# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013460
**Filing Date:** 2023-2
**Character Count:** 91017
**Document Hash:** cafb0b4c1822abd047a9fa90bebba1ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013460.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013460

**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:** 23683180

**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 VALUE FUND (Series ID: S000001798)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000004705 | JNL MULTI-MANAGER SMALL CAP VALUE FUND (A) |  |
| C000067994 | JNL MULTI-MANAGER SMALL CAP VALUE 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 Value Fund

- **b. EDGAR series identifier (if any):** S000001798

- **c. LEI of Series:** 549300J5ZBC0FPJEM552

**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:** $1611931834.93

**Total Liabilities:** $6987957.36

**Net Assets:** $1604943877.57

**Cash Not Reported:** $320062.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004705 | 10.98%               | 3.50%                | -3.44%               |
| Class ID C000067994 | 10.98%               | 3.52%                | -3.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4423315.76              | $156944120.38                              |
| Month 2  | $-515750.56              | $55994468.28                               |
| Month 3  | $14487983.76             | $-72423716.31                              |

### 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        |   1819450 | NS      | $1819450.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| E2Open Parent Holdings, Inc.                              | E2Open Parent Holdings, Inc.                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1054600 | NS      | $6190502.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| IAA Spinco Inc.                                           | IAA Spinco Inc.                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    528607 | NS      | $21144280.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                         | SM Energy Company                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    111335 | NS      | $3877798.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                                       | SP Plus Corporation                                       | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |    157400 | NS      | $5464928.00   | 0.34%             |  |  |  | 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        |    143303 | NS      | $5449813.09   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                  | Sleep Number Corporation                                  | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     44055 | NS      | $1144548.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                | Spire Inc.                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     60752 | NS      | $4183382.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                     | Air Lease Corporation                                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    596641 | NS      | $22922947.22  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                                 | CNA Financial Corporation                                 | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     85552 | NS      | $3617138.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    133649 | NS      | $5451542.71   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                             | Chesapeake Energy Corporation                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     21892 | NS      | $2065948.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corporation                          | Dynavax Technologies Corporation                          | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    180372 | NS      | $1919158.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc.                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   1297900 | NS      | $6865891.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                                       | Inter Parfums, Inc.                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162300 | NS      | $15665196.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc.                                         | Shyft Group, Inc.                                         | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |    284098 | NS      | $7062676.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     87146 | NS      | $1991286.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                              | Lancaster Colony Corporation                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     39100 | NS      | $7714430.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                     | Landstar System, Inc.                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     69222 | NS      | $11276263.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                 | MDU Resources Group, Inc.                                 | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |    196239 | NS      | $5953891.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                             | MAXIMUS, Inc.                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     51046 | NS      | $3743203.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                              | Plexus Corp.                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     12765 | NS      | $1313901.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                              | Polaris Inc.                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     50254 | NS      | $5075654.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                         | Portland General Electric Company                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     90438 | NS      | $4431462.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc.                                         | Radian Group Inc.                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    163225 | NS      | $3112700.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                            | Ruth's Hospitality Group, Inc.                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    132794 | NS      | $2055651.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                               | Umpqua Holdings Corporation                               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    586966 | NS      | $10477343.10  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                     | Virtu Financial, Inc.                                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    279185 | NS      | $5698165.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                                 | Yelp Inc.                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    152586 | NS      | $4171701.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                       | ACI Worldwide, Inc.                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    764795 | NS      | $17590285.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                                     | CSW Industrials, Inc.                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     37900 | NS      | $4393747.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     81328 | NS      | $4428309.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                            | Carter's, Inc.                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     58427 | NS      | $4359238.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                              | Central Garden & Pet Company                              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    130430 | NS      | $4669394.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                     | ChampionX Corporation                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     48618 | NS      | $1409435.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                 | Commercial Metals Company                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     53962 | NS      | $2606364.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                           | American Eagle Outfitters, Inc.                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    662318 | NS      | $9245959.28   | 0.58%             |  |  |  | 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        |  57400476 | NS      | $57400475.93  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                                        | Ovintiv Canada ULC                                        | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     36070 | NS      | $1829109.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                     | PGT Innovations, Inc.                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    471920 | NS      | $8475683.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                             | Permian Resources Corporation                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    600948 | NS      | $5648911.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                               | Range Resources Corporation                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    224354 | NS      | $5613337.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                                      | Dentsply Sirona Inc.                                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    212420 | NS      | $6763452.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc.                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     39467 | NS      | $1433046.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                              | Grand Canyon Education, Inc.                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |    117750 | NS      | $12441465.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                                         | ICU Medical, Inc.                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     92912 | NS      | $14631781.76  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                              | Mednax, Inc.                                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168142 | NS      | $2498590.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink, Inc.                                        | MeridianLink, Inc.                                        | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    476768 | NS      | $6546024.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmark Group, Inc.                                       | Newmark Group, Inc.                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318415 | NS      | $2537767.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                               | Argan, Inc.                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |    132879 | NS      | $4900577.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     26304 | NS      | $4714992.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    131018 | NS      | $4242362.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                        | Gentex Corporation                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    545449 | NS      | $14874394.23  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                                    | Gildan Activewear Inc.                                    | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |    357550 | NS      | $9796870.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman- Rupp Company                                  | The Gorman- Rupp Company                                  | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100721 | NS      | $2580472.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     24432 | NS      | $4406799.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                    | Ingredion Incorporated                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     48860 | NS      | $4784859.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.                        | Premier Healthcare Solutions, Inc.                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    470574 | NS      | $16460678.52  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     97042 | NS      | $7936094.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157050 | NS      | $5532871.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                             | American Woodmark Corporation                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    411373 | NS      | $20099684.78  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                        | BJ's Wholesale Club Holdings, Inc.                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    117294 | NS      | $7760171.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                         | EMCOR Group, Inc.                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    140942 | NS      | $20874919.62  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                                | ePlus inc.                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    475576 | NS      | $21058505.28  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                           | First Citizens BancShares, Inc.                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     14648 | NS      | $11108457.28  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                  | FirstCash Holdings, Inc.                                  | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     38427 | NS      | $3339690.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy, Inc.                                     | FuelCell Energy, Inc.                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    160675 | NS      | $446676.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vm Consolidated, Inc.                                     | Vm Consolidated, Inc.                                     | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    922863 | NS      | $12763195.29  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corporation                                 | Bausch + Lomb Corporation                                 | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    164343 | NS      | $2548959.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Beacon Roofing Supply, Inc.                               | Beacon Roofing Supply, Inc.                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    197900 | NS      | $10447141.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                   | Black Hills Corporation                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     56164 | NS      | $3950575.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    159358 | NS      | $980051.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     46674 | NS      | $4315011.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     80520 | NS      | $4879512.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     36560 | NS      | $3239581.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                 | Integra LifeSciences Holdings Corporation                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    181882 | NS      | $10198123.74  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                               | JetBlue Airways Corporation                               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    319002 | NS      | $2067132.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.                        | Kulicke and Soffa Industries, Inc.                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    149611 | NS      | $6621782.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                           | LKQ Corporation                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    246231 | NS      | $13151197.71  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                                | Marcus & Millichap Company                                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    289805 | NS      | $9983782.25   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                                 | Matador Resources Company                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     49402 | NS      | $2827770.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                           | Murphy USA Inc.                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     19427 | NS      | $5430623.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc.                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    139801 | NS      | $2921840.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                                | PotlatchDeltic Corporation                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    130079 | NS      | $5722175.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    223860 | NS      | $2531856.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     99724 | NS      | $4014888.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    265510 | NS      | $13992377.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                           | World Fuel Services Corporation                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     96082 | NS      | $2625921.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                                            | APi Group Corp                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    199074 | NS      | $3744581.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                  | Advance Auto Parts, Inc.                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     61501 | NS      | $9042492.03   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                 | CNX Resources Corporation                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    210734 | NS      | $3548760.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                           | Cable One, Inc.                                           | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2367 | NS      | $1684972.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                              | Encompass Health Corporation                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    114385 | NS      | $6841366.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc.                                               | Gitlab Inc.                                               | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72292 | NS      | $3284948.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corporation                                | WSFS Financial Corporation                                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    255015 | NS      | $11562380.10  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                            | Wintrust Financial Corporation                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    196752 | NS      | $16629479.04  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                      | Onto Innovation Inc.                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     88937 | NS      | $6055720.33   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                                | Addus HomeCare Corporation                                | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |    228100 | NS      | $22693669.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    264000 | NS      | $14765520.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                 | Alexander & Baldwin, Inc.                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    577364 | NS      | $10814027.72  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     40660 | NS      | $4679152.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding, Inc.                                | Thoughtworks Holding, Inc.                                | CUSIP: 88546E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135200 | NS      | $1377688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    287859 | NS      | $7648413.63   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                    | Hayward Holdings, Inc.                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307100 | NS      | $2886740.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                      | Hecla Mining Company                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    658970 | NS      | $3663873.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                | Highwoods Properties, Inc.                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     21733 | NS      | $608089.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                            | Leslie's, Inc.                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1148259 | NS      | $14020242.39  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                | Terreno Realty Corporation                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94346 | NS      | $5365457.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                                     | Univar Solutions Inc.                                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    177959 | NS      | $5659096.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                     | Assured Guaranty Ltd.                                     | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |    175000 | NS      | $10895500.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                             | AXIS Capital Holdings Limited                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     98471 | NS      | $5334174.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company                    | Perrigo Company Public Limited Company                    | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |    263440 | NS      | $8980669.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc.                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    151116 | NS      | $4816066.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp.                                      | FS KKR Capital Corp.                                      | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | RF                | US        |    206681 | NS      | $3616917.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                                      | FTI Consulting, Inc.                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     56891 | NS      | $9034290.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                                   | HF Sinclair Corporation                                   | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     52826 | NS      | $2741141.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                         | The Hanover Insurance Group, Inc.                         | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     15525 | NS      | $2097893.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                               | Axalta Coating Systems Ltd.                               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    140715 | NS      | $3584011.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                   | Cushman & Wakefield PLC                                   | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |    773700 | NS      | $9640302.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                        | DHT Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |    365044 | NS      | $3241590.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company           | American Equity Investment Life Holding Company           | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    180496 | NS      | $8234227.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                        | GXO Logistics Inc.                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    148000 | NS      | $6318120.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                            | Steelcase Inc.                                            | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    574695 | NS      | $4063093.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    341610 | NS      | $3583488.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                     | Thor Industries, Inc.                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     77538 | NS      | $5853343.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                        | TriMas Corporation                                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     74810 | NS      | $2075229.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                                    | UFP Technologies, Inc.                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     28804 | NS      | $3395703.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                 | UMB Financial Corporation                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     68769 | NS      | $5743586.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                                     | Dorman Products, Inc.                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129900 | NS      | $10505013.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                | Ebix, Inc.                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |    118417 | NS      | $2363603.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                                  | Enerpac Tool Group Corp.                                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    242493 | NS      | $6171446.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    145113 | NS      | $16484836.80  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                               | LPL Financial Holdings Inc.                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     13016 | NS      | $2813668.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                         | LendingTree, Inc.                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     15030 | NS      | $320589.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                                   | Maxar Technologies Inc.                                   | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |    303514 | NS      | $15703814.36  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                     | TD SYNNEX Corporation                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    100999 | NS      | $9565615.29   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc.                             | Focus Financial Partners Inc.                             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    398870 | NS      | $14865884.90  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    118989 | NS      | $4027777.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15215 | NS      | $1640937.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                           | Valvoline, Inc.                                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     57530 | NS      | $1878354.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                                 | Viad Corp                                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     41577 | NS      | $1014063.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     54480 | NS      | $10429651.20  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                              | Vistra Corp.                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    262923 | NS      | $6099813.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                                 | Wex, Inc.                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     41141 | NS      | $6732724.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx, Inc.                                             | Alteryx, Inc.                                             | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |     73196 | NS      | $3708841.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                           | DMC Global Inc.                                           | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    350584 | NS      | $6815352.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                                    | Element Solutions Inc.                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   1206100 | NS      | $21938959.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                          | ESAB Corporation                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    300501 | NS      | $14099491.29  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                      | First American Financial Corporation                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     64890 | NS      | $3396342.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                      | First Hawaiian, Inc.                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    392078 | NS      | $10209711.12  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                                      | Unifirst Corporation                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    107285 | NS      | $20704932.15  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                           | Acadia Healthcare Company, Inc.                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     85376 | NS      | $7028152.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                       | Acuity Brands, Inc.                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33840 | NS      | $5604242.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth LLC                                           | AdaptHealth LLC                                           | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |    127000 | NS      | $2440940.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                              | ALLETE, Inc.                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     14465 | NS      | $933137.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                                     | The AZEK Company Inc.                                     | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262900 | NS      | $5342128.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                  | Century Aluminum Company                                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    169686 | NS      | $1388031.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                            | Coherent Corp.                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     61711 | NS      | $2166056.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                        | Enovis Corporation                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    112749 | NS      | $6034326.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    605470 | NS      | $6999233.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                  | GMS Inc.                                                  | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    129239 | NS      | $6436102.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                          | Hanesbrands Inc.                                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    812697 | NS      | $5168752.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30486 | NS      | $883484.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet, Inc.                                          | HomeStreet, Inc.                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232926 | NS      | $6424099.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                              | Ingles Markets, Incorporated                              | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     41963 | NS      | $4047750.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                      | International Bancshares Corporation                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    129206 | NS      | $5912466.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.                         | National Western Life Group, Inc.                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |     12814 | NS      | $3600734.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                                | PAR Technology Corporation                                | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |    212784 | NS      | $5547278.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51660 | NS      | $3196720.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                                       | Syneos Health, Inc.                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    256264 | NS      | $9399763.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                            | Woodward, Inc.                                            | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     94079 | NS      | $9088972.19   | 0.57%             |  |  |  | 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        |    162900 | NS      | $7630236.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    321690 | NS      | $5076268.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                            | AtriCure, Inc.                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80250 | NS      | $3561495.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     65663 | NS      | $2057878.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                     | Cannae Holdings, Inc.                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    408415 | NS      | $8433769.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                    | DXC Technology Company                                    | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    104492 | NS      | $2769038.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                           | Frontdoor, Inc.                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    432639 | NS      | $8998891.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                          | Armstrong World Industries, Inc.                          | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |    183008 | NS      | $12552518.72  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                                   | Hillman Solutions Corp.                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2240942 | NS      | $16157191.82  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                           | NCR Corporation                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    232533 | NS      | $5443597.53   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                                     | Skechers U.S.A., Inc.                                     | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    139393 | NS      | $5847536.35   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc.                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    233715 | NS      | $6635168.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                                      | Enstar Group Limited                                      | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |     56200 | NS      | $12984448.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    312963 | NS      | $12168001.44  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                          | Gates Industrial Corporation PLC                          | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |    481579 | NS      | $5494816.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                     | Helen of Troy Limited                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     95170 | NS      | $10555304.70  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                   | Euronet Worldwide, Inc.                                   | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     49000 | NS      | $4624620.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                             | Evercore Inc.                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     10809 | NS      | $1179045.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                        | F.N.B. Corporation                                        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    139041 | NS      | $1814485.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    109223 | NS      | $5043918.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc.                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    104172 | NS      | $8826493.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc.                                        | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |    130834 | NS      | $6973452.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    172127 | NS      | $5561423.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd.                                | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |    179668 | NS      | $1352900.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    153019 | NS      | $7797848.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                              | Pacira Pharmaceuticals, Inc.                              | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     69774 | NS      | $2693974.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                                 | Patterson Companies, Inc.                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    118786 | NS      | $3329571.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc.                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    148610 | NS      | $7769330.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                       | Vontier Corporation                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    237136 | NS      | $4583838.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187866 | NS      | $6302904.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                             | Webster Financial Corporation                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     25553 | NS      | $1209679.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                             | Wingstop Inc.                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      9045 | NS      | $1244772.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car Mart, Inc.                                  | America's Car Mart, Inc.                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118106 | NS      | $8534339.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                               | BWXT Government Group, Inc.                               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    143436 | NS      | $8330762.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                          | BankUnited, Inc.                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    171316 | NS      | $5819604.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    103233 | NS      | $1740508.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                          | Stoneridge, Inc.                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    295487 | NS      | $6370699.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     32530 | NS      | $5993001.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                                | DocGo Inc.                                                | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    497500 | NS      | $3517325.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                    | 1st Source Corporation                                    | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51048 | NS      | $2710138.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                                          | Formfactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    143000 | NS      | $3178890.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                       | H.B. Fuller Company                                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     92958 | NS      | $6657651.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    209656 | NS      | $10361199.52  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                              | Grocery Outlet Holding Corp.                              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    372701 | NS      | $10879142.19  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                             | Molson Coors Beverage Company                             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    114054 | NS      | $5876062.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                 | Varex Imaging Corporation                                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    298791 | NS      | $6065457.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                            | Wyndham Hotels & Resorts, Inc.                            | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    131400 | NS      | $9370134.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd.                                | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |    100535 | NS      | $764066.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                    | U-Haul Holding Company                                    | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    225115 | NS      | $12376822.70  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                   | Arrow Electronics, Inc.                                   | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     60630 | NS      | $6340079.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                               | Atkore Inc.                                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     77577 | NS      | $8798783.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                                | Bank of Hawaii Corporation                                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     38910 | NS      | $3017859.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares, Inc.                                 | Commerce Bancshares, Inc.                                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73200 | NS      | $4982734.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                                       | Crane Holdings, Co.                                       | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45300 | NS      | $4550385.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                     | Editas Medicine, Inc.                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     71043 | NS      | $630151.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |    554060 | NS      | $14394478.80  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                              | Alight, Inc.                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    667491 | NS      | $5580224.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp, Inc.                                         | The Bancorp, Inc.                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182598 | NS      | $5182131.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                  | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     48636 | NS      | $1948358.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                                 | Dream Finders Homes, Inc.                                 | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273577 | NS      | $2369176.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                           | Dun & Bradstreet Holdings, Inc.                           | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    485582 | NS      | $5953235.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                       | White Mountains Insurance Group Ltd                       | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |     15092 | NS      | $21345068.36  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159899 | NS      | $769114.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                        | Avista Corporation                                        | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     67364 | NS      | $2986919.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                        | Banner Corporation                                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21716 | NS      | $1372451.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    480992 | NS      | $3314034.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216875 | NS      | $3068781.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                                   | Byrna Technologies Inc.                                   | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160376 | NS      | $1257347.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                                        | Trinet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |    148343 | NS      | $10057655.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer