# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070934
**Filing Date:** 2026-2
**Character Count:** 90095
**Document Hash:** 34a7841aa3c7109fc528f1555eb47a9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070934.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070934

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 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:** 26677493

**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 International Small Cap Fund (Series ID: S000062460)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000202637 | JNL Multi-Manager International Small Cap Fund (A) |  |
| C000202638 | JNL Multi-Manager International Small Cap 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 International Small Cap Fund

- **b. EDGAR series identifier (if any):** S000062460

- **c. LEI of Series:** 549300F7KV62SRFU6151

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $709855975.09

**Total Liabilities:** $14377168.72

**Net Assets:** $695478806.37

**Cash Not Reported:** $186459.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202637 | -1.29%               | -0.29%               | 0.94%                |
| Class ID C000202638 | -1.34%               | -0.21%               | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13307309.15             | $-23394748.09                              |
| Month 2  | $4698172.83              | $-6796949.85                               |
| Month 3  | $3735526.72              | $2765960.94                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown Brothers Harriman & Co.                              | JAPANESE YEN                                               | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | JP        |  30384465 | PA      | $-869.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                             | HONG KONG DOLLAR                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | HK        |   1531643 | PA      | $-234.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York                                           | HONG KONG DOLLAR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |   2540790 | PA      | $-15.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                      | JAPANESE YEN                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        | 233870012 | PA      | $-4522.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                          | UNITED STATES DOLLAR                                       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    389358 | PA      | $-33.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | UNITED STATES DOLLAR                                       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |    225041 | PA      | $412.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                          | UNITED STATES DOLLAR                                       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    121699 | PA      | $-297.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | JAPANESE YEN                                               | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | JP        |  15191905 | PA      | $-173.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                      | UNITED STATES DOLLAR                                       | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    998560 | PA      | $2203.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | JAPANESE YEN                                               | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | JP        |  28305456 | PA      | $-669.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT. Aneka Tambang                                          | PT. Aneka Tambang                                          | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |  39703900 | NS      | $7475761.02   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cartrade Tech Limited                                      | Cartrade Tech Limited                                      | CUSIP: N/A<br>LEI: 984500F5CDO5D86C1326       | Long             | EC               | CORP              | IN        |     71935 | NS      | $2260063.40   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumpulan Sime Darby Berhad                                 | Kumpulan Sime Darby Berhad                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   8148900 | NS      | $4316774.35   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group S.p.A.                                   | Lottomatica Group S.p.A.                                   | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |    324538 | NS      | $8522465.55   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Prio S.A.                                                  | Prio S.A.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    112081 | NS      | $841299.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SerComm Corporation                                        | SerComm Corporation                                        | CUSIP: N/A<br>LEI: 254900MJ2QQG3VODNZ25       | Long             | EC               | CORP              | TW        |    314000 | NS      | $795705.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Limited                         | Domino's Pizza Enterprises Limited                         | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Long             | EC               | CORP              | AU        |    184769 | NS      | $2582102.46   | 0.37%             |  |  |  | No            |                  2 | On Loan: —       |
| Air Canada                                                 | Air Canada                                                 | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     92494 | NS      | $1299922.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sol S.P.A.                                                 | Sol S.P.A.                                                 | CUSIP: N/A<br>LEI: 81560096A9AEBBBD4B25       | Long             | EC               | CORP              | IT        |     69220 | NS      | $3975537.57   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                                  | National Aluminium Co Ltd                                  | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |   2337392 | NS      | $8155409.57   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                       | ZIM Integrated Shipping Services Ltd                       | CUSIP: N/A<br>LEI: 21380089EIJRELKAIL21       | Long             | EC               | CORP              | IL        |    373052 | NS      | $7919893.96   | 1.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Vista Energy, S.A.B. De C.V.                               | Vista Energy, S.A.B. De C.V.                               | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |     70256 | NS      | $3418656.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Timee, Inc.                                                | Timee, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    462859 | NS      | $3739940.05   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| HOCHTIEF Aktiengesellschaft                                | HOCHTIEF Aktiengesellschaft                                | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      2817 | NS      | $1106308.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeon Corporation                                           | Zeon Corporation                                           | CUSIP: N/A<br>LEI: 529900UEFURDYZ4F4U10       | Long             | EC               | CORP              | JP        |    111300 | NS      | $1273400.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Perusahaan Gas Negara                                  | PT. Perusahaan Gas Negara                                  | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | EC               | CORP              | ID        |   5003100 | NS      | $573132.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                     | Melrose Industries PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    663333 | NS      | $5259357.73   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                            | Kyushu Electric Power Co., Inc.                            | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |    471200 | NS      | $5049316.02   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Binggrae Co., Ltd.                                         | Binggrae Co., Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     15107 | NS      | $781350.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                  | Norwegian Air Shuttle ASA                                  | CUSIP: N/A<br>LEI: 549300IEUH2FEM2Y6B51       | Long             | EC               | CORP              | NO        |    559891 | NS      | $964266.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Torunlar Gayrimenkul Yatirim Ortakligi Anonim Sirketi      | Torunlar Gayrimenkul Yatirim Ortakligi Anonim Sirketi      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TR        |    633860 | NS      | $1094288.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuros Biosciences AG                                       | Kuros Biosciences AG                                       | CUSIP: N/A<br>LEI: 5299006U5POB2AVTT709       | Long             | EC               | CORP              | CH        |     95265 | NS      | $3276031.17   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Exosens                                                    | Exosens                                                    | CUSIP: N/A<br>LEI: 969500R3AKTPEDO9EG76       | Long             | EC               | CORP              | FR        |     63927 | NS      | $3643758.31   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURE Waste Infrastructure Corp                           | SECURE Waste Infrastructure Corp                           | CUSIP: 813921103<br>LEI: 549300EZKELHYBQO9X11 | Long             | EC               | CORP              | CA        |    339325 | NS      | $4269529.53   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Inchcape PLC                                               | Inchcape PLC                                               | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    211328 | NS      | $2190214.05   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Limited                             | Growthpoint Properties Limited                             | CUSIP: N/A<br>LEI: 37890019DD1E46632291       | Long             | EC               | CORP              | ZA        |   2255876 | NS      | $2340654.16   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Generation Development Group Limited                       | Generation Development Group Limited                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    741769 | NS      | $2905603.48   | 0.42%             |  |  |  | No            |                  2 | On Loan: —       |
| Telkom S.A. Ltd                                            | Telkom S.A. Ltd                                            | CUSIP: N/A<br>LEI: 529900GES0BUVJEDKF90       | Long             | EC               | CORP              | ZA        |    811751 | NS      | $2890524.23   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co., Ltd.                                          | Suzuken Co., Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     74300 | NS      | $2908215.44   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonex Co.,Ltd.                                             | Yonex Co.,Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    188000 | NS      | $3986116.71   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                    | SCOR SE                                                    | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |     51847 | NS      | $1749183.98   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co., Ltd.                                  | Persol Holdings Co., Ltd.                                  | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |    987200 | NS      | $1837266.62   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigup PLC                                                  | Zigup PLC                                                  | CUSIP: N/A<br>LEI: 213800B3ZUTDOZYVJB41       | Long             | EC               | CORP              | GB        |    469947 | NS      | $2433328.35   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                    | MPC Container Ships ASA                                    | CUSIP: N/A<br>LEI: 213800MXS7CXYJ2Q1805       | Long             | EC               | CORP              | NO        |    896989 | NS      | $1561458.25   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank, Ltd.                                         | Rakuten Bank, Ltd.                                         | CUSIP: N/A<br>LEI: 3538007HFAF2NOCBUE44       | Long             | EC               | CORP              | JP        |     99900 | NS      | $4392930.23   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chugoku Electric Power Co.,Inc.                        | The Chugoku Electric Power Co.,Inc.                        | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | EC               | CORP              | JP        |    296700 | NS      | $1883895.52   | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Metcash Limited                                            | Metcash Limited                                            | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |    425174 | NS      | $935969.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Limited                                          | Redington Limited                                          | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |   1463430 | NS      | $4432661.29   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Shawbrook Group PLC                                        | Shawbrook Group PLC                                        | CUSIP: N/A<br>LEI: 21380071539WSMTM4410       | Long             | EC               | CORP              | GB        |    499368 | NS      | $3271019.36   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Engineering Co., Ltd.                              | Samsung Engineering Co., Ltd.                              | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |    308683 | NS      | $5143102.87   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei                                               | Toyoda Gosei                                               | CUSIP: N/A<br>LEI: 353800ZV4HXVM4DWPO50       | Long             | EC               | CORP              | JP        |     53000 | NS      | $1335525.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Integral Corporation                                       | Integral Corporation                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    139700 | NS      | $2954908.79   | 0.42%             |  |  |  | No            |                  2 | On Loan: —       |
| Aker Solutions ASA                                         | Aker Solutions ASA                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |    382528 | NS      | $1165369.35   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Joyy Inc.                                                  | Joyy Inc.                                                  | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |    114804 | NS      | $7434707.04   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfresa Holdings Corporation                               | Alfresa Holdings Corporation                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    166600 | NS      | $2593094.70   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Totvs S.A.                                                 | Totvs S.A.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    404500 | NS      | $3102927.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Alamtri Resources Indonesia Tbk                         | PT Alamtri Resources Indonesia Tbk                         | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |   8633200 | NS      | $938427.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corporation                         | Tokyu Fudosan Holdings Corporation                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    425000 | NS      | $3886193.74   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Corporation                                        | Hyosung Corporation                                        | CUSIP: N/A<br>LEI: 549300I0RPK0L4R21F76       | Long             | EC               | CORP              | KR        |     12588 | NS      | $1000583.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dampskibsselskabet NORDEN A/S                              | Dampskibsselskabet NORDEN A/S                              | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               | CORP              | DK        |     35436 | NS      | $1402098.02   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank S.A.                                          | Piraeus Bank S.A.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GR        |    744267 | NS      | $5924445.58   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB ( publ )                                          | Ambea AB ( publ )                                          | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               | CORP              | SE        |     68615 | NS      | $1052998.09   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni S.P.A.                                | Unipol Assicurazioni S.P.A.                                | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    306591 | NS      | $7377603.76   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonesupport Holding AB                                     | Bonesupport Holding AB                                     | CUSIP: N/A<br>LEI: 549300COLY053IGTLD63       | Long             | EC               | CORP              | SE        |    103023 | NS      | $2101801.33   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                       | Hoegh Autoliners ASA                                       | CUSIP: N/A<br>LEI: 549300D7GNMPKTA4HD46       | Long             | EC               | CORP              | NO        |     82574 | NS      | $795374.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Residential REIT                                     | Dubai Residential REIT                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |   2958143 | NS      | $998733.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstGroup PLC                                             | FirstGroup PLC                                             | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               | CORP              | GB        |    555686 | NS      | $1428829.71   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                      | St. James's Place PLC                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |    261440 | NS      | $4880789.17   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties Real Estate Investment Trust | Canadian Apartment Properties Real Estate Investment Trust | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |     47261 | NS      | $1269544.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fufeng Group Limited                                       | Fufeng Group Limited                                       | CUSIP: N/A<br>LEI: 549300OQ91X6COVM4483       | Long             | EC               | CORP              | KY        |   1825000 | NS      | $1845881.73   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corporation                                       | Youngone Corporation                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     21649 | NS      | $1224490.11   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BizLink Holding Inc.                                       | BizLink Holding Inc.                                       | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     96000 | NS      | $4645759.73   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Life360, Inc.                                              | Life360, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    139562 | NS      | $3097219.32   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Space Ltd.                                             | MDA Space Ltd.                                             | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    155758 | NS      | $3023127.11   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WT Microelectronics Co., Ltd.                              | WT Microelectronics Co., Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    329000 | NS      | $1433318.67   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| mixi, Inc.                                                 | mixi, Inc.                                                 | CUSIP: N/A<br>LEI: 529900IL3THMH0SFYQ49       | Long             | EC               | CORP              | JP        |     74400 | NS      | $1294870.67   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings, Inc.                             | Ship Healthcare Holdings, Inc.                             | CUSIP: N/A<br>LEI: 353800BIFUE1L527TH13       | Long             | EC               | CORP              | JP        |    105500 | NS      | $1768908.91   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Baltic Classifieds Group PLC                               | Baltic Classifieds Group PLC                               | CUSIP: N/A<br>LEI: 213800I1RPHCFSSQS969       | Long             | EC               | CORP              | GB        |   1948800 | NS      | $5320297.79   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                     | TUI AG                                                     | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |    709722 | NS      | $7432075.53   | 1.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AndST HD Inc.                                              | AndST HD Inc.                                              | CUSIP: N/A<br>LEI: 353800DZZIJ399PIWU03       | Long             | EC               | CORP              | JP        |     64300 | NS      | $1179959.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Rika Co., Ltd.                                       | Tokai Rika Co., Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11200 | NS      | $223760.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.       | Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.       | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |    207799 | NS      | $2794063.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Hello Group Inc.                                           | Hello Group Inc.                                           | CUSIP: 423403104<br>LEI: 549300YMGLID32W48529 | Long             | EC               | CORP              | KY        |    291502 | NS      | $1909338.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hysan Development Company Limited                          | Hysan Development Company Limited                          | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |    218000 | NS      | $529344.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corporation                                | Taiheiyo Cement Corporation                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15100 | NS      | $374104.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metalgrafica Iguacu S A                                    | Metalgrafica Iguacu S A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |   1419031 | NS      | $2316925.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel, Ltd.                                           | Kobe Steel, Ltd.                                           | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |    154600 | NS      | $2042182.59   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co., Ltd.                                   | Tokyo Tatemono Co., Ltd.                                   | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |     77600 | NS      | $1758692.81   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Superior Plus Corp.                                        | Superior Plus Corp.                                        | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |     98083 | NS      | $503081.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| COSMO Pharmaceuticals N.V.                                 | COSMO Pharmaceuticals N.V.                                 | CUSIP: N/A<br>LEI: 724500OX0EBQRYTVV639       | Long             | EC               | CORP              | NL        |     24152 | NS      | $3199833.78   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Meitu Technology Co., Ltd.                          | Xiamen Meitu Technology Co., Ltd.                          | CUSIP: N/A<br>LEI: 836800PH089JI7OJYN59       | Long             | EC               | CORP              | KY        |   3092000 | NS      | $2777274.47   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Steel Works, Ltd., The                               | Japan Steel Works, Ltd., The                               | CUSIP: N/A<br>LEI: 529900AWFTILIHHO0936       | Long             | EC               | CORP              | JP        |     59348 | NS      | $2913527.61   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                  | Nordex SE                                                  | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |    136118 | NS      | $4618033.81   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co., Ltd.                                            | Rakus Co., Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    502300 | NS      | $3332910.32   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO1 Group SE                                             | AUTO1 Group SE                                             | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |    120428 | NS      | $3822167.47   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SMG Swiss Marketplace Group Holding AG                     | SMG Swiss Marketplace Group Holding AG                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    108212 | NS      | $4972158.48   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corporation                              | Tripod Technology Corporation                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    410000 | NS      | $4158598.34   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co., Ltd.                            | Santen Pharmaceutical Co., Ltd.                            | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |    159800 | NS      | $1658286.46   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                    | Mazda Motor Corporation                                    | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |    125600 | NS      | $983962.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Genus PLC                                                  | Genus PLC                                                  | CUSIP: N/A<br>LEI: 54930022EOITNKSIGH56       | Long             | EC               | CORP              | GB        |     99890 | NS      | $3493661.06   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE All-World ex-US Small-Cap Index ETF          | Vanguard FTSE All-World ex-US Small-Cap Index ETF          | CUSIP: 922042718<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |     37176 | NS      | $5328436.08   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus                                                   | Proximus                                                   | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |    237510 | NS      | $1971966.42   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indo Tambangraya Megah Tbk                              | PT Indo Tambangraya Megah Tbk                              | CUSIP: N/A<br>LEI: 52990056ZNHB217ZKL92       | Long             | EC               | CORP              | ID        |    971100 | NS      | $1273905.03   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                           | Keller Group PLC                                           | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |    129700 | NS      | $2902765.64   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Lal Pathlabs Limited                                   | Dr. Lal Pathlabs Limited                                   | CUSIP: N/A<br>LEI: 984500E8E9CY102B9718       | Long             | EC               | CORP              | IN        |     81240 | NS      | $1335452.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FinVolution Group                                          | FinVolution Group                                          | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Long             | EC               | CORP              | KY        |    667922 | NS      | $3493232.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiyoda Corporation                                        | Chiyoda Corporation                                        | CUSIP: N/A<br>LEI: 549300QKY84OVLK4L190       | Long             | EC               | CORP              | JP        |   1204500 | NS      | $5655116.43   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial Co., Ltd.                     | Jentech Precision Industrial Co., Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     56000 | NS      | $4896677.08   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Triveni Turbine Limited                                    | Triveni Turbine Limited                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |    446443 | NS      | $2670225.80   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Apotea AB (publ)                                           | Apotea AB (publ)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |    402069 | NS      | $4020362.81   | 0.58%             |  |  |  | No            |                  2 | On Loan: —       |
| Superloop Limited                                          | Superloop Limited                                          | CUSIP: N/A<br>LEI: 529900A6RVCX545NWC88       | Long             | EC               | CORP              | AU        |   1981433 | NS      | $3418311.23   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                         | Burberry Group PLC                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |    274302 | NS      | $4672485.97   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Wah Lee Industrial Corp.                                   | Wah Lee Industrial Corp.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    286000 | NS      | $978136.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Corporation                                         | Hanwha Corporation                                         | CUSIP: N/A<br>LEI: 988400JE9FIHQS7TX614       | Long             | EC               | CORP              | KR        |    119275 | NS      | $6753532.24   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinfonia Technology Co., Ltd.                              | Sinfonia Technology Co., Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     56200 | NS      | $3261523.11   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corporation                                      | Toyo Tire Corporation                                      | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |    109800 | NS      | $3042073.48   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Japfa Comfeed Indonesia Tbk.                            | PT Japfa Comfeed Indonesia Tbk.                            | CUSIP: N/A<br>LEI: 549300VJMRP8O87R3147       | Long             | EC               | CORP              | ID        |   6096300 | NS      | $960317.30    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Trustpilot Group PLC                                       | Trustpilot Group PLC                                       | CUSIP: N/A<br>LEI: 2138002ILUNMGNPSGG46       | Long             | EC               | CORP              | GB        |    339864 | NS      | $752051.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Department Store Co., Ltd.                         | Hyundai Department Store Co., Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     21462 | NS      | $1315008.78   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WNC Corporation                                            | WNC Corporation                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    601000 | NS      | $1891746.47   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| The 77 Bank, Ltd.                                          | The 77 Bank, Ltd.                                          | CUSIP: N/A<br>LEI: 549300U6CT3EHB9XS980       | Long             | EC               | CORP              | JP        |     80000 | NS      | $3861265.45   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co., Ltd.                                       | LG Innotek Co., Ltd.                                       | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |     37793 | NS      | $7090144.07   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansiri Public Company Limited                             | Sansiri Public Company Limited                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |  29276100 | NS      | $1241309.43   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                 | Scout24 SE                                                 | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     66243 | NS      | $6656714.67   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sankyo Co., Ltd.                                           | Sankyo Co., Ltd.                                           | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |    192300 | NS      | $3120640.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Holdings Co., Ltd.                                   | Valor Holdings Co., Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    105100 | NS      | $2260463.31   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 Limited                                              | HUB24 Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     57179 | NS      | $3653890.86   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Bank Ltd, The                                      | Federal Bank Ltd, The                                      | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               | CORP              | IN        |   1264931 | NS      | $3757763.11   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| XD Inc.                                                    | XD Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    463600 | NS      | $3859710.03   | 0.55%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ashtead Technology Holdings PLC                            | Ashtead Technology Holdings PLC                            | CUSIP: N/A<br>LEI: 213800LHEWVY66RPGR58       | Long             | EC               | CORP              | GB        |    501006 | NS      | $2093606.70   | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Balfour Beatty PLC                                         | Balfour Beatty PLC                                         | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |    187591 | NS      | $1798081.69   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co., Ltd.                                  | Nippon Shinyaku Co., Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48700 | NS      | $1754664.70   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Exail Technologies                                         | Exail Technologies                                         | CUSIP: N/A<br>LEI: 549300EWC06TYV07XE53       | Long             | EC               | CORP              | FR        |     34787 | NS      | $3333566.34   | 0.48%             |  |  |  | No            |                  2 | On Loan: —       |
| PEXA Group Limited                                         | PEXA Group Limited                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    325405 | NS      | $2914626.08   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| AGF Management Limited                                     | AGF Management Limited                                     | CUSIP: 001092105<br>LEI: 254900MZSQTEB6YEO028 | Long             | EC               | CORP              | CA        |    617210 | NS      | $7320810.75   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korean Reinsurance Company                                 | Korean Reinsurance Company                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    129057 | NS      | $1033951.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifedrink Company, Inc.                                    | Lifedrink Company, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    198600 | NS      | $2202798.02   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corporation                                        | Linamar Corporation                                        | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |     30852 | NS      | $1864764.07   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc.                                         | Centerra Gold Inc.                                         | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    364752 | NS      | $5251174.47   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corporation Limited                          | Power Finance Corporation Limited                          | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |   1113613 | NS      | $4398533.58   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                             | ALK-Abello A/S                                             | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               | CORP              | DK        |    120776 | NS      | $4328136.68   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Godfrey Phillips India Limited                             | Godfrey Phillips India Limited                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |     78835 | NS      | $2420367.58   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Limited                           | TCL Electronics Holdings Limited                           | CUSIP: N/A<br>LEI: 5299000Y9D001SNNTJ48       | Long             | EC               | CORP              | KY        |   3981000 | NS      | $5308267.87   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                   | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     38253 | NS      | $4491667.26   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku-Electric Power Co.,Inc.                             | Tohoku-Electric Power Co.,Inc.                             | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |    345800 | NS      | $2544289.78   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corporation                            | Arcadyan Technology Corporation                            | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |    308000 | NS      | $1703939.22   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Commercial Trust Treasury Company Pte. Ltd.      | Mapletree Commercial Trust Treasury Company Pte. Ltd.      | CUSIP: N/A<br>LEI: 549300EUSACSTG0HDI86       | Long             | EC               | CORP              | SG        |   1457900 | NS      | $1665776.08   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: —       |
| MIPS AB                                                    | MIPS AB                                                    | CUSIP: N/A<br>LEI: 549300LZSA4S0L54VQ25       | Long             | EC               | CORP              | SE        |     79614 | NS      | $3044077.13   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Prairiesky Royalty Ltd.                                    | Prairiesky Royalty Ltd.                                    | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |    221584 | NS      | $4363713.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| NS United Kaiun Kaisha, Ltd.                               | NS United Kaiun Kaisha, Ltd.                               | CUSIP: N/A<br>LEI: 353800MK2Y7X2PZGXN23       | Long             | EC               | CORP              | JP        |     57300 | NS      | $2232964.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| 5N Plus Inc.                                               | 5N Plus Inc.                                               | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |    302838 | NS      | $3909722.31   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Grenergy Renovables S.A.                                   | Grenergy Renovables S.A.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |     36921 | NS      | $3736666.63   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Extendicare Inc.                                           | Extendicare Inc.                                           | CUSIP: 30224T863<br>LEI: 549300LBWRCIVL1ZWL45 | Long             | EC               | CORP              | CA        |     15353 | NS      | $238815.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Heavy Industries Co., Ltd.                         | Hyosung Heavy Industries Co., Ltd.                         | CUSIP: N/A<br>LEI: 988400IDLF9EQ95M0928       | Long             | EC               | CORP              | KR        |      3081 | NS      | $3781252.49   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co., Ltd.                       | Electric Power Development Co., Ltd.                       | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |     74900 | NS      | $1512935.20   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Limited                                    | Regis Resources Limited                                    | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |   1454010 | NS      | $7281747.37   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanaGold Corporation                                     | OceanaGold Corporation                                     | CUSIP: 675222400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    276738 | NS      | $7843135.08   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medipal Holdings Corporation                               | Medipal Holdings Corporation                               | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    133600 | NS      | $2363764.02   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RaySearch Laboratories AB (publ)                           | RaySearch Laboratories AB (publ)                           | CUSIP: N/A<br>LEI: 549300TYFVYGS0JFWM28       | Long             | EC               | CORP              | SE        |    179270 | NS      | $4428675.64   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichikosho Co., Ltd.                                     | Daiichikosho Co., Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     87200 | NS      | $938207.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp.                                       | Fortuna Mining Corp.                                       | CUSIP: 349942102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    181866 | NS      | $1782155.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Protector Forsikring ASA                                   | Protector Forsikring ASA                                   | CUSIP: N/A<br>LEI: 5967007LIEEXZXAIO813       | Long             | EC               | CORP              | NO        |     78873 | NS      | $4085432.73   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                             | Drax Group PLC                                             | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    479651 | NS      | $5408174.01   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding (Holdings) Ltd.                   | Yangzijiang Shipbuilding (Holdings) Ltd.                   | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |   2193700 | NS      | $5941346.49   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| AlzChem Group AG                                           | AlzChem Group AG                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       599 | NS      | $108637.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                             | BAWAG Group AG                                             | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     35115 | NS      | $5304521.17   | 0.76%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bezeq Israel Communications Company Ltd                    | Bezeq Israel Communications Company Ltd                    | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |    600031 | NS      | $1336353.48   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co., Ltd.                                  | Harbin Electric Co., Ltd.                                  | CUSIP: N/A<br>LEI: 529900QH6Y4U07RU0U61       | Long             | EC               | CORP              | CN        |   2173608 | NS      | $4647754.37   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corporation                             | Lite-On Technology Corporation                             | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    710000 | NS      | $3696121.57   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                          | GS Holdings Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     51551 | NS      | $2010190.18   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Andalan Indonesia Tbk                             | PT Adaro Andalan Indonesia Tbk                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   3528300 | NS      | $1492425.05   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                    | NKT A/S                                                    | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |     35307 | NS      | $4421218.37   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corporation                                 | Toyota Boshoku Corporation                                 | CUSIP: N/A<br>LEI: 529900KS87U6EY7PWG26       | Long             | EC               | CORP              | JP        |    202200 | NS      | $3251001.20   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| OdontoPrev S.A.                                            | OdontoPrev S.A.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    608500 | NS      | $1241095.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys PLC                                                 | Currys PLC                                                 | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |   1359090 | NS      | $2306615.17   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                | easyJet PLC                                                | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1020513 | NS      | $7024970.18   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Limited                                         | AGL Energy Limited                                         | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |    335407 | NS      | $2082044.93   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                       | Millicom International Cellular S.A.                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     63700 | NS      | $3531528.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTECS Holdings Limited                                    | VSTECS Holdings Limited                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   5382000 | NS      | $5404142.22   | 0.78%             |  |  |  | No            |                  2 | On Loan: —       |
| E Ink Holdings Inc.                                        | E Ink Holdings Inc.                                        | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               | CORP              | TW        |    550000 | NS      | $3463048.07   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Primax Electronics Ltd                                     | Primax Electronics Ltd                                     | CUSIP: N/A<br>LEI: 254900JO4CQFFG7AIQ15       | Long             | EC               | CORP              | TW        |    758000 | NS      | $1851818.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Syariah Indonesia Tbk                              | PT Bank Syariah Indonesia Tbk                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  20310000 | NS      | $2718988.16   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc.                                 | Finning International Inc.                                 | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |    145138 | NS      | $7864131.04   | 1.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Furukawa Electric Co., Ltd.                                | Furukawa Electric Co., Ltd.                                | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |     56600 | NS      | $3607297.22   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| LX International Corp.                                     | LX International Corp.                                     | CUSIP: N/A<br>LEI: 988400KZJVVPCZ6BC265       | Long             | EC               | CORP              | KR        |    127338 | NS      | $2866156.91   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                    | ISS A/S                                                    | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     60097 | NS      | $2052798.41   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries, Ltd.                                   | Brother Industries, Ltd.                                   | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     94700 | NS      | $1889533.64   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Supreme Electronics Co., Ltd.                              | Supreme Electronics Co., Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   3131000 | NS      | $7445605.19   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding N.V.                                      | Cementir Holding N.V.                                      | CUSIP: N/A<br>LEI: 8156008B101B97A43B02       | Long             | EC               | CORP              | NL        |    189619 | NS      | $4161834.86   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co., Ltd.                               | Samsung Securities Co., Ltd.                               | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |     29228 | NS      | $1525625.34   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corporation                             | Definity Financial Corporation                             | CUSIP: 24477T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    115338 | NS      | $6380543.03   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock International Group PLC                            | Babcock International Group PLC                            | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    399567 | NS      | $6696609.39   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Icade                                                      | Icade                                                      | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | EC               | CORP              | FR        |     36980 | NS      | $957746.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Hanwa Co., Ltd.                                            | Hanwa Co., Ltd.                                            | CUSIP: N/A<br>LEI: 8EUP1TJYZFX3T1E5AJ33       | Long             | EC               | CORP              | JP        |     47900 | NS      | $2196382.01   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuren Pharmaceuticals Limited                             | Neuren Pharmaceuticals Limited                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    282377 | NS      | $3493218.76   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS, SGPS, S.A.                                            | NOS, SGPS, S.A.                                            | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |    328650 | NS      | $1551861.93   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Limited                                            | Perenti Limited                                            | CUSIP: N/A<br>LEI: 25490044GUNE4S2E6K11       | Long             | EC               | CORP              | AU        |   1512792 | NS      | $2807258.19   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Limited                                          | GrainCorp Limited                                          | CUSIP: N/A<br>LEI: 529900XVBL825SSW9081       | Long             | EC               | CORP              | AU        |    382418 | NS      | $1827769.97   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Mechatronics Corporation                          | Shibaura Mechatronics Corporation                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28100 | NS      | $3400560.02   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                           | JNL Government Money Market Fund                           | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15656472 | NS      | $15656472.04  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi S.p.A.                                               | Buzzi S.p.A.                                               | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     83353 | NS      | $5052083.65   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Limited                  | Multi Commodity Exchange of India Limited                  | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |     20124 | NS      | $2491124.13   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Avio S.P.A.                                                | Avio S.P.A.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |    170515 | NS      | $5881259.07   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil (Hellas) Corinth Refineries S.A.                 | Motor Oil (Hellas) Corinth Refineries S.A.                 | CUSIP: N/A<br>LEI: 213800U3Y9UL7Y4QVM11       | Long             | EC               | CORP              | GR        |     16445 | NS      | $606516.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Limited                                  | Lynas Rare Earths Limited                                  | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |    304659 | NS      | $2529633.16   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                                 | GLP J-REIT                                                 | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |      1281 | NS      | $1218061.60   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| APR Co.,Ltd.                                               | APR Co.,Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18074 | NS      | $2896377.09   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter & Co, Inc.                                           | Inter & Co, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    373452 | NS      | $3166872.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co., Ltd.                                      | Alps Alpine Co., Ltd.                                      | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               | CORP              | JP        |    387000 | NS      | $4937175.74   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| KCC Corporation                                            | KCC Corporation                                            | CUSIP: N/A<br>LEI: 988400BF3M5UFPF3PH17       | Long             | EC               | CORP              | KR        |      3474 | NS      | $1014538.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corporation                              | Mitsubishi Motors Corporation                              | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |    409200 | NS      | $969917.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown S.A.                                            | Aroundtown S.A.                                            | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |    256783 | NS      | $795553.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer S.A.                                               | Embraer S.A.                                               | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |    350900 | NS      | $5670340.81   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC India Limited                                          | PTC India Limited                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |    411333 | NS      | $737560.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Jet2 PLC                                                   | Jet2 PLC                                                   | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |    274476 | NS      | $5193491.56   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Limited                                     | Vault Minerals Limited                                     | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |    266714 | NS      | $965967.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc.                                         | Russel Metals Inc.                                         | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     89741 | NS      | $2863761.47   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera S.p.A.                                                | Hera S.p.A.                                                | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    209220 | NS      | $987949.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lic Housing Finance Limited                                | Lic Housing Finance Limited                                | CUSIP: N/A<br>LEI: 335800NFSMJ2ZKBCYP06       | Long             | EC               | CORP              | IN        |    256717 | NS      | $1542547.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| transcosmos inc.                                           | transcosmos inc.                                           | CUSIP: N/A<br>LEI: 353800AAR1GYRFDRTV97       | Long             | EC               | CORP              | JP        |     54000 | NS      | $1336257.14   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Weibo Corporation                                          | Weibo Corporation                                          | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |    314030 | NS      | $3209386.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc.                                             | Celestica Inc.                                             | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     22991 | NS      | $6800900.45   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Computacenter PLC                                          | Computacenter PLC                                          | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        |     49116 | NS      | $1936555.64   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc., The                          | Descartes Systems Group Inc., The                          | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     39140 | NS      | $3433643.51   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co., Ltd.                                  | Yamada Holdings Co., Ltd.                                  | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               | CORP              | JP        |    694800 | NS      | $2303618.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| IM Financial Group Co., Ltd.                               | IM Financial Group Co., Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     90459 | NS      | $972916.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                   | Wallenius Wilhelmsen ASA                                   | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               | CORP              | NO        |    102288 | NS      | $1014051.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                                              | Cranswick PLC                                              | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     88852 | NS      | $5935702.18   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                        | RioCan Real Estate Investment Trust                        | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     85667 | NS      | $1167150.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simplo Technology Co., Ltd.                                | Simplo Technology Co., Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    510365 | NS      | $5837100.70   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co.,Ltd.                                  | Kaga Electronics Co.,Ltd.                                  | CUSIP: N/A<br>LEI: 3538005V2HARHWLTPJ42       | Long             | EC               | CORP              | JP        |     43000 | NS      | $1065747.92   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co., Ltd.                                    | Credit Saison Co., Ltd.                                    | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    151800 | NS      | $4077329.13   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines Public Co Ltd                     | Regional Container Lines Public Co Ltd                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   3573000 | NS      | $3097864.38   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co., Ltd.                                     | Asahi Intecc Co., Ltd.                                     | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     51500 | NS      | $966264.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| T3EX Global Holdings Corp.                                 | T3EX Global Holdings Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    469000 | NS      | $1000931.63   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corporation                                | Legend Holdings Corporation                                | CUSIP: N/A<br>LEI: 5299003ONUYCE70HZ185       | Long             | EC               | CORP              | CN        |    595600 | NS      | $681343.23    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer