# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013459
**Filing Date:** 2023-2
**Character Count:** 124254
**Document Hash:** 2979c91bb415cd47d734b3417089229e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013459.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013459

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683178

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL Multi-Manager Small Cap Growth Fund (Series ID: S000001776)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000004683 | JNL Multi-Manager Small Cap Growth Fund (A) |  |
| C000067991 | JNL Multi-Manager Small Cap Growth Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL Multi-Manager Small Cap Growth Fund

- **b. EDGAR series identifier (if any):** S000001776

- **c. LEI of Series:** 5493000Y6E864JWYLQ83

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2097316552.95

**Total Liabilities:** $14623508.46

**Net Assets:** $2082693044.49

**Cash Not Reported:** $191987.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004683 | 6.47%                | 3.56%                | -6.18%               |
| Class ID C000067991 | 6.48%                | 3.59%                | -6.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10339205.52            | $143578031.60                              |
| Month 2  | $-18702473.27            | $96272124.03                               |
| Month 3  | $-16235931.74            | $-121387666.80                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC         | JNL Securities Lending Collateral Fund         | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10180830 | NS      | $10180830.45  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | Grocery Outlet Holding Corp.                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380241 | NS      | $11099234.79  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund               | JNL Government Money Market Fund               | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  43450296 | NS      | $43450295.88  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation             | John Bean Technologies Corporation             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     87743 | NS      | $8013568.19   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                       | Liquidity Services, Inc.                       | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |    204158 | NS      | $2870461.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthopediatrics Corp.                          | Orthopediatrics Corp.                          | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |    122212 | NS      | $4855482.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                    | Halozyme Therapeutics, Inc.                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     99120 | NS      | $5639928.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc.                                    | Holley Inc.                                    | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    881528 | NS      | $1868839.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HubSpot, Inc.                                  | HubSpot, Inc.                                  | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |     19000 | NS      | $5493470.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                            | Insmed Incorporated                            | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    158741 | NS      | $3171645.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                  | Innospec Inc.                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     23222 | NS      | $2388614.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                           | Onto Innovation Inc.                           | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     39874 | NS      | $2715020.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics, Inc.                      | Pliant Therapeutics, Inc.                      | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     75600 | NS      | $1461348.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                     | Revance Therapeutics, Inc.                     | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |    145300 | NS      | $2682238.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                              | Shake Shack, Inc.                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     34777 | NS      | $1444288.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                  | SI-BONE, Inc.                                  | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |    361193 | NS      | $4912224.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | The Cooper Companies, Inc.                     | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     21372 | NS      | $7067079.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical, Inc.                        | Silk Road Medical, Inc.                        | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |    458729 | NS      | $24243827.64  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corporation                 | Silvergate Capital Corporation                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |    150600 | NS      | $2620440.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    220578 | NS      | $13430994.42  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                        | Digi International Inc.                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     30620 | NS      | $1119161.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                  | The Simply Good Foods Company                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102650 | NS      | $3903779.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                          | Texas Roadhouse, Inc.                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    125691 | NS      | $11431596.45  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo, Inc.                                     | Domo, Inc.                                     | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     62664 | NS      | $892335.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies, Inc.                  | Duck Creek Technologies, Inc.                  | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1375528 | NS      | $16575112.40  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                      | The Beauty Health Company                      | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    290327 | NS      | $2641975.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Tech, Inc.                               | Array Tech, Inc.                               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |   1067092 | NS      | $20626888.36  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                       | Castle Biosciences, Inc.                       | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    314469 | NS      | $7402600.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicken Soup For The Soul Entertainment Inc.   | Chicken Soup For The Soul Entertainment Inc.   | CUSIP: 16842Q100<br>LEI: 549300THRJ0EJ1DIID72 | Long             | EC               | CORP              | US        |    467728 | NS      | $2394767.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Analytics Holdings, Inc.            | Clearwater Analytics Holdings, Inc.            | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    694701 | NS      | $13025643.75  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryoport, Inc.                                 | Cryoport, Inc.                                 | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    325863 | NS      | $5653723.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter, Inc.                             | Badger Meter, Inc.                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      5300 | NS      | $577859.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                       | Bloom Energy Corporation                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    119380 | NS      | $2282545.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                   | Cactus, Inc.                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     24114 | NS      | $1211969.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     14590 | NS      | $1995620.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine USA, Inc.                      | Digital Turbine USA, Inc.                      | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |   1059967 | NS      | $16153897.08  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                      | Comfort Systems USA, Inc.                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     20500 | NS      | $2359140.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                             | CONMED Corporation                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     34277 | NS      | $3038313.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equillium, Inc.                                | Equillium, Inc.                                | CUSIP: 29446K106<br>LEI: 549300OC7SSPSNNGHE64 | Long             | EC               | CORP              | US        |    253390 | NS      | $278729.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corporation                             | Hexcel Corporation                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     48427 | NS      | $2849928.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                   | Inogen, Inc.                                   | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     80000 | NS      | $1576800.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                 | Performance Food Group Company                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    160781 | NS      | $9388002.59   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                | Porch Group Inc                                | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |   2898726 | NS      | $5449604.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Procore Technologies, Inc.                     | Procore Technologies, Inc.                     | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |    115647 | NS      | $5456225.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings, Inc.                            | PROS Holdings, Inc.                            | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |    146367 | NS      | $3550863.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | Ralph Lauren Corporation                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     38000 | NS      | $4015460.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.            | Ryan Specialty Group Holdings, Inc.            | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1038941 | NS      | $43126440.91  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                     | Tandem Diabetes Care, Inc.                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     85890 | NS      | $3860755.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                             | Vail Resorts, Inc.                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      7600 | NS      | $1811460.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                          | Varonis Systems, Inc.                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    303496 | NS      | $7265694.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group, Inc.                        | James River Group, Inc.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    136694 | NS      | $2858271.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.          | Ollie's Bargain Outlet Holdings, Inc.          | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |    320237 | NS      | $14999901.08  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                        | Shockwave Medical, Inc.                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     44039 | NS      | $9054858.79   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                            | Sprout Social, Inc.                            | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224809 | NS      | $12692716.14  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                 | Veracyte, Inc.                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    636699 | NS      | $15108867.27  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                   | Workiva Inc.                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     86903 | NS      | $7297244.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                          | Krystal Biotech, Inc.                          | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     21810 | NS      | $1727788.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                      | Liberty Media Corporation                      | CUSIP: 531229870<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |     43800 | NS      | $2340234.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                   | Mattel, Inc.                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     94050 | NS      | $1677852.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                  | MAXIMUS, Inc.                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     48170 | NS      | $3532306.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                              | Morningstar, Inc.                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     56948 | NS      | $12334367.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                 | Freshpet, Inc.                                 | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     27900 | NS      | $1472283.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                           | Houlihan Lokey, Inc.                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     32760 | NS      | $2855361.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter, Inc.                              | ShotSpotter, Inc.                              | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     44880 | NS      | $1518290.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                             | Sitime Corporation                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8977 | NS      | $912242.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                            | ACI Worldwide, Inc.                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    252480 | NS      | $5807040.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                        | Acushnet Holdings Corp.                        | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     39320 | NS      | $1669527.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                     | Addus HomeCare Corporation                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     27604 | NS      | $2746321.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                 | Amedisys, Inc.                                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     17872 | NS      | $1493026.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                         | Bridgebio Pharma, Inc.                         | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    205819 | NS      | $1568340.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                     | PAR Technology Corporation                     | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |    264800 | NS      | $6903336.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Natera, Inc.                                   | Natera, Inc.                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177180 | NS      | $7117320.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, LLC                           | Shift4 Payments, LLC                           | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203684 | NS      | $11392046.12  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| The Vita Coco Company, Inc.                    | The Vita Coco Company, Inc.                    | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    853123 | NS      | $11790159.86  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                     | Xenon Pharmaceuticals Inc.                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     62400 | NS      | $2460432.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                          | Auto Trader Group PLC                          | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |   2266675 | NS      | $14220003.82  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corporation                | Blueprint Medicines Corporation                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     56608 | NS      | $2479996.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Denbury Inc.                                   | Denbury Inc.                                   | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     87903 | NS      | $7649319.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                     | ETSY, Inc.                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     68193 | NS      | $8168157.54   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                      | European Wax Center, Inc.                      | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200922 | NS      | $2501478.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group, Inc.             | First Watch Restaurant Group, Inc.             | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84376 | NS      | $1141607.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc.                  | Focus Financial Partners Inc.                  | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     59850 | NS      | $2230609.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                             | Avient Corporation                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    277813 | NS      | $9378966.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                          | Axon Enterprise, Inc.                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |    160917 | NS      | $26700957.81  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                  | Axonics, Inc.                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     95010 | NS      | $5940975.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                | Evoqua Water Technologies Corp.                | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    187180 | NS      | $7412328.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                     | Figs, Inc.                                     | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    750000 | NS      | $5047500.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                    | Intellia Therapeutics, Inc.                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     29223 | NS      | $1019590.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                | Dynatrace, Inc.                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160400 | NS      | $6143320.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Endava PLC                                     | Endava PLC                                     | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |     77561 | NS      | $5933416.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                           | Enphase Energy, Inc.                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     38993 | NS      | $10331585.28  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                    | Kinsale Capital Group, Inc.                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     41073 | NS      | $10741410.96  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Opthea Limited                                 | Opthea Limited                                 | CUSIP: 68386J208<br>LEI: 549300Q5FMFDLP46SF83 | Long             | EC               | CORP              | AU        |     79720 | NS      | $446432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group, Inc.                                | PRA Group, Inc.                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     71720 | NS      | $2422701.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                             | Livent Corporation                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    198776 | NS      | $3949679.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                             | Trex Company, Inc.                             | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |    180659 | NS      | $7647295.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziprecruiter, Inc.                             | Ziprecruiter, Inc.                             | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    118040 | NS      | $1938216.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                     | ZoomInfo Technologies Inc.                     | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116820 | NS      | $3517450.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Neo Performance Materials Inc.                 | Neo Performance Materials Inc.                 | CUSIP: 64046G106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    113827 | NS      | $807045.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                 | Entegris, Inc.                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     19810 | NS      | $1299337.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                | Envestnet, Inc.                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     57243 | NS      | $3531893.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                      | Goosehead Insurance, Inc.                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |    179742 | NS      | $6172340.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                        | Mesa Laboratories, Inc.                        | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     12605 | NS      | $2095077.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor USA, Inc.                | Navitas Semiconductor USA, Inc.                | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    363400 | NS      | $1275534.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CyberArk Software Ltd.                         | CyberArk Software Ltd.                         | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |     23570 | NS      | $3055850.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                | Interactive Brokers Group, Inc.                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    188541 | NS      | $13640941.35  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                 | Phreesia, Inc.                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     60549 | NS      | $1959365.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                            | Vizio Holding Corp.                            | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219781 | NS      | $1628577.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.            | WillScot Mobile Mini Holdings Corp.            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    423155 | NS      | $19113911.35  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                  | Wingstop Inc.                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     91839 | NS      | $12638883.18  | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalOcean Holdings, Inc.                    | DigitalOcean Holdings, Inc.                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     73970 | NS      | $1884015.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HEICO Corporation                              | HEICO Corporation                              | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |    196885 | NS      | $23596667.25  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.      | MACOM Technology Solutions Holdings, Inc.      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256029 | NS      | $16124706.42  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                          | Mercury Systems, Inc.                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    261350 | NS      | $11692799.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.              | Pinnacle Financial Partners, Inc.              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     90744 | NS      | $6660609.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                     | Saia, Inc.                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     70423 | NS      | $14766294.64  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.                | Shoals Technologies Group, Inc.                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35540 | NS      | $876771.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepstone Group Inc.                           | Stepstone Group Inc.                           | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76043 | NS      | $1914762.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                               | Stoneridge, Inc.                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    187468 | NS      | $4041810.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                 | Wintrust Financial Corporation                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     44820 | NS      | $3788186.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.            | World Wrestling Entertainment, Inc.            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     52310 | NS      | $3584281.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                            | YETI Holdings, Inc.                            | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     41930 | NS      | $1732128.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                    | Definitive Healthcare Corp.                    | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    538290 | NS      | $5915807.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                                | EverQuote, Inc.                                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137447 | NS      | $2025968.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                          | Health Catalyst, Inc.                          | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    533603 | NS      | $5672199.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                             | HealthEquity, Inc.                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    271167 | NS      | $16714733.88  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                    | LPL Financial Holdings Inc.                    | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     24760 | NS      | $5352369.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                            | The Lovesac Company                            | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103004 | NS      | $2267118.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                     | AAON, Inc.                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237187 | NS      | $17864924.84  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.               | Advanced Energy Industries, Inc.               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     93270 | NS      | $8000700.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                  | Apellis Pharmaceuticals, Inc.                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     51160 | NS      | $2645483.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                               | 908 Devices Inc.                               | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158292 | NS      | $1206185.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Olo Inc.                                       | Olo Inc.                                       | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    811252 | NS      | $5070325.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                           | Evolent Health, Inc.                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    827517 | NS      | $23236677.36  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FactSet Research Systems Inc.                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     55285 | NS      | $22180894.85  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc.                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     65111 | NS      | $18158806.79  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediaalpha, Inc.                               | Mediaalpha, Inc.                               | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    369765 | NS      | $3679161.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                         | Medpace Holdings, Inc.                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     10400 | NS      | $2209064.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc.                             | Paya Holdings Inc.                             | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107050 | NS      | $842483.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust                         | Americold Realty Trust                         | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     73210 | NS      | $2072575.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                  | Arrowhead Pharmaceuticals Inc                  | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     94696 | NS      | $3840869.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                 | AtriCure, Inc.                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107503 | NS      | $4770983.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pphm, Inc.                                     | Pphm, Inc.                                     | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    104838 | NS      | $1443619.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Callon Petroleum Company                       | Callon Petroleum Company                       | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     17440 | NS      | $646849.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                      | Ceridian HCM Holding Inc.                      | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     64100 | NS      | $4112015.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                    | Chegg, Inc.                                    | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     50327 | NS      | $1271763.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase, Inc.                                | Couchbase, Inc.                                | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |    267954 | NS      | $3553070.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corporation                           | Ingevity Corporation                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |    101888 | NS      | $7176990.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                       | Option Care Health, Inc.                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    248526 | NS      | $7478147.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                 | Penumbra, Inc.                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     46196 | NS      | $10276762.16  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                       | Power Integrations, Inc.                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |    171530 | NS      | $12302131.60  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Procept Biorobotics Corporation                | Procept Biorobotics Corporation                | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11470 | NS      | $476463.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Prometheus Biosciences, Inc.                   | Prometheus Biosciences, Inc.                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6740 | NS      | $741400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                   | Qualys, Inc.                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     19400 | NS      | $2177262.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | Repligen Corporation                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     68300 | NS      | $11563873.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                | Simpson Manufacturing Co., Inc.                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     29347 | NS      | $2601905.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                     | Hamilton Lane Incorporated                     | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     37224 | NS      | $2377869.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | Integra LifeSciences Holdings Corporation      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     54630 | NS      | $3063104.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Springworks Therapeutics, Inc.                 | Springworks Therapeutics, Inc.                 | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41250 | NS      | $1072912.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                 | Texas Capital Bancshares, Inc.                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     44900 | NS      | $2707919.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                         | Veeco Instruments Inc.                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    140700 | NS      | $2614206.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                              | Vicor Corporation                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     24795 | NS      | $1332731.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.             | West Pharmaceutical Services, Inc.             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     49820 | NS      | $11725137.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                        | Alkami Technology, Inc.                        | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227700 | NS      | $3322143.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                             | Appian Corporation                             | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      6497 | NS      | $211542.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                      | Box, Inc.                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    134092 | NS      | $4174283.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                         | Chart Industries, Inc.                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    133085 | NS      | $15335384.55  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                   | Churchill Downs Incorporated                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     25250 | NS      | $5338607.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                            | e.l.f. Beauty, Inc.                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     15230 | NS      | $842219.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                         | The Ensign Group, Inc.                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     35571 | NS      | $3365372.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                                 | Harmonic, Inc.                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    645679 | NS      | $8458394.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                       | Keros Therapeutics, Inc.                       | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46171 | NS      | $2217131.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                               | Omega Flex, Inc.                               | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71353 | NS      | $6658661.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Axsome Therapeutics, Inc.                      | Axsome Therapeutics, Inc.                      | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     52823 | NS      | $4074237.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| The AZEK Company Inc.                          | The AZEK Company Inc.                          | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79207 | NS      | $1609486.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                   | Pacira Pharmaceuticals, Inc.                   | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     25105 | NS      | $969304.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                           | UFP Industries, Inc.                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     99393 | NS      | $7876895.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                         | Beam Therapeutics Inc.                         | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33567 | NS      | $1312805.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bellring Intermediate Holdings, Inc.           | Bellring Intermediate Holdings, Inc.           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    261830 | NS      | $6713321.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. Physical Therapy, Inc.                   | U. S. Physical Therapy, Inc.                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     96144 | NS      | $7790548.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc.                 | Ultragenyx Pharmaceutical Inc.                 | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     51626 | NS      | $2391832.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                 | BioCryst Pharmaceuticals, Inc.                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    280750 | NS      | $3223010.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze, Inc.                                    | Braze, Inc.                                    | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     20400 | NS      | $556512.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Caredx, Inc.                                   | Caredx, Inc.                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |    256500 | NS      | $2926665.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARUS Corporation                             | CLARUS Corporation                             | CUSIP: 18270P109<br>LEI: F174K6FB0TWGSP17QZ32 | Long             | EC               | CORP              | US        |    347450 | NS      | $2724008.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Clean Harbors, Inc.                            | Clean Harbors, Inc.                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     45520 | NS      | $5194742.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                          | Quanterix Corporation                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345186 | NS      | $4780826.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH                                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3300 | NS      | $881727.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                          | Replimune Group, Inc.                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     33650 | NS      | $915280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                  | Rightmove PLC                                  | CUSIP: 76657Y101<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    383333 | NS      | $4711162.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                   | Rocket Pharmaceuticals, Inc.                   | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    146400 | NS      | $2865048.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp.                                      | AAR Corp.                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     44850 | NS      | $2013765.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corporation                             | Atrion Corporation                             | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14954 | NS      | $8366015.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                      | Caribou Biosciences, Inc.                      | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85800 | NS      | $538824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                    | Casella Waste Systems, Inc.                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     55005 | NS      | $4362446.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     34835 | NS      | $7815232.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Operations Inc.                         | Enovix Operations Inc.                         | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259339 | NS      | $3226177.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingTree, Inc.                              | LendingTree, Inc.                              | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |    153747 | NS      | $3279423.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                    | Agios Pharmaceuticals, Inc.                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     56570 | NS      | $1588485.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation        | Booz Allen Hamilton Holding Corporation        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     38700 | NS      | $4044924.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                           | Hostess Brands, Inc.                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24920 | NS      | $559204.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                       | IAC Inc.                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    139976 | NS      | $6214934.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iCAD, Inc.                                     | iCAD, Inc.                                     | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1098419 | NS      | $2010106.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation              | Lattice Semiconductor Corporation              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     48380 | NS      | $3138894.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                            | Lithia Motors, Inc.                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     24482 | NS      | $5012444.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                               | LivePerson, Inc.                               | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     85201 | NS      | $863938.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     74300 | NS      | $2491279.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                           | Materion Corporation                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     50502 | NS      | $4419430.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbion, Inc.                                  | Symbion, Inc.                                  | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    323819 | NS      | $9021597.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                               | Tetra Tech, Inc.                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     86458 | NS      | $12552837.02  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                 | Ameresco, Inc.                                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |    113809 | NS      | $6503046.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| NanoString Technologies, Inc.                  | NanoString Technologies, Inc.                  | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |    272970 | NS      | $2175570.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                    | nCino, Inc.                                    | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |    639338 | NS      | $16904096.72  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                 | Ambarella Inc.                                 | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     55791 | NS      | $4587693.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd             | Credo Technology Group Holding Ltd             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     76806 | NS      | $1022287.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                            | Inari Medical, Inc.                            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57805 | NS      | $3674085.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.      | Kratos Defense & Security Solutions, Inc.      | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    141214 | NS      | $1457328.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                 | Life Time Group Holdings, Inc.                 | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82473 | NS      | $986377.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                    | Edgio, Inc.                                    | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |   1693855 | NS      | $1914056.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOR HCM, Inc.                               | PAYCOR HCM, Inc.                               | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84020 | NS      | $2055969.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth LLC                                | AdaptHealth LLC                                | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |    365122 | NS      | $7017644.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                    | Bumble Inc.                                    | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76265 | NS      | $1605378.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Certara, Inc.                                  | Certara, Inc.                                  | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |     88200 | NS      | $1417374.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                       | Clean Energy Fuels Corp.                       | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    721600 | NS      | $3752320.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Company                    | Columbia Sportswear Company                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     20110 | NS      | $1761233.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                  | Columbus McKinnon Corporation                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |    129058 | NS      | $4190513.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                               | IDEX Corporation                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     12700 | NS      | $2899791.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                | ImmunoGen, Inc.                                | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    280626 | NS      | $1391904.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                             | SPS Commerce, Inc.                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    196966 | NS      | $25296343.38  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                 | SiteOne Landscape Supply, Inc.                 | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |    116189 | NS      | $13631293.48  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc.                                | Smartsheet Inc.                                | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |    322880 | NS      | $12708556.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                              | ACV Auctions Inc.                              | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133700 | NS      | $1097677.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences, Inc.                        | Arcus Biosciences, Inc.                        | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |     57640 | NS      | $1191995.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    156429 | NS      | $6507446.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                     | Chinook Therapeutics, Inc.                     | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     75480 | NS      | $1977576.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                      | Dream Finders Homes, Inc.                      | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320593 | NS      | $2776335.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamb Weston Holdings, Inc.                     | Lamb Weston Holdings, Inc.                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    117193 | NS      | $10472366.48  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                | NVE Corporation                                | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |     26320 | NS      | $1704220.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                  | National Research Corporation                  | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |    126507 | NS      | $4718711.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                     | The New York Times Company                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     62095 | NS      | $2015603.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                       | Nice Ltd                                       | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      7800 | NS      | $1499940.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                            | Nordson Corporation                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     11500 | NS      | $2733780.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                   | Novanta Inc.                                   | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |     45191 | NS      | $6140101.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                  | Paylocity Holding Corporation                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     31561 | NS      | $6131039.86   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                  | Permian Resources Corporation                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    637263 | NS      | $5990272.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed N.V.                                   | Affimed N.V.                                   | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |   1462218 | NS      | $1813150.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                   | OneSpaWorld Holdings Limited                   | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     98493 | NS      | $918939.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Incorporated                  | Bentley Systems, Incorporated                  | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |    310034 | NS      | $11458856.64  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomerica, Inc.                                | Biomerica, Inc.                                | CUSIP: 09061H307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    645580 | NS      | $2162693.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                       | Boot Barn Holdings, Inc.                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    133856 | NS      | $8368677.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     12240 | NS      | $794131.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133915 | NS      | $10348951.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CytoSorbents Corporation                       | CytoSorbents Corporation                       | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |    617130 | NS      | $956551.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emersub CX, Inc.                               | Emersub CX, Inc.                               | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     46380 | NS      | $9526452.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                        | Euronet Worldwide, Inc.                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    203328 | NS      | $19190096.64  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                       | FirstCash Holdings, Inc.                       | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     13010 | NS      | $1130699.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion Therapeutics, Inc.                     | Flexion Therapeutics, Inc.                     | CUSIP: N/A<br>LEI: 549300X8HYW1HZKCDG90       | Long             | EC               | CORP              | US        |    491128 | NS      | $0.49         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| PriceSmart, Inc.                               | PriceSmart, Inc.                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     41823 | NS      | $2542001.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                      | RBC Bearings Incorporated                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30416 | NS      | $6367589.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                             | Revolve Group Inc.                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    491751 | NS      | $10946377.26  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                | Rexford Industrial Realty, Inc.                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    233143 | NS      | $12738933.52  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated             | Teledyne Technologies Incorporated             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     29527 | NS      | $11808142.57  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc.                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     50724 | NS      | $8948728.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                            | Vericel Corporation                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     82020 | NS      | $2160406.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                 | Victory Capital Holdings, Inc.                 | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     98558 | NS      | $2644311.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                   | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     30070 | NS      | $1670087.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company    | Prothena Corporation Public Limited Company    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     32078 | NS      | $1932699.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.          | Applied Industrial Technologies, Inc.          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     44590 | NS      | $5619677.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                        | BioLife Solutions, Inc.                        | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    197912 | NS      | $3601998.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                         | Celsius Holdings, Inc.                         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16560 | NS      | $1722902.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                 | NuVasive, Inc.                                 | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    148468 | NS      | $6122820.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Olink Holding AB (Publ)                        | Olink Holding AB (Publ)                        | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |    176000 | NS      | $4466880.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros. Auctioneers Incorporated         | Ritchie Bros. Auctioneers Incorporated         | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |    107294 | NS      | $6204812.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                   | ServisFirst Bancshares, Inc.                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180511 | NS      | $12439013.01  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings Inc.               | Establishment Labs Holdings Inc.               | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |     28400 | NS      | $1864460.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                | Genpact Limited                                | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     32900 | NS      | $1523928.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Limited                          | Genius Sports Limited                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    771666 | NS      | $2754847.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company    | Jazz Pharmaceuticals Public Limited Company    | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     34050 | NS      | $5424505.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd          | Check Point Software Technologies Ltd          | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     16930 | NS      | $2135888.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InMode Ltd                                     | InMode Ltd                                     | CUSIP: N/A<br>LEI: 984500DD95A35E9BD358       | Long             | EC               | CORP              | IL        |     38762 | NS      | $1383803.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys, Inc.                                | Stratasys, Inc.                                | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |    146555 | NS      | $1738142.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                           | Globus Medical, Inc.                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    176966 | NS      | $13143264.82  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                  | Jack Henry & Associates, Inc.                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     79541 | NS      | $13964217.96  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Indie Semiconductor, Inc.                      | Indie Semiconductor, Inc.                      | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |   2642100 | NS      | $15403443.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspire Medical Systems, Inc.                  | Inspire Medical Systems, Inc.                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     22846 | NS      | $5754450.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                           | Payoneer Global Inc.                           | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    674160 | NS      | $3687655.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                         | Ranger Oil Corporation                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     69570 | NS      | $2812715.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                | Acadia Healthcare Company, Inc.                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     80740 | NS      | $6646516.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                      | Alta Equipment Group Inc.                      | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    282592 | NS      | $3727388.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                        | Boyd Gaming Corporation                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     87400 | NS      | $4765922.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.         | Bright Horizons Family Solutions, Inc.         | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |     20903 | NS      | $1318979.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                     | CBIZ, Inc.                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     33953 | NS      | $1590698.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                            | Flywire Corporation                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     70340 | NS      | $1721219.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     57909 | NS      | $8674189.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                   | Floor & Decor Holdings, Inc.                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     58200 | NS      | $4052466.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                  | Progyny, Inc.                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55700 | NS      | $1735055.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     30997 | NS      | $9993742.77   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                       | Guidewire Software, Inc.                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |    102544 | NS      | $6415152.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF Holding Corp.                             | JAMF Holding Corp.                             | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |     34670 | NS      | $738471.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                  | Oportun Financial Corporation                  | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |    156084 | NS      | $860022.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                         | Palomar Holdings, Inc.                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     26342 | NS      | $1189604.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                          | Paycom Software, Inc.                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     31377 | NS      | $9736596.87   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                    | Five9, Inc.                                    | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    154443 | NS      | $10480501.98  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                      | Fox Factory Holding Corp.                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |    339657 | NS      | $30986908.11  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc.                                    | Gitlab Inc.                                    | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101950 | NS      | $4632608.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                            | Kura Oncology, Inc.                            | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     92750 | NS      | $1151027.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                  | Magnite, Inc.                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |   2563089 | NS      | $27143112.51  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.            | Maravai LifeSciences Holdings, Inc.            | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59000 | NS      | $844290.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                           | Silgan Holdings Inc.                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    100000 | NS      | $5184000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                | Advanced Drainage Systems, Inc.                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     18130 | NS      | $1486116.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty, Inc.                                  | Hagerty, Inc.                                  | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    540952 | NS      | $4549406.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Fair Isaac Corporation                         | Fair Isaac Corporation                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     23663 | NS      | $14164198.54  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                        | Fate Therapeutics, Inc.                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    298362 | NS      | $3010472.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience, Inc.                       | Harvard Bioscience, Inc.                       | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |    317144 | NS      | $878488.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                | Primerica, Inc.                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     60884 | NS      | $8634568.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                               | Five Below, Inc.                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     58339 | NS      | $10318418.93  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                  | Marqeta, Inc.                                  | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91020 | NS      | $556132.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                   | Globant S.A.                                   | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     36262 | NS      | $6097817.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                      | Silicon Laboratories Inc.                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     18530 | NS      | $2513965.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                   | Tenet Healthcare Corporation                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     30590 | NS      | $1492486.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                     | Terreno Realty Corporation                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51501 | NS      | $2928861.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                              | ASGN Incorporated                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     53587 | NS      | $4366268.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.Com Holdings Inc.                         | Bill.Com Holdings Inc.                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |    192916 | NS      | $21020127.36  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                                | Blackline, Inc.                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |    178446 | NS      | $12004062.42  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                      | Allegro Microsystems Inc.                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40153 | NS      | $1205393.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                  | Topgolf Callaway Brands Corp.                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    586898 | NS      | $11591235.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                   | Azenta, Inc.                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    426592 | NS      | $24836186.24  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                               | Everbridge, Inc.                               | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     52780 | NS      | $1561232.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Fresh Market, Inc.                         | The Fresh Market, Inc.                         | CUSIP: N/A<br>LEI: 529900QM5ZSBEBR6CS58       | Long             | EC               | CORP              | US        |     52447 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gentherm Incorporated                          | Gentherm Incorporated                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     57686 | NS      | $3766318.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company              | Graphic Packaging Holding Company              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144550 | NS      | $3216237.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                   | Grid Dynamics Holdings, Inc.                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    554247 | NS      | $6218651.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                      | Hudson Technologies, Inc.                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    566284 | NS      | $5730794.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                   | Impinj, Inc.                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     19190 | NS      | $2095164.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                            | Insulet Corporation                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      6740 | NS      | $1984188.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation | Science Applications International Corporation | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     56230 | NS      | $6237593.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                         | Summit Materials, Inc.                         | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     61323 | NS      | $1740959.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                             | 10X Genomics, Inc.                             | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     19400 | NS      | $706936.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | The Timken Company                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     97138 | NS      | $6864742.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                    | Toast, Inc.                                    | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    444183 | NS      | $8008619.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| TransUnion                                     | TransUnion                                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    111953 | NS      | $6353332.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Ltd.                            | Kornit Digital Ltd.                            | CUSIP: N/A<br>LEI: 5299006DPCQWP3VTFK34       | Long             | EC               | CORP              | IL        |    730647 | NS      | $16782961.59  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                           | Planet Fitness, Inc.                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |    124465 | NS      | $9807842.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS (Holdings) Limited                         | WNS (Holdings) Limited                         | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    158219 | NS      | $12655937.81  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                   | Xencor, Inc.                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     91688 | NS      | $2387555.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                     | Zeta Global Holdings Corp.                     | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591520 | NS      | $4832718.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| S4 Capital PLC                                 | S4 Capital PLC                                 | CUSIP: N/A<br>LEI: 21380068SP9V65KPQN68       | Long             | EC               | CORP              | GB        |    877400 | NS      | $2023208.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                  | Rightmove PLC                                  | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |   3219748 | NS      | $20130505.49  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Company                      | Matador Resources Company                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    229769 | NS      | $13151977.56  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group, Inc.             | Montrose Environmental Group, Inc.             | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     90211 | NS      | $4004466.29   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                              | Warby Parker Inc.                              | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83267 | NS      | $1123271.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Wex, Inc.                                      | Wex, Inc.                                      | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     53390 | NS      | $8737273.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Copperleaf Technologies Inc.                   | Copperleaf Technologies Inc.                   | CUSIP: 21766N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1362807 | NS      | $5777335.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer