# EDGAR Filing Document

**Accession Number:** 0000936958
**File Stem:** 0001752724-23-038765
**Filing Date:** 2023-2
**Character Count:** 154575
**Document Hash:** f1e9a849842f09c1a881df6fc8f2db8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038765.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038765

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR S&P MIDCAP 400 ETF TRUST
- **CENTRAL INDEX KEY:** 0000936958
- **IRS NUMBER:** 137077797
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08972
- **FILM NUMBER:** 23664777

**BUSINESS ADDRESS:**
- **STREET 1:** PDR SERVICES LLC C/O NYSE EURONEXT
- **STREET 2:** 11 WALL STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10005
- **BUSINESS PHONE:** 212-656-4440

**MAIL ADDRESS:**
- **STREET 1:** PDR SERVICES LLC C/O NYSE EURONEXT
- **STREET 2:** 11 WALL STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MIDCAP SPDR TRUST SERIES 1
- **DATE OF NAME CHANGE:** 19950207

## Nport-Ex

---

| |
|:---|
| **SPDR S&P MidCap 400 ETF Trust** |
| **Schedule of Investments** |
| **December 31, 2022 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Acadia Healthcare Co., Inc.\* | 813290 | $66950033 |
| ACI Worldwide, Inc.\* | 1004569 | 23105087 |
| Acuity Brands, Inc. | 287477 | 47609066 |
| Adient PLC\* | 847591 | 29402932 |
| AECOM | 1248403 | 106026867 |
| Affiliated Managers Group, Inc. | 336743 | 53350193 |
| AGCO Corp. | 553499 | 76764776 |
| Alcoa Corp. | 1581731 | 71921309 |
| Allegro MicroSystems, Inc.\* | 581471 | 17455759 |
| ALLETE, Inc. | 511000 | 32964610 |
| Amedisys, Inc.\* | 290463 | 24265279 |
| American Financial Group, Inc. | 624139 | 85681802 |
| Amkor Technology, Inc. | 897885 | 21531282 |
| Annaly Capital Management, Inc. | 4182494 | 88166974 |
| Antero Midstream Corp. | 2994201 | 32307429 |
| Antero Resources Corp.\* | 2468423 | 76496429 |
| Apartment Income REIT Corp. | 1340283 | 45985110 |
| AptarGroup, Inc. | 583607 | 64185098 |
| Arrow Electronics, Inc.\* | 549852 | 57498024 |
| Arrowhead Pharmaceuticals, Inc.\* | 946239 | 38379454 |
| ASGN, Inc.\* | 446082 | 36346761 |
| Ashland, Inc. | 445259 | 47878700 |
| Aspen Technology, Inc.\* | 259630 | 53328002 |
| Associated Banc-Corp. | 1344136 | 31036100 |
| AutoNation, Inc.\* | 305776 | 32809765 |
| Avient Corp. | 764212 | 25799797 |
| Avis Budget Group, Inc.\* | 222415 | 36460491 |
| Avnet, Inc. | 818117 | 34017305 |
| Axon Enterprise, Inc.\* | 604374 | 100283778 |
| Azenta, Inc.\* | 670642 | 39044777 |
| Bank of Hawaii Corp. | 357697 | 27742979 |
| Bank OZK | 989568 | 39642094 |
| Belden, Inc. | 382665 | 27513614 |
| BellRing Brands, Inc.\* | 1210803 | 31044989 |
| BJ's Wholesale Club Holdings, Inc.\* | 1207451 | 79884958 |
| Black Hills Corp. | 581766 | 40921420 |
| Blackbaud, Inc.\* | 398711 | 23468129 |
| Boston Beer Co., Inc., Class A\* | 84264 | 27766673 |
| Boyd Gaming Corp. | 709127 | 38668695 |
| Brighthouse Financial, Inc.\* | 617989 | 31684296 |
| Brink's Co. | 415240 | 22302540 |
| Brixmor Property Group, Inc. | 2681076 | 60779993 |
| Bruker Corp. | 894094 | 61111325 |
| Brunswick Corp. | 648177 | 46720598 |
| Builders FirstSource, Inc.\* | 1315682 | 85361448 |
| Cable One, Inc. | 43097 | 30679030 |
| Cabot Corp. | 502839 | 33609759 |
| CACI International, Inc., Class A\* | 210052 | 63139531 |
| Cadence Bank | 1630970 | 40219720 |
| Calix, Inc.\* | 508962 | 34828270 |
| Capri Holdings Ltd.\* | 1151347 | 65995210 |
| Carlisle Cos., Inc. | 462316 | 108944765 |
| Carter's, Inc. | 341150 | 25453202 |
| Casey's General Stores, Inc. | 333042 | 74717973 |
| Cathay General Bancorp | 665225 | 27134528 |
| Celsius Holdings, Inc.\* | 361147 | 37573734 |
| ChampionX Corp. | 1782181 | 51665427 |
| Chart Industries, Inc.\* | 373654 | 43056150 |
| Chemed Corp. | 132931 | 67851970 |
| Chemours Co. | 1349133 | 41310452 |
| Choice Hotels International, Inc. | 247759 | 27907574 |
| Churchill Downs, Inc. | 294244 | 62212009 |
| Ciena Corp.\* | 1324317 | 67513681 |

---

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments (continued)**

**December 31, 2022 (unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Cirrus Logic, Inc.\* | 492219 | $36660471 |
| Clean Harbors, Inc.\* | 449559 | 51303673 |
| Cleveland-Cliffs, Inc.\* | 4606549 | 74211504 |
| CNO Financial Group, Inc. | 1022707 | 23368855 |
| CNX Resources Corp.\* | 1613377 | 27169269 |
| Coca-Cola Consolidated, Inc. | 41149 | 21083102 |
| Cognex Corp. | 1545910 | 72827820 |
| Coherent Corp.\* | 1239821 | 43517717 |
| Columbia Sportswear Co. | 316503 | 27719333 |
| Commerce Bancshares, Inc. | 1019480 | 69396004 |
| Commercial Metals Co. | 1048989 | 50666169 |
| CommVault Systems, Inc.\* | 398094 | 25016227 |
| Concentrix Corp. | 378758 | 50435415 |
| Corporate Office Properties Trust | 1005007 | 26069882 |
| Coty, Inc., Class A\* | 3267830 | 27972625 |
| Cousins Properties, Inc. | 1353746 | 34236236 |
| Cracker Barrel Old Country Store, Inc. | 198171 | 18774721 |
| Crane Holdings Co. | 426611 | 42853075 |
| Crocs, Inc.\* | 551970 | 59850107 |
| CubeSmart | 2007591 | 80805538 |
| Cullen/Frost Bankers, Inc. | 574802 | 76851027 |
| Curtiss-Wright Corp. | 342455 | 57186560 |
| Dana, Inc. | 1140539 | 17256355 |
| Darling Ingredients, Inc.\* | 1432745 | 89675510 |
| Deckers Outdoor Corp.\* | 236602 | 94442054 |
| Dick's Sporting Goods, Inc. | 497064 | 59791829 |
| Donaldson Co., Inc. | 1094742 | 64447462 |
| Douglas Emmett, Inc. | 1571468 | 24640618 |
| DT Midstream, Inc. | 864907 | 47794761 |
| Dycom Industries, Inc.\* | 263340 | 24648624 |
| Dynatrace, Inc.\* | 1801285 | 68989216 |
| Eagle Materials, Inc. | 329376 | 43757602 |
| East West Bancorp, Inc. | 1259998 | 83033868 |
| EastGroup Properties, Inc. | 389530 | 57673812 |
| EMCOR Group, Inc. | 426013 | 63096785 |
| Encompass Health Corp. | 892056 | 53353869 |
| Energizer Holdings, Inc. | 592395 | 19874852 |
| EnerSys | 365000 | 26951600 |
| Enovis Corp.\* | 425968 | 22797807 |
| Envestnet, Inc.\* | 494588 | 30516080 |
| Envista Holdings Corp.\* | 1457543 | 49075473 |
| EPR Properties | 670651 | 25296956 |
| Equitrans Midstream Corp. | 3868852 | 25921308 |
| Esab Corp. | 461869 | 21670893 |
| Essent Group Ltd | 962848 | 37435530 |
| Essential Utilities, Inc. | 2133728 | 101842837 |
| Euronet Worldwide, Inc.\* | 421176 | 39750591 |
| Evercore, Inc., Class A | 319418 | 34842115 |
| Exelixis, Inc.\* | 2883538 | 46251950 |
| ExlService Holdings, Inc.\* | 295585 | 50080967 |
| Fair Isaac Corp.\* | 223273 | 133646752 |
| Federated Hermes, Inc. | 755720 | 27440193 |
| First American Financial Corp. | 925615 | 48446689 |
| First Financial Bankshares, Inc. | 1160385 | 39917244 |
| First Horizon Corp. | 4797032 | 117527284 |
| First Industrial Realty Trust, Inc. | 1181223 | 57005822 |
| FirstCash Holdings, Inc. | 335393 | 29149006 |
| Five Below, Inc.\* | 496206 | 87763955 |
| Flowers Foods, Inc. | 1717558 | 49362617 |
| Flowserve Corp. | 1168359 | 35845254 |
| Fluor Corp.\* | 1270198 | 44025063 |
| FNB Corp. | 3135838 | 40922686 |
| Foot Locker, Inc. | 708966 | 26791825 |

---

---

| |
|:---|
| **SPDR S&P MidCap 400 ETF Trust** |
| **Schedule of Investments (continued)** |
| **December 31, 2022 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Fortune Brands Innovations, Inc. | 1146430 | $65472617 |
| Fox Factory Holding Corp.\* | 377846 | 34470891 |
| Frontier Communications Parent, Inc.\* | 1993100 | 50784188 |
| FTI Consulting, Inc.\* | 307725 | 48866730 |
| Fulton Financial Corp. | 1497315 | 25199811 |
| GameStop Corp., Class A\* | 2259551 | 41711311 |
| Gap, Inc. | 1885737 | 21271113 |
| GATX Corp. | 314671 | 33462114 |
| Genpact Ltd. | 1507175 | 69812346 |
| Gentex Corp. | 2097049 | 57186526 |
| Glacier Bancorp, Inc. | 990203 | 48935832 |
| Globus Medical, Inc., Class A\* | 692026 | 51396771 |
| Goodyear Tire & Rubber Co.\* | 2528640 | 25665696 |
| Graco, Inc. | 1506567 | 101331696 |
| Graham Holdings Co., Class B | 34310 | 20730445 |
| Grand Canyon Education, Inc.\* | 274184 | 28970281 |
| Greif, Inc., Class A | 228905 | 15350369 |
| Grocery Outlet Holding Corp.\* | 791361 | 23099828 |
| GXO Logistics, Inc.\* | 1060575 | 45275947 |
| H&R Block, Inc. | 1389808 | 50741890 |
| Haemonetics Corp.\* | 452411 | 35582125 |
| Halozyme Therapeutics, Inc.\* | 1208738 | 68777192 |
| Hancock Whitney Corp. | 766054 | 37069353 |
| Hanesbrands, Inc. | 3119434 | 19839600 |
| Hanover Insurance Group, Inc. | 317907 | 42958773 |
| Harley-Davidson, Inc. | 1189197 | 49470595 |
| Hawaiian Electric Industries, Inc. | 978609 | 40954787 |
| Healthcare Realty Trust, Inc. | 3402128 | 65559007 |
| HealthEquity, Inc.\* | 755666 | 46579252 |
| Helen of Troy Ltd.\* | 214459 | 23785648 |
| Hexcel Corp. | 752448 | 44281565 |
| HF Sinclair Corp. | 1202275 | 62386050 |
| Highwoods Properties, Inc. | 940419 | 26312924 |
| Home BancShares, Inc. | 1695763 | 38646439 |
| Hubbell, Inc. | 480106 | 112671276 |
| IAA, Inc.\* | 1195794 | 47831760 |
| ICU Medical, Inc.\* | 180086 | 28359943 |
| IDACORP, Inc. | 452000 | 48748200 |
| Inari Medical, Inc.\* | 431671 | 27437009 |
| Independence Realty Trust, Inc. | 2001030 | 33737366 |
| Ingevity Corp.\* | 314045 | 22121330 |
| Ingredion, Inc. | 586030 | 57389918 |
| Insperity, Inc. | 318765 | 36211704 |
| Integra LifeSciences Holdings Corp.\* | 649554 | 36420493 |
| Interactive Brokers Group, Inc., Class A | 919626 | 66534941 |
| International Bancshares Corp. | 471979 | 21597759 |
| IPG Photonics Corp.\* | 287414 | 27209483 |
| Iridium Communications, Inc.\* | 1123187 | 57731812 |
| ITT, Inc. | 739298 | 59957068 |
| Jabil, Inc. | 1203607 | 82085997 |
| Janus Henderson Group PLC | 1184718 | 27864567 |
| Jazz Pharmaceuticals PLC\* | 562885 | 89673209 |
| JBG SMITH Properties | 884976 | 16796844 |
| Jefferies Financial Group, Inc. | 1637647 | 56138539 |
| JetBlue Airways Corp.\* | 2895312 | 18761622 |
| John Wiley & Sons, Inc., Class A | 383854 | 15377191 |
| Jones Lang LaSalle, Inc.\* | 424296 | 67620054 |
| KB Home | 742516 | 23649135 |
| KBR, Inc. | 1226465 | 64757352 |
| Kemper Corp. | 571101 | 28098169 |
| Kennametal, Inc. | 720310 | 17330659 |
| Kilroy Realty Corp. | 940338 | 36362870 |
| Kinsale Capital Group, Inc. | 192647 | 50381043 |

