# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046893
**Filing Date:** 2023-2
**Character Count:** 112923
**Document Hash:** 3716503cf1df1f785d5ea4e22a1a6f55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046893.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046893

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683464

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

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

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

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

## Series and Classes Contracts Data

### SPDR(R) S & P 400 Mid Cap Value ETF (Series ID: S000006988)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000019041 | SPDR(R) S & P 400 Mid Cap Value ETF | MDYV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000006988

- **c. LEI of Series:** 5493007LRKIGGN363454

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2527681245.64

**Total Liabilities:** $141239121.55

**Net Assets:** $2386442124.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019041 | 11.49%               | 6.44%                | -5.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1762338.90             | $196401502.46                              |
| Month 2  | $1400665.54              | $148256780.87                              |
| Month 3  | $-22670966.40            | $-133484496.69                             |

### Schedule of Portfolio Investments

| Name                                     | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    164718 | NS      | $6669431.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    526468 | NS      | $8876250.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    191084 | NS      | $6836985.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Jabil Inc                                | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    317979 | NS      | $21686167.80  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     98849 | NS      | $7208069.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                   | Penn Entertainment Inc                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    367032 | NS      | $10900850.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank OZK                                 | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    260352 | NS      | $10429701.12  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    280850 | NS      | $7849757.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc         | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    257480 | NS      | $10775538.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                              | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    508205 | NS      | $7739962.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    129459 | NS      | $5250857.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                               | Viasat Inc                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    177785 | NS      | $5626895.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     79231 | NS      | $3931442.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    251308 | NS      | $14668847.96  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    248789 | NS      | $4092579.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     76458 | NS      | $6387301.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |    324924 | NS      | $10417063.44  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                                                                  | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323286 | NS      | $3539981.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc                             | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     41970 | NS      | $4578087.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    111585 | NS      | $17783301.45  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     96044 | NS      | $7091888.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121249 | NS      | $5132470.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |    247386 | NS      | $6921860.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     48452 | NS      | $2217163.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    693056 | NS      | $12461146.88  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                             | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    105029 | NS      | $5295562.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    201039 | NS      | $6787076.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    665281 | NS      | $6752602.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     93780 | NS      | $8924104.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    129001 | NS      | $4760136.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     10850 | NS      | $5559106.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    224759 | NS      | $7338381.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     38696 | NS      | $4160980.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145094 | NS      | $8978416.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    118940 | NS      | $9896997.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                  | RXO Inc                                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    270696 | NS      | $4655971.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                                                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    554042 | NS      | $13878752.10  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    106567 | NS      | $7710122.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    157849 | NS      | $22428764.41  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                     | JetBlue Airways Corp                                                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    761708 | NS      | $4935867.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    158740 | NS      | $6781372.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                 | Super Micro Computer Inc                                                    | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     21429 | NS      | $1759320.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     29910 | NS      | $1607662.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     26930 | NS      | $3819212.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    114487 | NS      | $3705944.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    103669 | NS      | $6102994.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    913730 | NS      | $12582062.10  | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc                                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     69820 | NS      | $3270368.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    101117 | NS      | $8625280.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    244933 | NS      | $12819793.22  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   1608803 | NS      | $13835705.80  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     61529 | NS      | $6214429.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     30110 | NS      | $4770327.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    353568 | NS      | $8163885.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    463378 | NS      | $4133331.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     60519 | NS      | $2720329.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |    304339 | NS      | $17444711.48  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    859673 | NS      | $7358800.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215911 | NS      | $15692411.48  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     64701 | NS      | $13246882.74  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     56470 | NS      | $6263087.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    429039 | NS      | $10511455.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    443731 | NS      | $4508306.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc                                                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     36374 | NS      | $1808151.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     69904 | NS      | $9694985.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     98846 | NS      | $9361704.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     96409 | NS      | $6589555.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    245009 | NS      | $9861612.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    138917 | NS      | $17228486.34  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     54030 | NS      | $7844615.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                          | Hanesbrands Inc                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    820660 | NS      | $5219397.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    162615 | NS      | $8337271.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     61640 | NS      | $7483096.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                   | Energizer Holdings Inc                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    155870 | NS      | $5229438.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     95100 | NS      | $4620909.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp                     | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    698532 | NS      | $9080916.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    142439 | NS      | $10445051.87  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    344112 | NS      | $12921405.60  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    328247 | NS      | $11521469.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    269054 | NS      | $6147883.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    150239 | NS      | $7391758.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    143774 | NS      | $12151778.48  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    143459 | NS      | $4934989.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc                                               | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     41570 | NS      | $3421626.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                          | TripAdvisor Inc                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    246468 | NS      | $4431494.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    280699 | NS      | $11983040.31  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     57901 | NS      | $3109862.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    371555 | NS      | $7182158.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    527418 | NS      | $13438610.64  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    139560 | NS      | $11908654.80  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    154963 | NS      | $5107580.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    249331 | NS      | $12446603.52  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    142278 | NS      | $13745477.58  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    152622 | NS      | $4673285.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc         | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    136594 | NS      | $9037059.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    503885 | NS      | $12103317.70  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    119033 | NS      | $9947587.81   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    536847 | NS      | $7768176.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    155012 | NS      | $15180325.16  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     33050 | NS      | $7352303.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Syneos Health Inc                        | Syneos Health Inc                                                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    241999 | NS      | $8876523.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    274292 | NS      | $6925873.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Regal Rexnord Corp                       | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    156278 | NS      | $18750234.44  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    102289 | NS      | $8543177.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    518642 | NS      | $10917414.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     30820 | NS      | $4506808.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    151948 | NS      | $12904943.64  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     81610 | NS      | $9378621.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp                        | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    135902 | NS      | $8064424.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     36289 | NS      | $1761468.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     62983 | NS      | $4337009.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    129259 | NS      | $4350857.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     26759 | NS      | $5610827.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     73445 | NS      | $5166121.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    232831 | NS      | $4419132.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    336343 | NS      | $11657648.38  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal Inc                           | Kennametal Inc                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    189466 | NS      | $4558551.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp       | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    170930 | NS      | $9584045.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     90255 | NS      | $8520072.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    359685 | NS      | $8154058.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    101002 | NS      | $4046140.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     60199 | NS      | $4036944.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     65390 | NS      | $7865763.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    105636 | NS      | $2506742.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |    125892 | NS      | $6992041.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37819 | NS      | $4085964.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |    126871 | NS      | $3291033.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     89909 | NS      | $12100852.31  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    117400 | NS      | $9565752.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    307350 | NS      | $9429498.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp              | Grocery Outlet Holding Corp                                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208172 | NS      | $6076540.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     69949 | NS      | $5041923.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     90338 | NS      | $12401600.64  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     56123 | NS      | $5637555.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    209907 | NS      | $10285443.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR Properties                           | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |    176389 | NS      | $6653393.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                       | Douglas Emmett Inc                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |    413399 | NS      | $6482096.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                           | Stericycle Inc                                                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    216818 | NS      | $10817050.02  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    128675 | NS      | $11614205.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    316620 | NS      | $10793575.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     39730 | NS      | $4224888.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      7396 | NS      | $2300969.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    140844 | NS      | $9063311.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    304670 | NS      | $6571731.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    317452 | NS      | $13317111.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     77959 | NS      | $7678961.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    311634 | NS      | $7329631.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    543240 | NS      | $6752473.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp                                                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    326074 | NS      | $6439961.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |    309158 | NS      | $4139625.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        | 140919036 | NS      | $140919035.50 | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc     | Cracker Barrel Old Country Store Inc                                        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     52135 | NS      | $4939269.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Dycom Industries Inc                     | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     22193 | NS      | $2077264.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    253272 | NS      | $9847215.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |    152235 | NS      | $7346861.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     39031 | NS      | $5627879.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446143 | NS      | $10167598.97  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    480046 | NS      | $5338111.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     75575 | NS      | $7154685.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    441943 | NS      | $18132921.29  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    330362 | NS      | $13191354.66  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190231 | NS      | $9970006.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    303109 | NS      | $17310554.99  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel Inc                               | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    838156 | NS      | $14952703.04  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     81343 | NS      | $8946103.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43486 | NS      | $4666047.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162409 | NS      | $10702753.10  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    180849 | NS      | $13274316.60  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                                                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    549664 | NS      | $3682748.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    263447 | NS      | $3846326.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    160432 | NS      | $8369737.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                           | Ziff Davis Inc                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    111009 | NS      | $8780811.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     76712 | NS      | $3742778.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    505127 | NS      | $5687730.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    195208 | NS      | $9196248.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     22098 | NS      | $4865979.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    138237 | NS      | $5565421.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                                                           | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    203753 | NS      | $5711196.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    385682 | NS      | $12985912.94  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    350108 | NS      | $17848505.84  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     11351 | NS      | $8080322.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37819 | NS      | $6263204.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    113293 | NS      | $4531720.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    641041 | NS      | $13237496.65  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     81673 | NS      | $3592795.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     85718 | NS      | $3496437.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     65919 | NS      | $8826554.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                                                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    186493 | NS      | $7047570.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                                                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     91239 | NS      | $3769083.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177139 | NS      | $9191742.71   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                            | Nordstrom Inc                                                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    261962 | NS      | $4228066.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    254818 | NS      | $7733726.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      9095 | NS      | $5495289.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    105066 | NS      | $8520852.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    215188 | NS      | $8947517.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     11197 | NS      | $5715284.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     49926 | NS      | $6675106.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    510439 | NS      | $9111336.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     89739 | NS      | $6695426.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial Inc                       | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    228163 | NS      | $14029742.87  | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Co                   | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     83240 | NS      | $7290159.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |    105339 | NS      | $3804844.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72255 | NS      | $2424155.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    102770 | NS      | $4973040.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    121477 | NS      | $5699700.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    167235 | NS      | $4806333.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93269 | NS      | $2799935.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Progyny Inc                              | Progyny Inc                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111478 | NS      | $3472539.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     76439 | NS      | $4168218.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |    247395 | NS      | $9566764.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     61594 | NS      | $2236478.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   1217714 | NS      | $19617372.54  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    191193 | NS      | $6959425.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments Inc                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    134545 | NS      | $11399997.85  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    264243 | NS      | $6077589.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     56466 | NS      | $5329261.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Science Applications International Corp  | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     42806 | NS      | $4748469.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    161645 | NS      | $11159970.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     89842 | NS      | $7395793.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    480923 | NS      | $14591203.82  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                 | NCR Corp                                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    323161 | NS      | $7565199.01   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                                                               | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     66319 | NS      | $4091882.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    117389 | NS      | $7079730.59   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     45220 | NS      | $12082331.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                    | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    200911 | NS      | $3381332.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    255868 | NS      | $12483799.72  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta Inc                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    176399 | NS      | $10269949.78  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     55850 | NS      | $6023422.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    297904 | NS      | $8123842.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    134442 | NS      | $8672853.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    494828 | NS      | $18343273.96  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    409004 | NS      | $19362249.36  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    112371 | NS      | $6822043.41   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     40450 | NS      | $7154391.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Masimo Corp                              | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     42069 | NS      | $6224108.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     36800 | NS      | $4992656.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    270796 | NS      | $9014798.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    429039 | NS      | $10580101.74  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     55509 | NS      | $4535085.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17440 | NS      | $1772252.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt Inc                      | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    311817 | NS      | $10049861.91  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     19921 | NS      | $5988053.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    154438 | NS      | $10901778.42  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |    197527 | NS      | $9038835.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    121424 | NS      | $5864779.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     26734 | NS      | $3011317.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| EastGroup Properties Inc                 | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     46130 | NS      | $6830007.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    524688 | NS      | $11118138.72  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85785 | NS      | $5839384.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp               | Apartment Income REIT Corp                                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |    354745 | NS      | $12171300.95  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    597997 | NS      | $11039024.62  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc                 | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     29074 | NS      | $6955373.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     47359 | NS      | $7458095.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust Inc             | Medical Properties Trust Inc                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |   1413590 | NS      | $15747392.60  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp                              | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    112066 | NS      | $5997772.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    195508 | NS      | $6346189.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    415869 | NS      | $18909563.43  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                     | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    386089 | NS      | $12277630.20  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     34556 | NS      | $2171499.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      6850 | NS      | $2257212.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    119829 | NS      | $5921949.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    115785 | NS      | $4816656.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    199232 | NS      | $11724803.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    496145 | NS      | $5596515.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp                         | QuidelOrtho Corp                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     56570 | NS      | $4846351.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    126742 | NS      | $7580439.02   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    185529 | NS      | $10137304.56  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                     | SL Green Realty Corp                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |    151208 | NS      | $5098733.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     99734 | NS      | $7112031.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                               | Adient PLC                                                                  | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    223022 | NS      | $7736633.18   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    202573 | NS      | $11828237.47  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    126262 | NS      | $9531518.38   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc                      | Mercury Systems Inc                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     57288 | NS      | $2563065.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    899460 | NS      | $17332594.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     54130 | NS      | $6237399.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232209 | NS      | $1934300.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     46132 | NS      | $3577997.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    988454 | NS      | $11179414.74  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    356152 | NS      | $9007084.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    153523 | NS      | $13539193.37  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     47004 | NS      | $4064905.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Light & Wonder Inc                       | Light & Wonder Inc                                                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    120119 | NS      | $7038973.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    824957 | NS      | $10765688.85  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana Inc                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    300022 | NS      | $4539332.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     35380 | NS      | $5536616.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     56658 | NS      | $3334889.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    138737 | NS      | $9331450.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    668986 | NS      | $16156011.90  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |    528791 | NS      | $6234445.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    195297 | NS      | $6220209.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                                                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    277078 | NS      | $6358940.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    170499 | NS      | $7897513.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     34340 | NS      | $4640364.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                     | Aspen Technology Inc                                                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     68230 | NS      | $14014442.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     45196 | NS      | $8326459.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     64538 | NS      | $4085255.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    145378 | NS      | $15202177.46  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    187921 | NS      | $4818294.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |   1195180 | NS      | $1195419.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                                                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     88299 | NS      | $1592030.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                            | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     79417 | NS      | $5612399.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer