corp                                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     27729 | NS      | $164987.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                            | SFL Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     42507 | NS      | $391914.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                  | Northfield Bancorp Inc                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48586 | NS      | $764257.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                          | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2085 | NS      | $582840.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                              | Brady Corp                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     14136 | NS      | $665805.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                   | CommVault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6957 | NS      | $437177.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                     | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     16040 | NS      | $745378.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                  | Peoples Bancorp Inc/OH                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22017 | NS      | $621980.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Royalty Trust                    | Sabine Royalty Trust                                                        | CUSIP: 785688102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9962 | NS      | $851252.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                 | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     19632 | NS      | $499634.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp             | Matthews International Corp                                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     11996 | NS      | $365158.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                     | Westamerica BanCorp                                                         | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18131 | NS      | $1069910.31   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                            | Artivion Inc                                                                | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     11122 | NS      | $134798.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                | Wolverine World Wide Inc                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     11691 | NS      | $127782.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp               | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     16876 | NS      | $226307.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                      | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      6027 | NS      | $101494.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                      | SunCoke Energy Inc                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     20185 | NS      | $174196.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                        | MDC Holdings Inc                                                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      6799 | NS      | $214848.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                            | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10096 | NS      | $263808.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                     | Gladstone Land Corp                                                         | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |     16130 | NS      | $295985.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products Inc             | Standard Motor Products Inc                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     20413 | NS      | $710372.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV           | Sapiens International Corp NV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10654 | NS      | $196885.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                   | United Fire Group Inc                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18609 | NS      | $509142.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                  | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2332 | NS      | $771122.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                        | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      6893 | NS      | $680614.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                 | Amicus Therapeutics Inc                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     16946 | NS      | $206910.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                       | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      8929 | NS      | $285370.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                     | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      6058 | NS      | $469858.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                   | SIGA Technologies Inc                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25845 | NS      | $190219.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                      | Varex Imaging Corp                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      9574 | NS      | $194352.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                   | Independent Bank Corp                                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      6859 | NS      | $579105.37    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                               | Arko Corp                                                                   | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94660 | NS      | $819755.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The           | First of Long Island Corp/The                                               | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33136 | NS      | $596448.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                         | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      4908 | NS      | $131877.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                        | TriCo Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17090 | NS      | $871419.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc           | Capitol Federal Financial Inc                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92277 | NS      | $798196.05    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                           | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      7807 | NS      | $459520.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     12338 | NS      | $350769.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                | AAON Inc                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10333 | NS      | $778281.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                              | Chase Corp                                                                  | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6579 | NS      | $567504.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                               | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7379 | NS      | $785568.34    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                      | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      3358 | NS      | $533250.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                               | Monro Inc                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $334118.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                              | Xencor Inc                                                                  | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6972 | NS      | $181550.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                    | Johnson Outdoors Inc                                                        | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3156 | NS      | $208674.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                               | Argan Inc                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     11615 | NS      | $428361.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The         | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6270 | NS      | $847265.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                  | Forrester Research Inc                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      9864 | NS      | $352736.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                     | Equity Commonwealth                                                         | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |    144592 | NS      | $3610462.24   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                      | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39184 | NS      | $1008988.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc        | Provident Financial Services Inc                                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     22034 | NS      | $470646.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                          | MakeMyTrip Ltd                                                              | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |      9535 | NS      | $262879.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors            | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |    320863 | NS      | $320927.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                     | CSW Industrials Inc                                                         | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      4921 | NS      | $570491.53    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                        | SPS Commerce Inc                                                            | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      2814 | NS      | $361402.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                        | Encore Wire Corp                                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2977 | NS      | $409516.12    | 0.20%             |  |  |  | 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