---

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments (continued)**

**December 31, 2022 (unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Kirby Corp.\* | 535441 | $34455628 |
| Kite Realty Group Trust | 1958638 | 41229330 |
| Knight-Swift Transportation Holdings, Inc. | 1436544 | 75289271 |
| Kohl's Corp. | 1042687 | 26327847 |
| Kyndryl Holdings, Inc.\* | 1824653 | 20290141 |
| Lamar Advertising Co., Class A | 780089 | 73640402 |
| Lancaster Colony Corp. | 177342 | 34989577 |
| Landstar System, Inc. | 321152 | 52315661 |
| Lantheus Holdings, Inc.\* | 615325 | 31356962 |
| Lattice Semiconductor Corp.\* | 1225241 | 79493636 |
| Lear Corp. | 528379 | 65529564 |
| Leggett & Platt, Inc. | 1185174 | 38198158 |
| Lennox International, Inc. | 288290 | 68967617 |
| LHC Group, Inc.\* | 277375 | 44848764 |
| Life Storage, Inc. | 759841 | 74844339 |
| Light & Wonder, Inc.\* | 837400 | 49071640 |
| Lincoln Electric Holdings, Inc. | 516150 | 74578514 |
| Lithia Motors, Inc. | 244388 | 50035999 |
| Littelfuse, Inc. | 221307 | 48731801 |
| LivaNova PLC\* | 478470 | 26574224 |
| Louisiana-Pacific Corp. | 640918 | 37942346 |
| Lumentum Holdings, Inc.\* | 609675 | 31806745 |
| Macerich Co. | 1920073 | 21620022 |
| MACOM Technology Solutions Holdings, Inc.\* | 456791 | 28768697 |
| Macy's, Inc. | 2422528 | 50025203 |
| Manhattan Associates, Inc.\* | 557799 | 67716799 |
| ManpowerGroup, Inc. | 451955 | 37607176 |
| Marriott Vacations Worldwide Corp. | 342562 | 46105420 |
| Masimo Corp.\* | 432315 | 63961004 |
| MasTec, Inc.\* | 527092 | 44976760 |
| Matador Resources Co. | 1003496 | 57440111 |
| Mattel, Inc.\* | 3168181 | 56520349 |
| Maximus, Inc. | 541296 | 39693236 |
| MDU Resources Group, Inc. | 1817859 | 55153842 |
| Medical Properties Trust, Inc. | 5345829 | 59552535 |
| Medpace Holdings, Inc.\* | 225195 | 47833670 |
| Mercury Systems, Inc.\* | 518331 | 23190129 |
| MGIC Investment Corp. | 2655259 | 34518367 |
| Middleby Corp.\* | 481697 | 64499228 |
| MKS Instruments, Inc. | 511304 | 43322788 |
| MP Materials Corp.\* | 825314 | 20038624 |
| MSA Safety, Inc. | 329385 | 47494023 |
| MSC Industrial Direct Co., Inc., Class A | 422124 | 34487531 |
| Murphy Oil Corp. | 1306313 | 56184522 |
| Murphy USA, Inc. | 185817 | 51943284 |
| National Fuel Gas Co. | 817769 | 51764778 |
| National Instruments Corp. | 1167223 | 43070529 |
| National Retail Properties, Inc. | 1597786 | 73114687 |
| National Storage Affiliates Trust | 755425 | 27285951 |
| Navient Corp. | 945613 | 15555334 |
| NCR Corp.\* | 1228289 | 28754245 |
| Neogen Corp.\* | 1931900 | 29422837 |
| Neurocrine Biosciences, Inc.\* | 859391 | 102645661 |
| New Jersey Resources Corp. | 860231 | 42684662 |
| New York Community Bancorp, Inc. | 6081453 | 52300496 |
| New York Times Co., Class A | 1471775 | 47773817 |
| NewMarket Corp. | 60887 | 18942555 |
| Nexstar Media Group, Inc. | 337091 | 59001038 |
| Nordstrom, Inc. | 995790 | 16072051 |
| NorthWestern Corp. | 516516 | 30650059 |
| NOV, Inc. | 3511486 | 73354943 |
| Novanta, Inc.\* | 319051 | 43349459 |
| nVent Electric PLC | 1489207 | 57289793 |

---

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments (continued)**

**December 31, 2022 (unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| OGE Energy Corp. | 1789717 | $70783307 |
| Old National Bancorp | 2618294 | 47076926 |
| Old Republic International Corp. | 2529909 | 61097302 |
| Olin Corp. | 1138662 | 60280766 |
| Ollie's Bargain Outlet Holdings, Inc.\* | 520360 | 24373662 |
| Omega Healthcare Investors, Inc. | 2093482 | 58512822 |
| Omnicell, Inc.\* | 399149 | 20125093 |
| ONE Gas, Inc. | 483994 | 36648026 |
| Option Care Health, Inc.\* | 1382192 | 41590157 |
| Ormat Technologies, Inc. | 435909 | 37697410 |
| Oshkosh Corp. | 584591 | 51555080 |
| Owens Corning | 835451 | 71263970 |
| PacWest Bancorp | 1053146 | 24169701 |
| Papa John's International, Inc. | 287387 | 23654824 |
| Park Hotels & Resorts, Inc. | 2009987 | 23697747 |
| Patterson Cos., Inc. | 774412 | 21706768 |
| Paylocity Holding Corp.\* | 368299 | 71545764 |
| PBF Energy, Inc., Class A | 1021742 | 41666639 |
| PDC Energy, Inc. | 823731 | 52290444 |
| Pebblebrook Hotel Trust | 1175296 | 15737213 |
| Penn Entertainment, Inc.\* | 1386679 | 41184366 |
| Penumbra, Inc.\* | 339514 | 75528284 |
| Performance Food Group Co.\* | 1391641 | 81257918 |
| Perrigo Co. PLC | 1203616 | 41031269 |
| Physicians Realty Trust | 2040542 | 29526643 |
| Pilgrim's Pride Corp.\* | 401643 | 9530988 |
| Pinnacle Financial Partners, Inc. | 683470 | 50166698 |
| PNM Resources, Inc. | 767323 | 37437689 |
| Polaris, Inc. | 487034 | 49190434 |
| Portland General Electric Co. | 798057 | 39104793 |
| Post Holdings, Inc.\* | 486131 | 43878184 |
| PotlatchDeltic Corp. | 722107 | 31765487 |
| Power Integrations, Inc. | 511322 | 36672014 |
| Primerica, Inc. | 329850 | 46779327 |
| Progyny, Inc.\* | 672564 | 20950369 |
| Prosperity Bancshares, Inc. | 816258 | 59325631 |
| PVH Corp. | 583044 | 41157076 |
| Qualys, Inc.\* | 309030 | 34682437 |
| QuidelOrtho Corp.\* | 478228 | 40969793 |
| R1 RCM, Inc.\* | 1228727 | 13454561 |
| Range Resources Corp. | 2160108 | 54045902 |
| Rayonier, Inc. | 1308959 | 43143289 |
| Regal Rexnord Corp. | 591358 | 70951133 |
| Reinsurance Group of America, Inc. | 597481 | 84896075 |
| Reliance Steel & Aluminum Co. | 524669 | 106213992 |
| RenaissanceRe Holdings Ltd. | 390675 | 71974055 |
| Repligen Corp.\* | 461610 | 78155189 |
| Rexford Industrial Realty, Inc. | 1640338 | 89628068 |
| RH\* | 171800 | 45903242 |
| RLI Corp. | 361031 | 47392539 |
| Royal Gold, Inc. | 586825 | 66146914 |
| RPM International, Inc. | 1154082 | 112465291 |
| RXO, Inc.\* | 1029063 | 17699884 |
| Ryder System, Inc. | 449219 | 37541232 |
| Sabra Health Care REIT, Inc. | 2064822 | 25665737 |
| Saia, Inc.\* | 236557 | 49601272 |
| Science Applications International Corp. | 492817 | 54668190 |
| Scotts Miracle-Gro Co. | 361568 | 17568589 |
| SEI Investments Co. | 916023 | 53404141 |
| Selective Insurance Group, Inc. | 538829 | 47745638 |
| Sensient Technologies Corp. | 375799 | 27403263 |
| Service Corp. International | 1374951 | 95064112 |
| Shockwave Medical, Inc.\* | 323092 | 66430946 |

---

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments (continued)**

**December 31, 2022 (unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Silgan Holdings, Inc. | 747880 | $38770099 |
| Silicon Laboratories, Inc.\* | 297534 | 40366438 |
| Simpson Manufacturing Co., Inc. | 380805 | 33762171 |
| SiTime Corp.\* | 143738 | 14606656 |
| Skechers U.S.A., Inc., Class A\* | 1199790 | 50331191 |
| SL Green Realty Corp. | 574954 | 19387449 |
| SLM Corp. | 2236639 | 37128207 |
| Sonoco Products Co. | 871710 | 52921514 |
| Sotera Health Co.\* | 882687 | 7352783 |
| Southwest Gas Holdings, Inc. | 551595 | 34132699 |
| Southwestern Energy Co.\* | 9865459 | 57712935 |
| Spire, Inc. | 469262 | 32313381 |
| Spirit Realty Capital, Inc. | 1248492 | 49852286 |
| Sprouts Farmers Market, Inc.\* | 946265 | 30630598 |
| STAAR Surgical Co.\* | 430938 | 20917731 |
| Stericycle, Inc.\* | 824080 | 41113351 |
| Stifel Financial Corp. | 950100 | 55457337 |
| STORE Capital Corp. | 2375452 | 76156991 |
| SunPower Corp.\* | 762987 | 13756656 |
| Sunrun, Inc.\* | 1905046 | 45759205 |
| Super Micro Computer, Inc.\* | 411602 | 33792524 |
| Synaptics, Inc.\* | 356427 | 33917593 |
| Syneos Health, Inc.\* | 919912 | 33742372 |
| Synovus Financial Corp. | 1300324 | 48827166 |
| Tandem Diabetes Care, Inc.\* | 574802 | 25837350 |
| Taylor Morrison Home Corp.\* | 968569 | 29396069 |
| TD SYNNEX Corp. | 375835 | 35595333 |
| TEGNA, Inc. | 1994504 | 42263540 |
| Tempur Sealy International, Inc. | 1528514 | 52473886 |
| Tenet Healthcare Corp.\* | 966567 | 47158804 |
| Teradata Corp.\* | 910042 | 30632014 |
| Terex Corp. | 603417 | 25777974 |
| Tetra Tech, Inc. | 473624 | 68765469 |
| Texas Capital Bancshares, Inc.\* | 446073 | 26902663 |
| Texas Roadhouse, Inc. | 598188 | 54405199 |
| Thor Industries, Inc. | 479891 | 36226972 |
| Timken Co. | 591769 | 41820315 |
| Toll Brothers, Inc. | 942198 | 47034524 |
| TopBuild Corp.\* | 285814 | 44727033 |
| Topgolf Callaway Brands Corp.\* | 1239338 | 24476926 |
| Toro Co. | 931524 | 105448517 |
| Travel + Leisure Co. | 726613 | 26448713 |
| Trex Co., Inc.\* | 981004 | 41525899 |
| TripAdvisor, Inc.\* | 936727 | 16842351 |
| UGI Corp. | 1871764 | 69386291 |
| UMB Financial Corp. | 388699 | 32464140 |
| Umpqua Holdings Corp. | 1940348 | 34635212 |
| Under Armour, Inc., Class A\* | 1686788 | 17137766 |
| Under Armour, Inc., Class C\* | 1761299 | 15710787 |
| United Bankshares, Inc. | 1203786 | 48741295 |
| United States Steel Corp. | 2094251 | 52460988 |
| United Therapeutics Corp.\* | 407436 | 113303877 |
| Univar Solutions, Inc.\* | 1458634 | 46384561 |
| Universal Display Corp. | 388493 | 41972784 |
| Unum Group | 1671734 | 68591246 |
| Valley National Bancorp | 3757063 | 42492383 |
| Valmont Industries, Inc. | 190707 | 63061084 |
| Valvoline, Inc. | 1582473 | 51667743 |
| Viasat, Inc.\* | 675711 | 21386253 |
| Vicor Corp.\* | 199262 | 10710333 |
| Victoria's Secret & Co.\* | 726300 | 25987014 |
| Vishay Intertechnology, Inc. | 1158275 | 24983992 |
| Visteon Corp.\* | 251585 | 32914866 |

---

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments (continued)**

**December 31, 2022 (unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stock** | **Shares** | **Value** |
| Vontier Corp. | 1412381 | $27301325 |
| Voya Financial, Inc. | 868679 | 53415072 |
| Washington Federal, Inc. | 584018 | 19593804 |
| Watsco, Inc. | 297355 | 74160337 |
| Watts Water Technologies, Inc., Class A | 243915 | 35667690 |
| Webster Financial Corp. | 1555556 | 73640021 |
| Wendy's Co. | 1523490 | 34476579 |
| Werner Enterprises, Inc. | 525447 | 21154496 |
| Western Union Co. | 3452181 | 47536532 |
| Westlake Corp. | 307832 | 31565093 |
| WEX, Inc.\* | 389700 | 63774405 |
| Williams-Sonoma, Inc. | 596364 | 68534151 |
| Wingstop, Inc. | 267434 | 36804267 |
| Wintrust Financial Corp. | 543210 | 45912109 |
| Wolfspeed, Inc.\* | 1110404 | 76662292 |
| Woodward, Inc. | 537837 | 51960433 |
| World Wrestling Entertainment, Inc., Class A | 387081 | 26522790 |
| Worthington Industries, Inc. | 271082 | 13475486 |
| Wyndham Hotels & Resorts, Inc. | 789574 | 56304522 |
| Xerox Holdings Corp. | 1001529 | 14622323 |
| XPO, Inc.\* | 1029501 | 34272088 |
| YETI Holdings, Inc.\* | 771015 | 31850630 |
| Ziff Davis, Inc.\* | 421874 | 33370233 |
| **Total Investments (Cost $21,547,355,121)** |  | $18349026627 |

---

\* Non-income producing security.

**SPDR S&P MidCap 400 ETF Trust**

**Schedule of Investments**

**December 31, 2022 (unaudited)**

The securities of the Trust's investment portfolio categorized by industry group, as a percentage of net assets, are as follows:

---

| | | |
|:---|:---|:---|
| **Industry Classification** | **Value** | **Percentage** |
| Real Estate Investment Trusts (REITs) | $1513790948 | 8.24% |
| Banks | 1299226675 | 7.07% |
| Retail | 1015697308 | 5.53% |
| Insurance | 864464779 | 4.70% |
| Healthcare - Products | 829414097 | 4.51% |
| Commercial Services | 730010210 | 3.97% |
| Machinery - Diversified | 622762909 | 3.39% |
| Electronics | 580702055 | 3.16% |
| Software | 506853720 | 2.76% |
| Building Materials | 503207512 | 2.74% |
| Computers | 491477713 | 2.67% |
| Oil & Gas | 485392300 | 2.64% |
| Diversified Financial Services | 475252101 | 2.59% |
| Chemicals | 473044750 | 2.57% |
| Semiconductors | 456667110 | 2.49% |
| Apparel | 417636326 | 2.27% |
| Healthcare - Services | 393357544 | 2.14% |
| Electric | 379262276 | 2.06% |
| Miscellaneous Manufacturing | 333633073 | 1.82% |
| Food | 330139627 | 1.80% |
| Engineering & Construction | 327501132 | 1.78% |
| Transportation | 322329532 | 1.75% |
| Pharmaceuticals | 305985286 | 1.67% |
| Iron / Steel | 283552653 | 1.54% |
| Gas | 266929837 | 1.45% |
| Biotechnology | 266712473 | 1.45% |
| Auto Parts & Equipment | 262426829 | 1.43% |
| Electrical Components & Equipment | 256003176 | 1.39% |
| Telecommunications | 232244203 | 1.26% |
| Hand / Machine Tools | 210354328 | 1.15% |
| Media | 206240215 | 1.12% |
| Leisure Time | 201709183 | 1.10% |
| Entertainment | 198573435 | 1.08% |
| Packaging & Containers | 171227080 | 0.93% |
| Distribution / Wholesale | 168376658 | 0.92% |
| Environmental Control | 161182493 | 0.88% |
| Mining | 158106846 | 0.86% |
| Lodging | 149329504 | 0.81% |
| Home Builders | 136306699 | 0.74% |
| Oil & Gas Services | 125020370 | 0.68% |
| Aerospace / Defense | 124658254 | 0.68% |
| Metal Fabricate / Hardware | 118356885 | 0.64% |
| Pipelines | 106023498 | 0.58% |
| Water | 101842837 | 0.56% |
| Home Furnishings | 90672044 | 0.49% |
| Agriculture | 89675510 | 0.49% |
| Beverages | 86423509 | 0.47% |
| Machinery - Construction & Mining | 77333055 | 0.42% |
| Savings & Loans | 71894300 | 0.39% |
| Real Estate | 67620054 | 0.37% |
| Energy - Alternate Sources | 59515861 | 0.32% |
| Toys / Games / Hobbies | 56520349 | 0.31% |
| Internet | 50212585 | 0.27% |
| Trucking & Leasing | 33462114 | 0.18% |
| Cosmetics / Personal Care | 27972625 | 0.15% |
| Household Products / Wares | 23785648 | 0.13% |
| Airlines | 18761622 | 0.10% |
| Housewares | 17568589 | 0.10% |
| Office / Business Equipment | 14622323 | 0.08% |
| Total Investments | 18349026627 | 99.84% |
| Other Assets in Excess of Liabilities | 30097988 | 0.16% |
| **Net Assets** | $18379124615 | 100.00% |

---

## 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 S&P MIDCAP 400 ETF TRUST

- **b. Investment Company Act file number:** 811-08972

- **c. CIK number of Registrant:** 0000936958

- **d. LEI of Registrant:** 5493003TT35P3SIWJJ72

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

  - **Street Address 1:** 11 Wall Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10005

  - **Telephone number:** 212-656-4440

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

- **a. Name of Series:** SPDR S&P MidCap 400 ETF Trust

- **c. LEI of Series:** 5493003TT35P3SIWJJ72

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $18493045390.44

**Total Liabilities:** $114159086.44

**Net Assets:** $18378886304.00

**Cash Not Reported:** $120828715.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 10.46%               | 6.07%                | -5.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42189795.98             | $1624585364.01                             |
| Month 2  | $70827453.29             | $1002821660.83                             |
| Month 3  | $19519402.43             | $-1131310433.82                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fortune Brands Innovations Inc | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |   1146430 | NS      | $65472617.30  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |   1208738 | NS      | $68777192.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc          | Shockwave Medical Inc                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |    323092 | NS      | $66430946.12  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |    309030 | NS      | $34682436.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |   1160385 | NS      | $39917244.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |    962848 | NS      | $37435530.24  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                   | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |    290463 | NS      | $24265279.02  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust        | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1958638 | NS      | $41229329.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   3757063 | NS      | $42492382.53  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |    247759 | NS      | $27907573.76  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                   | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |    339514 | NS      | $75528284.44  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc | National Retail Properties Inc           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |   1597786 | NS      | $73114687.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc             | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    868679 | NS      | $53415071.71  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp      | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    860231 | NS      | $42684662.22  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                        | XPO Inc                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |   1029501 | NS      | $34272088.29  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    361147 | NS      | $37573733.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                | Macerich Co/The                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |   1920073 | NS      | $21620021.98  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co               | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    882687 | NS      | $7352782.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |    449559 | NS      | $51303673.08  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                    | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   3135838 | NS      | $40922685.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                | TripAdvisor Inc                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    936727 | NS      | $16842351.46  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   2422528 | NS      | $50025203.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                 | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    496206 | NS      | $87763955.22  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                   | Omnicell Inc                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    399149 | NS      | $20125092.58  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                    | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    894094 | NS      | $61111324.90  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    295585 | NS      | $50080966.55  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc             | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    692026 | NS      | $51396771.02  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc     | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    859391 | NS      | $102645661.04 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |   2097049 | NS      | $57186526.23  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc       | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    389530 | NS      | $57673811.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust        | Physicians Realty Trust                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |   2040542 | NS      | $29526642.74  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc           | Aspen Technology Inc                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |    259630 | NS      | $53328002.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp     | Apartment Income REIT Corp               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1340283 | NS      | $45985109.73  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |    380805 | NS      | $33762171.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                 | Perrigo Co PLC                           | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |   1203616 | NS      | $41031269.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    897885 | NS      | $21531282.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                   | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |   1308959 | NS      | $43143288.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp    | Grocery Outlet Holding Corp              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    791361 | NS      | $23099827.59  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                      | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    461869 | NS      | $21670893.48  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    771015 | NS      | $31850629.65  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    755425 | NS      | $27285951.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    537837 | NS      | $51960432.57  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   2529909 | NS      | $61097302.35  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    574954 | NS      | $19387448.88  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |   1022707 | NS      | $23368854.95  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc           | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   4606549 | NS      | $74211504.39  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp            | Xerox Holdings Corp                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |   1001529 | NS      | $14622323.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho | Knight-Swift Transportation Holdings Inc | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1436544 | NS      | $75289271.04  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                    | Enovis Corp                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    425968 | NS      | $22797807.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |   1248403 | NS      | $106026866.79 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc            | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    329376 | NS      | $43757601.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc               | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |   1094742 | NS      | $64447461.54  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp  | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    471979 | NS      | $21597759.04  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                   | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |    267434 | NS      | $36804267.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc              | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    942198 | NS      | $47034524.16  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc | Tempur Sealy International Inc           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |   1528514 | NS      | $52473885.62  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc      | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |    192647 | NS      | $50381043.44  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc   | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    422124 | NS      | $34487530.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |    365000 | NS      | $26951600.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc            | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    479891 | NS      | $36226971.59  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1202275 | NS      | $62386049.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    586030 | NS      | $57389917.90  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                 | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |   1523490 | NS      | $34476578.70  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co             | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    916023 | NS      | $53404140.90  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc          | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    421176 | NS      | $39750590.88  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                  | Nordstrom Inc                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    995790 | NS      | $16072050.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp               | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    452411 | NS      | $35582125.15  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc          | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    549852 | NS      | $57498023.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    541296 | NS      | $39693235.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                     | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |   1671734 | NS      | $68591246.02  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co           | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    780089 | NS      | $73640401.60  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    818117 | NS      | $34017304.86  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co         | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |    316503 | NS      | $27719332.74  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc       | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    813290 | NS      | $66950032.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co              | Crane Holdings Co                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    426611 | NS      | $42853074.95  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc              | Acuity Brands Inc                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287477 | NS      | $47609065.97  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV       | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |   1203786 | NS      | $48741295.14  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc           | Univar Solutions Inc                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   1458634 | NS      | $46384561.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                   | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |   1412381 | NS      | $27301324.73  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    892056 | NS      | $53353869.36  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                     | Azenta Inc                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    670642 | NS      | $39044777.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                       | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |   1871764 | NS      | $69386291.48  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    931524 | NS      | $105448516.80 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp  | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    925615 | NS      | $48446689.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The              | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |    481697 | NS      | $64499228.30  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    319418 | NS      | $34842115.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The           | Western Union Co/The                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   3452181 | NS      | $47536532.37  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc            | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |   1189197 | NS      | $49470595.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp               | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    581766 | NS      | $40921420.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    480106 | NS      | $112671276.08 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto | Cracker Barrel Old Country Store Inc     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |    198171 | NS      | $18774720.54  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc         | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    424296 | NS      | $67620053.52  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    950100 | NS      | $55457337.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc               | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |    462316 | NS      | $108944765.40 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc  | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |   1637647 | NS      | $56138539.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                 | Stericycle Inc                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    824080 | NS      | $41113351.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp         | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    388493 | NS      | $41972783.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2236639 | NS      | $37128207.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                    | Progyny Inc                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    672564 | NS      | $20950368.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |    604374 | NS      | $100283777.82 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |   2093482 | NS      | $58512821.90  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                  | LHC Group Inc                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |    277375 | NS      | $44848763.75  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                    | Neogen Corp                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1931900 | NS      | $29422837.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN        | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   2618294 | NS      | $47076926.12  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                      | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    551970 | NS      | $59850107.10  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp     | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |   1225241 | NS      | $79493636.08  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                | Chemours Co/The                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |   1349133 | NS      | $41310452.46  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc       | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |    297534 | NS      | $40366437.78  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     60887 | NS      | $18942554.57  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |   2883538 | NS      | $46251949.52  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp      | National Instruments Corp                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |   1167223 | NS      | $43070528.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp   | Topgolf Callaway Brands Corp             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |   1239338 | NS      | $24476925.50  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |    487034 | NS      | $49190434.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC       | Jazz Pharmaceuticals PLC                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |    562885 | NS      | $89673209.35  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    486131 | NS      | $43878184.06  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc       | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |    574802 | NS      | $76851027.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co             | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    871710 | NS      | $52921514.10  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp             | Regal Rexnord Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    591358 | NS      | $70951132.84  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                    | SiTime Corp                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143738 | NS      | $14606655.56  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                    | Ashland Inc                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    445259 | NS      | $47878700.27  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc      | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    617989 | NS      | $31684296.03  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc             | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    307725 | NS      | $48866730.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE              | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    648177 | NS      | $46720598.16  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp             | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    388699 | NS      | $32464140.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                 | PDC Energy Inc                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    823731 | NS      | $52290443.88  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp           | Umpqua Holdings Corp                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |   1940348 | NS      | $34635211.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    747880 | NS      | $38770099.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co      | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |   1391641 | NS      | $81257917.99  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties           | JBG SMITH Properties                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    884976 | NS      | $16796844.48  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc          | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1259998 | NS      | $83033868.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   2655259 | NS      | $34518367.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc         | Energizer Holdings Inc                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    592395 | NS      | $19874852.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd     | RenaissanceRe Holdings Ltd               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |    390675 | NS      | $71974055.25  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes Inc                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    755720 | NS      | $27440193.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                 | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    415240 | NS      | $22302540.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc     | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     41149 | NS      | $21083101.64  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                             | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |    171800 | NS      | $45903242.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                       | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |    236557 | NS      | $49601271.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |    333042 | NS      | $74717972.70  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc       | Builders FirstSource Inc                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |   1315682 | NS      | $85361448.16  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    452000 | NS      | $48748200.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    314671 | NS      | $33462114.14  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings  | Integra LifeSciences Holdings Corp       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    649554 | NS      | $36420492.78  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr | Corporate Office Properties Trust        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |   1005007 | NS      | $26069881.58  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp               | QuidelOrtho Corp                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    478228 | NS      | $40969792.76  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp     | Sensient Technologies Corp               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    375799 | NS      | $27403263.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                    | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319051 | NS      | $43349459.37  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |   2133728 | NS      | $101842837.44 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                        | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |   3511486 | NS      | $73354942.54  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                  | SunPower Corp                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    762987 | NS      | $13756655.61  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    816258 | NS      | $59325631.44  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                            | World Wrestling Entertainment Inc        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |    387081 | NS      | $26522790.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    825314 | NS      | $20038623.92  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc  | Annaly Capital Management Inc            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |   4182494 | NS      | $88166973.52  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    742516 | NS      | $23649134.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp            | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |    342455 | NS      | $57186560.45  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    527092 | NS      | $44976760.36  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc           | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |    225195 | NS      | $47833669.95  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    946239 | NS      | $38379453.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    978609 | NS      | $40954786.65  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    591769 | NS      | $41820315.23  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc       | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    574802 | NS      | $25837349.90  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |    586825 | NS      | $66146914.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |   1581731 | NS      | $71921308.57  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |   3868852 | NS      | $25921308.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |   1210803 | NS      | $31044988.92  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc              | Patterson Cos Inc                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    774412 | NS      | $21706768.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |   1789717 | NS      | $70783307.35  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR         | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1695763 | NS      | $38646438.77  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |   1239821 | NS      | $43517717.10  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |    190707 | NS      | $63061083.69  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                        | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |    389700 | NS      | $63774405.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc               | Under Armour Inc                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1686788 | NS      | $17137766.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |   1168359 | NS      | $35845254.12  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    603417 | NS      | $25777974.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                    | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    483994 | NS      | $36648025.68  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                      | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |   1506567 | NS      | $101331696.42 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |   1048989 | NS      | $50666168.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc              | ACI Worldwide Inc                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |   1004569 | NS      | $23105087.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                     | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    502839 | NS      | $33609758.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In | Pinnacle Financial Partners Inc          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    683470 | NS      | $50166698.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc             | Light & Wonder Inc                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    837400 | NS      | $49071640.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust        | Pebblebrook Hotel Trust                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |   1175296 | NS      | $15737213.44  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                  | Envestnet Inc                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |    494588 | NS      | $30516079.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    426013 | NS      | $63096785.43  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc              | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    919912 | NS      | $33742372.16  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc         | Power Integrations Inc                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |    511322 | NS      | $36672013.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd              | Helen of Troy Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214459 | NS      | $23785647.69  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp         | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   1555556 | NS      | $73640021.04  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc  | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |    516150 | NS      | $74578513.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc  | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |    336743 | NS      | $53350193.49  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc  | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    538829 | NS      | $47745637.69  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp        | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    543210 | NS      | $45912109.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc            | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |    321152 | NS      | $52315660.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc               | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    755666 | NS      | $46579252.24  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                        | RXO Inc                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |   1029063 | NS      | $17699883.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |    221307 | NS      | $48731801.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                     | Viasat Inc                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    675711 | NS      | $21386253.15  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                       | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    583044 | NS      | $41157075.96  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    528379 | NS      | $65529563.58  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                   | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |    478470 | NS      | $26574223.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |    435909 | NS      | $37697410.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                  | Ingevity Corp                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |    314045 | NS      | $22121329.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc               | Skechers USA Inc                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |   1199790 | NS      | $50331190.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1489207 | NS      | $57289793.29  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp         | Synovus Financial Corp                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |   1300324 | NS      | $48827166.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                 | TD SYNNEX Corp                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    375835 | NS      | $35595332.85  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    553499 | NS      | $76764776.31  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US  | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |   1374951 | NS      | $95064112.14  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc          | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |   1154082 | NS      | $112465290.90 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc           | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    373654 | NS      | $43056150.42  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp            | Bank of Hawaii Corp                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    357697 | NS      | $27742979.32  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp              | NorthWestern Corp                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    516516 | NS      | $30650059.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc         | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |   1353746 | NS      | $34236236.34  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                       | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    989568 | NS      | $39642094.08  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc              | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |   1717558 | NS      | $49362616.92  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    244388 | NS      | $50035999.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp             | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   4797032 | NS      | $117527284.00 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp          | Fulton Financial Corp                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1497315 | NS      | $25199811.45  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    596364 | NS      | $68534150.88  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                      | TEGNA Inc                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1994504 | NS      | $42263539.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    451955 | NS      | $37607175.55  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc   | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    446073 | NS      | $26902662.63  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc          | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |    222415 | NS      | $36460490.95  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp       | Fox Factory Holding Corp                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    377846 | NS      | $34470890.58  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc     | Vishay Intertechnology Inc               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |   1158275 | NS      | $24983991.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp       | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |    407436 | NS      | $113303877.24 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The         | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     84264 | NS      | $27766673.28  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                  | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |   2259551 | NS      | $41711311.46  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    473624 | NS      | $68765468.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |   1270198 | NS      | $44025062.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc               | Under Armour Inc                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1761299 | NS      | $15710787.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |   1138662 | NS      | $60280766.28  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |   1042687 | NS      | $26327846.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent | Frontier Communications Parent Inc       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1993100 | NS      | $50784188.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                  | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |   1582473 | NS      | $51667743.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                     | Vicor Corp                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |    199262 | NS      | $10710332.50  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                     | Sunrun Inc                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1905046 | NS      | $45759204.92  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO     | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1019480 | NS      | $69396003.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    609675 | NS      | $31806744.75  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources Inc                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    767323 | NS      | $37437689.17  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                 | ChampionX Corp                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |   1782181 | NS      | $51665427.19  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    382665 | NS      | $27513613.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc         | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    335393 | NS      | $29149005.63  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                     | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    535441 | NS      | $34455628.35  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                  | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    835451 | NS      | $71263970.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                | ICU Medical Inc                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |    180086 | NS      | $28359943.28  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |    361031 | NS      | $47392539.37  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc            | Mercury Systems Inc                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    518331 | NS      | $23190128.94  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    966567 | NS      | $47158803.93  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                 | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |   1021742 | NS      | $41666638.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                     | Ciena Corp                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |   1324317 | NS      | $67513680.66  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                  | Teradata Corp                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    910042 | NS      | $30632013.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co         | Southwestern Energy Co                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   9865459 | NS      | $57712935.15  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                       | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   3267830 | NS      | $27972624.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |    223273 | NS      | $133646752.34 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    492219 | NS      | $36660471.12  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |   1545910 | NS      | $72827820.10  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                  | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |    285814 | NS      | $44727032.86  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc         | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |    210052 | NS      | $63139530.68  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    597481 | NS      | $84896075.29  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co           | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |   1003496 | NS      | $57440111.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc           | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |   1824653 | NS      | $20290141.36  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                    | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    981004 | NS      | $41525899.32  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                  | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |   1389808 | NS      | $50741890.08  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                    | Kemper Corp                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    571101 | NS      | $28098169.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc              | Inari Medical Inc                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    431671 | NS      | $27437008.76  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    305776 | NS      | $32809764.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp          | Lancaster Colony Corp                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |    177342 | NS      | $34989576.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc   | Medical Properties Trust Inc             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |   5345829 | NS      | $59552535.06  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust  | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1181223 | NS      | $57005821.98  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc          | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    615325 | NS      | $31356962.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    766054 | NS      | $37069353.06  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |    520360 | NS      | $24373662.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    640918 | NS      | $37942345.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc         | Werner Enterprises Inc                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    525447 | NS      | $21154496.22  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc  | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |   2001030 | NS      | $33737365.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                 | Ziff Davis Inc                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    421874 | NS      | $33370233.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp       | United States Steel Corp                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |   2094251 | NS      | $52460987.55  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                   | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    584591 | NS      | $51555080.29  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc        | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |   1432745 | NS      | $89675509.55  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp             | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |    287414 | NS      | $27209483.38  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                       | NCR Corp                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |   1228289 | NS      | $28754245.49  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |   1203607 | NS      | $82085997.40  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |    398094 | NS      | $25016226.96  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                  | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1801285 | NS      | $68989215.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc               | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    864907 | NS      | $47794760.82  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    411602 | NS      | $33792524.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |    243915 | NS      | $35667690.45  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp          | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   2468423 | NS      | $76496428.77  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc         | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |   1382192 | NS      | $41590157.28  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp           | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   2160108 | NS      | $54045902.16  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc     | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |   1123187 | NS      | $57731811.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd             | Capri Holdings Ltd                       | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |   1151347 | NS      | $65995210.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    228905 | NS      | $15350369.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc        | MDU Resources Group Inc                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1817859 | NS      | $55153842.06  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp               | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    709127 | NS      | $38668695.31  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                      | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2007591 | NS      | $80805537.75  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    492817 | NS      | $54668189.81  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2994201 | NS      | $32307428.79  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    798057 | NS      | $39104793.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                   | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    251585 | NS      | $32914865.55  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |   3402128 | NS      | $65559006.56  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc            | MKS Instruments Inc                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    511304 | NS      | $43322787.92  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                  | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    307832 | NS      | $31565093.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                        | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |   1226465 | NS      | $64757352.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp             | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |   1613377 | NS      | $27169268.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol | MACOM Technology Solutions Holdings Inc  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    456791 | NS      | $28768697.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc  | Papa John's International Inc            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |    287387 | NS      | $23654823.97  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                | Hanesbrands Inc                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |   3119434 | NS      | $19839600.24  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc      | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |   2009987 | NS      | $23697746.73  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc     | Worthington Industries Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    271082 | NS      | $13475486.22  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    817769 | NS      | $51764777.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc            | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    598188 | NS      | $54405198.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                        | IAA Inc                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |   1195794 | NS      | $47831760.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The  | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |   2528640 | NS      | $25665696.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal Inc                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    584018 | NS      | $19593803.90  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    401643 | NS      | $9530988.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |   1184718 | NS      | $27864567.36  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                 | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    670651 | NS      | $25296955.72  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc            | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |   1185174 | NS      | $38198158.02  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix Inc                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |    508962 | NS      | $34828269.66  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |    132931 | NS      | $67851970.33  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                 | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |    185817 | NS      | $51943284.18  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                    | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |   1507175 | NS      | $69812346.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                 | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    583607 | NS      | $64185097.86  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc            | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    990203 | NS      | $48935832.26  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                  | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |    461610 | NS      | $78155189.10  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp             | STORE Capital Corp                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |   2375452 | NS      | $76156991.12  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                      | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    469262 | NS      | $32313381.32  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc  | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |   1640338 | NS      | $89628068.32  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C | Marriott Vacations Worldwide Corp        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    342562 | NS      | $46105419.58  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |   1207451 | NS      | $79884958.16  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                 | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |    329385 | NS      | $47494023.15  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                  | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |    356427 | NS      | $33917593.32  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |    263340 | NS      | $24648624.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    919626 | NS      | $66534941.10  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |   1306313 | NS      | $56184522.13  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc             | Douglas Emmett Inc                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1571468 | NS      | $24640618.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc   | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    789574 | NS      | $56304521.94  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co         | Victoria's Secret & Co                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    726300 | NS      | $25987014.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    297355 | NS      | $74160337.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    497064 | NS      | $59791828.56  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc            | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    294244 | NS      | $62212008.92  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                  | Insperity Inc                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    318765 | NS      | $36211704.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp           | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   1344136 | NS      | $31036100.24  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    624139 | NS      | $85681801.92  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                  | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     43097 | NS      | $30679030.42  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc          | John Wiley & Sons Inc                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    383854 | NS      | $15377191.24  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co   | Reliance Steel & Aluminum Co             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    524669 | NS      | $106213992.36 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                   | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    341150 | NS      | $25453201.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                  | Wolfspeed Inc                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |   1110404 | NS      | $76662292.16  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc     | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |   2064822 | NS      | $25665737.46  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp           | JetBlue Airways Corp                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   2895312 | NS      | $18761621.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    739298 | NS      | $59957067.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   6081453 | NS      | $52300495.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                    | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    432315 | NS      | $63961004.25  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |    557799 | NS      | $67716798.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co              | STAAR Surgical Co                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |    430938 | NS      | $20917730.52  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc       | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    581471 | NS      | $17455759.42  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                    | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    752448 | NS      | $44281564.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                     | Adient PLC                               | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |    847591 | NS      | $29402931.79  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc     | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |   2681076 | NS      | $60779992.92  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc               | Life Storage Inc                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    759841 | NS      | $74844338.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                  | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |    398711 | NS      | $23468129.46  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378758 | NS      | $50435415.28  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp             | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    940338 | NS      | $36362870.46  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    946265 | NS      | $30630598.05  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                  | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    329850 | NS      | $46779327.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |    317907 | NS      | $42958772.91  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                       | Dana Inc                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |   1140539 | NS      | $17256355.07  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc               | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    449219 | NS      | $37541231.83  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   1457543 | NS      | $49075472.81  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                       | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    446082 | NS      | $36346761.36  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |     34310 | NS      | $20730445.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc        | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    337091 | NS      | $59001037.73  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                     | R1 RCM Inc                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1228727 | NS      | $13454560.65  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                    | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    764212 | NS      | $25799797.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   1885737 | NS      | $21271113.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   1630970 | NS      | $40219720.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |    236602 | NS      | $94442054.32  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    665225 | NS      | $27134527.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    511000 | NS      | $32964610.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    726613 | NS      | $26448713.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                | Foot Locker Inc                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    708966 | NS      | $26791825.14  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                 | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    720310 | NS      | $17330658.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    361568 | NS      | $17568589.12  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    945613 | NS      | $15555333.85  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    968569 | NS      | $29396069.15  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The          | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |   1471775 | NS      | $47773816.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                | PacWest Bancorp                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |   1053146 | NS      | $24169700.70  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551595 | NS      | $34132698.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc      | Spirit Realty Capital Inc                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |   1248492 | NS      | $49852285.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc       | Highwoods Properties Inc                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    940419 | NS      | $26312923.62  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp         | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |    368299 | NS      | $71545763.74  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp            | PotlatchDeltic Corp                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    722107 | NS      | $31765486.93  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |    288290 | NS      | $68967616.70  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc              | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |   1060575 | NS      | $45275946.75  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |    274184 | NS      | $28970281.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                     | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   3168181 | NS      | $56520349.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1386679 | NS      | $41184366.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** SPDR S&P MidCap 400 ETF Trust

**Signature:** Mel Kong

**Name of Signer:** Mel Kong

**Title:** Director of ETF Fund Administration of BNY Mellon Asset Servicing