# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070944
**Filing Date:** 2026-2
**Character Count:** 208911
**Document Hash:** 47d8dcaabaf476ca0eaa319deb274525
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070944.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070944

**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:** 26677508

**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 Small Cap Index Fund (Series ID: S000071120)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000225786 | JNL Small Cap Index 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 Small Cap Index Fund

- **b. EDGAR series identifier (if any):** S000071120

- **c. LEI of Series:** 549300MWTBBL3B802845

**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:** $2387752531.33

**Total Liabilities:** $28813005.32

**Net Assets:** $2358939526.01

**Cash Not Reported:** $1055716.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225786 | -0.87%               | 2.63%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15678651.49             | $-38021296.34                              |
| Month 2  | $48684680.65             | $9517483.77                                |
| Month 3  | $31705443.56             | $-37544288.95                              |

### 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 Government Money Market Fund - Class SL  | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  25869514 | NS      | $25869513.55  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                  | FUTURE - CASH SETTLED                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        96 | NC      | $-362953.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                     | Ellington Financial Inc.                     | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    171147 | NS      | $2324176.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                   | Federal Signal Corporation                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     96447 | NS      | $10473179.73  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.            | First Interstate BancSystem, Inc.            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    142758 | NS      | $4939426.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    218934 | NS      | $1372716.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation            | Horace Mann Educators Corporation            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     65300 | NS      | $3015554.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    108124 | NS      | $2925835.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                          | OUTFRONT Media Inc.                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    230813 | NS      | $5562600.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                         | Renasant Corporation                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    151364 | NS      | $5331040.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                | Safehold Inc.                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     75066 | NS      | $1027653.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                  | Sunrun Inc.                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    368060 | NS      | $6772304.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                               | Veracyte, Inc.                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    125287 | NS      | $5274582.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35849 | NS      | $1547601.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small Cap ETF               | iShares Core S&P Small Cap ETF               | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     63287 | NS      | $7605831.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     81017 | NS      | $4949328.53   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                        | Krystal Biotech, Inc.                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     41137 | NS      | $10141915.98  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     84074 | NS      | $6138242.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                      | Mohawk Industries, Inc.                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     82817 | NS      | $9051898.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                      | National Beverage Corp.                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     37545 | NS      | $1197310.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     53054 | NS      | $5752645.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     31178 | NS      | $1142050.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     72861 | NS      | $1845569.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                    | The Western Union Company                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    506898 | NS      | $4719220.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate Finance, Inc.  | Apollo Commercial Real Estate Finance, Inc.  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    202741 | NS      | $1962532.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corporation                 | Beacon Financial Corporation                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    133584 | NS      | $3522610.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     50677 | NS      | $3705502.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                   | ETSY, Inc.                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |    156093 | NS      | $8653795.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                           | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     40840 | NS      | $13002639.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                        | JBT Marel Corporation                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     82532 | NS      | $12435096.44  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                          | PC Connection, Inc.                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     17997 | NS      | $1039506.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                | SkyWest, Inc.                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     63268 | NS      | $6352739.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     72396 | NS      | $813007.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Company, The                        | Chemours Company, The                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    240332 | NS      | $2833514.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                         | City Holding Company                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22904 | NS      | $2730156.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                       | NCR Atleos Corporation                       | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116993 | NS      | $4458603.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                 | OmniAb, Inc.                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prestige Consumer Healthcare Inc.            | Prestige Consumer Healthcare Inc.            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76684 | NS      | $4730635.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    110550 | NS      | $7887742.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                               | Sprinklr, Inc.                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |    192067 | NS      | $1494281.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                         | StepStone Group Inc.                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115375 | NS      | $7403613.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                | Summit Hotel Properties, Inc.                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    167418 | NS      | $815325.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                     | Cushman & Wakefield Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    369745 | NS      | $5986171.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings, Ltd.                         | Ichor Holdings, Ltd.                         | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     55793 | NS      | $1028264.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     60149 | NS      | $947948.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S        | Edgewell Personal Care Colombia S A S        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     73696 | NS      | $1256516.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     30644 | NS      | $833210.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                          | Griffon Corporation                          | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     62205 | NS      | $4581398.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    158023 | NS      | $4532099.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                | Innospec Inc.                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     39696 | NS      | $3038331.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation     | Marriott Vacations Worldwide Corporation     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     44162 | NS      | $2547705.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.               | Medical Properties Trust, Inc.               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    777228 | NS      | $3886140.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corporation                | Primoris Services Corporation                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     85608 | NS      | $10627377.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     83125 | NS      | $7329131.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                | American States Water Company                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     61225 | NS      | $4437588.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                   | Bank of Hawaii Corporation                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     63202 | NS      | $4321120.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                 | Azenta, Inc.                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     65333 | NS      | $2172975.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12447 | NS      | $7352940.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                           | Enviri Corporation                           | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    127318 | NS      | $2281538.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                            | Q2 Holdings, Inc.                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     99693 | NS      | $7193846.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                           | Rogers Corporation                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     26283 | NS      | $2406734.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation     | Stewart Information Services Corporation     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     44432 | NS      | $3121792.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                            | Talos Energy Inc.                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    200518 | NS      | $2209708.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc.                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    186290 | NS      | $2712382.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                        | Trustmark Corporation                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     95847 | NS      | $3733240.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc.                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     65952 | NS      | $2020109.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                             | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    166191 | NS      | $3637920.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Holdings U.S. Inc.                   | Bristow Holdings U.S. Inc.                   | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |     39922 | NS      | $1461943.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19799 | NS      | $2173732.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                      | Digi International Inc.                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     59649 | NS      | $2582205.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company            | Northwest Natural Holding Company            | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65775 | NS      | $3074323.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                 | OmniAb, Inc.                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    547321 | NS      | $3344131.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited        | Alpha and Omega Semiconductor Limited        | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     38977 | NS      | $772134.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                   | Addus HomeCare Corporation                   | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     28763 | NS      | $3088858.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                               | Archrock, Inc.                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    277851 | NS      | $7229683.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                 | Arcosa, Inc.                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     77682 | NS      | $8259150.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     90017 | NS      | $7755864.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     94644 | NS      | $4100924.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                           | CorVel Corporation                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49175 | NS      | $3327672.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                   | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |     47421 | NS      | $2344494.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    112363 | NS      | $2148380.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                           | Newell Brands Inc.                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    654242 | NS      | $2433780.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                       | Sealed Air Corporation                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    233162 | NS      | $9659901.66   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Ltd.                  | SolarEdge Technologies Ltd.                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     93930 | NS      | $2709880.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tennant Company                              | Tennant Company                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     28778 | NS      | $2120938.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe, Inc.                              | Amerisafe, Inc.                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     30312 | NS      | $1164283.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     68399 | NS      | $13071048.90  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                          | Atlantic Union Bank                          | CUSIP: 04911A107<br>LEI: 549300ZTT08EKQRVTR15 | Long             | EC               | CORP              | US        |    225616 | NS      | $7964244.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    184611 | NS      | $4308820.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     43191 | NS      | $1345831.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                  | DigitalOcean Holdings, Inc.                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |    109038 | NS      | $5246908.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation     | First Commonwealth Financial Corporation     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    165133 | NS      | $2784142.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                   | Highwoods Properties, Inc.                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    175258 | NS      | $4525161.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc.                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     92556 | NS      | $2584163.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                     | Sphere Entertainment Co.                     | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |     28605 | NS      | $7398683.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     94101 | NS      | $3011232.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     31004 | NS      | $7209360.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     58537 | NS      | $1898354.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                      | Cinemark Holdings, Inc.                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    162553 | NS      | $3777731.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories LP                         | Core Laboratories LP                         | CUSIP: 21867A105<br>LEI: 549300TV21RJZCR7XG31 | Long             | EC               | CORP              | US        |     73670 | NS      | $1180930.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     93976 | NS      | $1116434.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                     | eXp World Holdings, Inc.                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |    141832 | NS      | $1283579.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawkins, Inc.                                | Hawkins, Inc.                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     33206 | NS      | $4717244.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                               | MYR Group Inc.                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     24721 | NS      | $5401538.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                            | PJT Partners Inc.                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     38349 | NS      | $6411952.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                     | Power Integrations, Inc.                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     88250 | NS      | $3136405.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                | Progress Software Corporation                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     67490 | NS      | $2899370.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation         | Quanex Building Products Corporation         | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     73552 | NS      | $1131229.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     36952 | NS      | $2963550.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                           | Under Armour, Inc.                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    188755 | NS      | $906024.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Waystar Holding Corp.                        | Waystar Holding Corp.                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181116 | NS      | $5931549.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                | American Woodmark Corporation                | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     23245 | NS      | $1252905.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                  | Casella Waste Systems, Inc.                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     98960 | NS      | $9692142.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                 | Central Garden & Pet Company                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     12582 | NS      | $404511.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated            | Corcept Therapeutics Incorporated            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    148331 | NS      | $5161918.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    166792 | NS      | $3187395.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation               | Lakeland Financial Corporation               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39847 | NS      | $2273669.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able, Inc.                                 | N-Able, Inc.                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120387 | NS      | $900494.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                         | Payoneer Global Inc.                         | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461590 | NS      | $2594135.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                | Progyny, Inc.                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128259 | NS      | $3293691.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.           | Kulicke and Soffa Industries, Inc.           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     82931 | NS      | $3778336.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    101507 | NS      | $2981260.59   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     32098 | NS      | $1253747.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                   | Tandem Diabetes Care, Inc.                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    108579 | NS      | $2386566.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                            | Millerknoll, Inc.                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    107698 | NS      | $1968719.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                       | PTC Therapeutics, Inc.                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    128043 | NS      | $9726146.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                  | Tanger Inc.                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    183577 | NS      | $6125964.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    181162 | NS      | $2050753.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                    | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |    133068 | NS      | $723889.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                      | TransMedics Group, Inc.                      | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54396 | NS      | $6617273.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    126189 | NS      | $3336437.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel, Inc.                      | Worthington Steel, Inc.                      | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50408 | NS      | $1745124.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     68297 | NS      | $6137851.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                          | Acadia Realty Trust                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206952 | NS      | $4250794.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    128803 | NS      | $852675.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CarGurus, Inc.                               | CarGurus, Inc.                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    129556 | NS      | $4968472.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                       | Global Net Lease, Inc.                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    317116 | NS      | $2727197.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                  | Hertz Global Holdings, Inc.                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |    199754 | NS      | $1026735.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Company                      | Crescent Energy Company                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385379 | NS      | $3233329.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.              | Papa John's International, Inc.              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     52628 | NS      | $2025651.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     33716 | NS      | $1242434.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                               | Tidewater Inc.                               | CUSIP: 88642R109<br>LEI: 549300UOMTB7PD2UT305 | Long             | EC               | CORP              | US        |     73092 | NS      | $3691876.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Elance, Inc.                                 | Elance, Inc.                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    208368 | NS      | $4129853.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                         | ADMA Biologics, Inc.                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    377379 | NS      | $6883392.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                        | Air Lease Corporation                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    166656 | NS      | $10704314.88  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                       | Veeco Instruments Inc.                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     94218 | NS      | $2692750.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     55842 | NS      | $1495448.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     70511 | NS      | $10119738.72  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                   | Cohu, Inc.                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     75025 | NS      | $1745831.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                 | Integer Holdings Corporation                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     55869 | NS      | $4381805.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                    | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |    325864 | NS      | $6360865.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                            | Masterbrand, Inc.                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    203451 | NS      | $2246099.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| OSI Systems, Inc.                            | OSI Systems, Inc.                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     25452 | NS      | $6491787.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                             | Robert Half Inc.                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    159261 | NS      | $4325528.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                          | Semtech Corporation                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    138356 | NS      | $10195453.64  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                      | Triumph Financial, Inc.                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     36230 | NS      | $2269084.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.          | Alpha Metallurgical Resources, Inc.          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17225 | NS      | $3442933.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     49257 | NS      | $3957307.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                        | Boise Cascade Company                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     59076 | NS      | $4347993.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System, Inc.             | Community Financial System, Inc.             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     83983 | NS      | $4823983.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences, Inc.                      | Cytek Biosciences, Inc.                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    177422 | NS      | $895981.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.              | Everus Construction Group, Inc.              | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80610 | NS      | $6897034.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                  | Hanmi Financial Corporation                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     47992 | NS      | $1297223.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG Smith Properties                         | JBG Smith Properties                         | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |     94382 | NS      | $1605437.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies, Inc.                     | Lumen Technologies, Inc.                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1498361 | NS      | $11642264.97  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Company, The                        | Macerich Company, The                        | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    408456 | NS      | $7540097.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                      | Arlo Technologies, Inc.                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    167708 | NS      | $2346234.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                        | BancFirst Corporation                        | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     33088 | NS      | $3507989.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc., The                           | Bancorp, Inc., The                           | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70040 | NS      | $4729100.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                            | Dana Incorporated                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    186331 | NS      | $4427224.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64565 | NS      | $1942756.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                   | ePlus inc.                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     41771 | NS      | $3663316.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                        | Fortrea Holdings Inc.                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |    145902 | NS      | $2516809.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                               | Freshpet, Inc.                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     77200 | NS      | $4703796.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                  | Mercury General Corporation                  | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     42384 | NS      | $3986639.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     70484 | NS      | $2888434.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     72780 | NS      | $2251813.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                            | Vital Farms, Inc.                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     59597 | NS      | $1903528.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                     | Enerpac Tool Group Corp.                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     84495 | NS      | $3231088.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                         | First Hawaiian, Inc.                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    195678 | NS      | $4950653.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.              | Franklin BSP Realty Trust, Inc.              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |    128870 | NS      | $1292566.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                    | G-III Apparel Group, Ltd.                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     59245 | NS      | $1715735.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                          | Glaukos Corporation                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     90971 | NS      | $10271535.61  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                              | HCI Group, Inc.                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     17073 | NS      | $3272723.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                  | Iridium Communications Inc.                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    167048 | NS      | $2903294.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                              | PRA Group, Inc.                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     61110 | NS      | $1081035.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.           | Provident Financial Services, Inc.           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    206107 | NS      | $4070613.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     87401 | NS      | $1255952.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                 | Stride, Inc.                                 | CUSIP: 86333M108<br>LEI: 549300C5QMJWS8OV3386 | Long             | EC               | CORP              | US        |     68541 | NS      | $4450367.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                              | Trupanion, Inc.                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     52835 | NS      | $1974443.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| The Buckle, Inc.                             | The Buckle, Inc.                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     47951 | NS      | $2561542.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    300671 | NS      | $2687998.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health, Inc.                         | Astrana Health, Inc.                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     69057 | NS      | $1713304.17   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                              | BGC Group, Inc.                              | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    573002 | NS      | $5116907.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.              | CSG Systems International, Inc.              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     43321 | NS      | $3322287.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                              | Cable One, Inc.                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      7520 | NS      | $848632.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                    | Century Communities, Inc.                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     40724 | NS      | $2416969.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc.                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44921 | NS      | $768149.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     49407 | NS      | $4025188.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     38396 | NS      | $1163782.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                      | Piper Sandler Companies                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     26338 | NS      | $8947281.98   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54672 | NS      | $3288520.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Del Monte Fresh Produce Company              | Del Monte Fresh Produce Company              | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     52701 | NS      | $1877736.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                  | Caesars Entertainment, Inc.                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    325510 | NS      | $7613678.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    167858 | NS      | $3870805.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     41691 | NS      | $5334363.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                    | Millrose Properties, Inc.                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246226 | NS      | $7354770.62   | 0.31%             |  |  |  | No            |                  3 | On Loan: No      |
| Moelis & Company                             | Moelis & Company                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    117772 | NS      | $8095647.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation              | National HealthCare Corporation              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19891 | NS      | $2726857.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     21838 | NS      | $746859.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                            | Pitney Bowes Inc.                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    236101 | NS      | $2495587.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                   | Verra Mobility Corporation                   | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254113 | NS      | $5694672.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                 | Cactus, Inc.                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    109856 | NS      | $5018222.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc.                                   | Enpro Inc.                                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     33610 | NS      | $7196909.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME Communities                             | ELME Communities                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    141278 | NS      | $2458237.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company              | Alkermes Public Limited Company              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    261044 | NS      | $7304011.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                       | ESCO Technologies Inc.                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     40882 | NS      | $7987933.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     19728 | NS      | $7759022.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.                  | Innovex International, Inc.                  | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61890 | NS      | $1353534.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.            | Matson Intermodal - Paragon, Inc.            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     49726 | NS      | $6143647.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc.                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     78658 | NS      | $2086796.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                             | WisdomTree, Inc.                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    183230 | NS      | $2233573.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor, Inc.                                 | Xencor, Inc.                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    114567 | NS      | $1754020.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     28670 | NS      | $2263209.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     46668 | NS      | $8139365.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                         | Celanese Corporation                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    173159 | NS      | $7321162.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76367 | NS      | $1646472.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    112037 | NS      | $3553813.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                           | Interparfums, Inc.                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28534 | NS      | $2420539.22   | 0.10%             |  |  |  | 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        |   8923383 | NS      | $8923382.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                       | Jackson Financial Inc.                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    107728 | NS      | $11489191.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     38581 | NS      | $4681418.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                        | La-Z-Boy Incorporated                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     64257 | NS      | $2394858.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings, Inc.                          | Mara Holdings, Inc.                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    603126 | NS      | $5416071.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Meritage Homes Corporation                   | Meritage Homes Corporation                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    112285 | NS      | $7388353.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Incorporated            | Northern Oil and Gas Incorporated            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    155754 | NS      | $3344038.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient Public Limited Company                | Adient Public Limited Company                | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    126308 | NS      | $2421324.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                     | Allegiant Travel Company                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     21594 | NS      | $1841320.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                           | Clear Secure, Inc.                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141399 | NS      | $4960276.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                     | Eastman Chemical Company                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    181918 | NS      | $11611825.94  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                       | Element Solutions Inc.                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    362707 | NS      | $9064047.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    199622 | NS      | $2187857.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                          | Steven Madden, Ltd.                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    115009 | NS      | $4788974.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                    | MarketAxess Holdings Inc.                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     58884 | NS      | $10672725.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport, Ltd.                       | Marten Transport, Ltd.                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92015 | NS      | $1047130.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation           | Matthews International Corporation           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     49345 | NS      | $1288891.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                   | Peabody Energy Corporation                   | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    193736 | NS      | $5753959.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Company, Inc.              | Phillips Edison & Company, Inc.              | CUSIP: 71844V201<br>LEI: 549300UC1QJSQ49IC243 | Long             | EC               | CORP              | US        |    199545 | NS      | $7097815.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                        | SL Green Realty Corp.                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    112974 | NS      | $5182117.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76091 | NS      | $1440402.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202935 | NS      | $3774591.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     36436 | NS      | $2586956.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc.                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    122589 | NS      | $5000405.31   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                     | ProAssurance Corporation                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     82354 | NS      | $1989672.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company, The               | Simply Good Foods Company, The               | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146130 | NS      | $2934290.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                   | WSFS Financial Corporation                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     87197 | NS      | $4816762.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70074 | NS      | $973327.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc.                  | Acadia Pharmaceuticals Inc.                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    198831 | NS      | $5310776.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                 | Grid Dynamics Holdings, Inc.                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107340 | NS      | $969280.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                       | Amentum Holdings, Inc.                       | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242288 | NS      | $7026352.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. , The                        | Andersons, Inc. , The                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     53579 | NS      | $2848795.43   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                | ARMOUR Residential REIT, Inc.                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    178044 | NS      | $3149598.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California, Inc.                     | Banc of California, Inc.                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    210460 | NS      | $4059773.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                           | Kohl's Corporation                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    177972 | NS      | $3632408.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     30023 | NS      | $727457.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                           | Vestis Corporation                           | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179867 | NS      | $1199712.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                         | Ingevity Corporation                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     57282 | NS      | $3389948.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation            | Standex International Corporation            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     19183 | NS      | $4168082.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                        | Urban Edge Properties                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197975 | NS      | $3799140.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                        | Virtu Financial, Inc.                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    127750 | NS      | $4256630.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    101942 | NS      | $7571232.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     19692 | NS      | $1884524.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                 | Pacira Pharmaceuticals, Inc.                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     68610 | NS      | $1775626.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                  | Monro, Inc.                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47246 | NS      | $946809.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                    | DNOW Inc.                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    296093 | NS      | $3923232.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                            | Schrodinger, Inc.                            | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89944 | NS      | $1608198.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     10150 | NS      | $1655972.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     59572 | NS      | $5309652.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions And Hospitality, Inc.    | Pursuit Attractions And Hospitality, Inc.    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     34803 | NS      | $1172165.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                              | Blackline, Inc.                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     79690 | NS      | $4406060.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                          | Diodes Incorporated                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     73672 | NS      | $3634976.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc.                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     96715 | NS      | $5216807.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                 | ServisFirst Bancshares, Inc.                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80096 | NS      | $5750091.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    163324 | NS      | $7808520.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                      | BioLife Solutions, Inc.                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     60132 | NS      | $1453991.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    271917 | NS      | $793997.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                    | Capitol Federal Financial                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193364 | NS      | $1316808.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     26875 | NS      | $1793100.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation             | Chesapeake Utilities Corporation             | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     37505 | NS      | $4679123.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                           | CONMED Corporation                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     49740 | NS      | $2019444.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                       | DXC Technology Company                       | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    277708 | NS      | $4068422.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal Inc.                              | Kennametal Inc.                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    121782 | NS      | $3459826.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                | Kennedy-Wilson Holdings, Inc.                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    189303 | NS      | $1830560.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                        | Koppers Holdings Inc.                        | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31681 | NS      | $857921.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    100610 | NS      | $9519718.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                 | Skyline Champion Corporation                 | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89082 | NS      | $7527429.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                    | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |     77961 | NS      | $610434.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.           | KKR Real Estate Finance Trust Inc.           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     84790 | NS      | $696973.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                | Leggett & Platt, Incorporated                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    214770 | NS      | $2362470.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     33476 | NS      | $2714903.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                         | Teradata Corporation                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    148635 | NS      | $4524449.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation               | Tompkins Financial Corporation               | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     20342 | NS      | $1475201.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                 | Two Harbors Investment Corp.                 | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    167341 | NS      | $1757080.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys, Inc.                               | Agilysys, Inc.                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     39931 | NS      | $4745400.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                 | CarMax, Inc.                                 | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |    234188 | NS      | $9049024.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.      | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    314038 | NS      | $9314367.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                              | Frontdoor, Inc.                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    115005 | NS      | $6634638.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    119712 | NS      | $557857.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                   | Green Brick Partners, Inc.                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     48550 | NS      | $3042143.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                        | Mister Car Wash, Inc.                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155283 | NS      | $864149.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics, Inc.                            | Neogenomics, Inc.                            | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |    207529 | NS      | $2440541.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    157993 | NS      | $3796571.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                               | Omnicell, Inc.                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     71570 | NS      | $3242121.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.               | Protagonist Therapeutics, Inc.               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93389 | NS      | $8156595.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | Proto Labs, Inc.                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     37532 | NS      | $1898743.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                     | World Kinect Corporation                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     87818 | NS      | $2057575.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    119806 | NS      | $5339753.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     95340 | NS      | $5046346.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                       | UFP Technologies, Inc.                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     12222 | NS      | $2713650.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    150268 | NS      | $2124789.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                 | Central Garden & Pet Company                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     81726 | NS      | $2385581.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                   | Ethan Allen Interiors Inc.                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36398 | NS      | $831330.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                   | Par Pacific Holdings, Inc.                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     80204 | NS      | $2818368.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    155923 | NS      | $2223461.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     43336 | NS      | $702476.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties, Inc.         | Easterly Government Properties, Inc.         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     69217 | NS      | $1466708.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63809 | NS      | $2387732.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                | Inspire Medical Systems, Inc.                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     42168 | NS      | $3889154.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                       | Red Rock Resorts, Inc.                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77263 | NS      | $4786442.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    218566 | NS      | $7676037.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks And Resorts Inc.                | United Parks And Resorts Inc.                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     42130 | NS      | $1529319.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc.                            | StoneX Group Inc.                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     73359 | NS      | $6978641.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                           | Unitil Corporation                           | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28508 | NS      | $1380927.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     84935 | NS      | $6392208.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                            | Vicor Corporation                            | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     36232 | NS      | $3971027.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                   | Westamerica Bancorporation                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39763 | NS      | $1901864.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                     | Advance Auto Parts, Inc.                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     95345 | NS      | $3747058.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse, Inc.                   | The Chefs' Warehouse, Inc.                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     57768 | NS      | $3600679.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                         | Douglas Emmett, Inc.                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266046 | NS      | $2923845.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     44102 | NS      | $944664.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    102491 | NS      | $2981463.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                     | PENN Entertainment, Inc.                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203727 | NS      | $3004973.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation               | Perdoceo Education Corporation               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     96426 | NS      | $2828174.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation             | Phibro Animal Health Corporation             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     32210 | NS      | $1203365.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation           | Simmons First National Corporation           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    228520 | NS      | $4307602.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     97258 | NS      | $3274676.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                          | The Wendy's Company                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    245464 | NS      | $2044715.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Penguin Solutions, Inc.                      | Penguin Solutions, Inc.                      | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     76447 | NS      | $1495303.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW Industrials, Inc.                        | CSW Industrials, Inc.                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     26612 | NS      | $7811420.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                           | Deluxe Corporation                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     70648 | NS      | $1577569.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                        | Dorman Products, Inc.                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44269 | NS      | $5453498.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                          | Balchem Corporation                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     51526 | NS      | $7902027.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    123022 | NS      | $759045.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.       | Cracker Barrel Old Country Store, Inc.       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     35247 | NS      | $895273.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant Inc.                                  | Kadant Inc.                                  | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     18757 | NS      | $5346120.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                            | Radian Group Inc.                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    214330 | NS      | $7713736.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                        | Teleflex Incorporated                        | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     69996 | NS      | $8542311.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp N Y                        | Trustco Bank Corp N Y                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29173 | NS      | $1205720.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105418 | NS      | $5266683.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                      | Acushnet Holdings Corp.                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     43792 | NS      | $3495477.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                           | Banner Corporation                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54227 | NS      | $3397863.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                           | Enovis Corporation                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     89198 | NS      | $2376234.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     39554 | NS      | $6217888.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     44287 | NS      | $2097432.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc.                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    131529 | NS      | $2292550.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                       | Scholastic Corporation                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36278 | NS      | $1074917.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                    | Yelp Inc.                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     93164 | NS      | $2831253.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC             | Gates Industrial Corporation PLC             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |    411357 | NS      | $8831834.79   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation 2022 Limited               | Noble Corporation 2022 Limited               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    199990 | NS      | $5647717.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                    | Curbline Properties Corp.                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    153429 | NS      | $3561087.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightspring Health Services, Inc.           | Brightspring Health Services, Inc.           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181203 | NS      | $6786052.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                       | Cathay General Bancorp                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    108505 | NS      | $5250556.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     60539 | NS      | $5783290.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                        | Hilltop Holdings Inc.                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     68465 | NS      | $2323702.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation    | Integra LifeSciences Holdings Corporation    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    105995 | NS      | $1316457.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     32125 | NS      | $1380090.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation               | Magnolia Oil & Gas Corporation               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    292091 | NS      | $6393871.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                 | Mueller Water Products, Inc.                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    249209 | NS      | $5936158.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     33736 | NS      | $1015453.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    134092 | NS      | $11332114.92  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                   | TEGNA Inc.                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    256050 | NS      | $4969930.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                   | XPEL, Inc.                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     40418 | NS      | $2017262.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                   | Adeia Inc.                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174119 | NS      | $3003552.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                      | QuidelOrtho Corporation                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    106590 | NS      | $3044210.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corporation                 | Fulton Financial Corporation                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    287761 | NS      | $5562420.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.           | Hawaiian Electric Industries, Inc.           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    275293 | NS      | $3386103.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    407537 | NS      | $2922040.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    130563 | NS      | $2369718.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     33706 | NS      | $1328016.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                | Topgolf Callaway Brands Corp.                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    218810 | NS      | $2553512.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc.                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     91352 | NS      | $1774055.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                              | FMC Corporation                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    197243 | NS      | $2735760.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                           | ACM Research, Inc.                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     83359 | NS      | $3288512.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                | Cars.com Inc.                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     88232 | NS      | $1076430.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                      | RXO Inc                                      | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260253 | NS      | $3289597.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     78643 | NS      | $5747230.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     72960 | NS      | $6775065.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                   | Northwest Bancshares, Inc.                   | CUSIP: 667340103<br>LEI: 549300RLPDJH5V5UHQ32 | Long             | EC               | CORP              | US        |    229168 | NS      | $2750016.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     42262 | NS      | $5695227.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy, Inc.                  | U.S. Physical Therapy, Inc.                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     24358 | NS      | $1902116.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                            | SM Energy Company                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    183011 | NS      | $3422305.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    132815 | NS      | $956268.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                          | H.B. Fuller Company                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     85950 | NS      | $5110587.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                            | Shake Shack, Inc.                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     64091 | NS      | $5202266.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                           | Sitime Corporation                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34883 | NS      | $12320326.77  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                     | Arbor Realty Trust, Inc.                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    308998 | NS      | $2397824.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Natural Resources, Inc.                 | Core Natural Resources, Inc.                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     81563 | NS      | $7219141.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                         | LTC Properties, Inc.                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     75935 | NS      | $2610645.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     62238 | NS      | $5152684.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                | Adtalem Global Education Inc.                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     57256 | NS      | $5924278.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                   | Albany International Corp.                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     45771 | NS      | $2320589.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                    | Alexander & Baldwin, Inc.                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114596 | NS      | $2365261.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc., The                         | GEO Group, Inc., The                         | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |    217300 | NS      | $3502876.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                               | Harmonic, Inc.                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    180385 | NS      | $1784007.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                     | IAC Inc.                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    103974 | NS      | $4065383.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                          | Knowles Corporation                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    135997 | NS      | $2914415.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                          | PDF Solutions, Inc.                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     50680 | NS      | $1445900.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                   | Terreno Realty Corporation                   | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164972 | NS      | $9685506.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     36661 | NS      | $1588154.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                             | CVR Energy, Inc.                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     48736 | NS      | $1239843.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation             | California Resources Corporation             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    123553 | NS      | $5524054.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                  | DoubleVerify Holdings, Inc.                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214958 | NS      | $2459119.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation             | Dynavax Technologies Corporation             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    159306 | NS      | $2450126.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                         | Enact Holdings, Inc.                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45670 | NS      | $1810358.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                             | Formfactor, Inc.                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    123039 | NS      | $6863115.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Openlane, Inc.                               | Openlane, Inc.                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    169128 | NS      | $5036631.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                              | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |    245490 | NS      | $3623432.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation            | Sensient Technologies Corporation            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     67727 | NS      | $6362951.65   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                             | Uniti Group Inc.                             | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    281475 | NS      | $1973139.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries, Inc.                 | Worthington Industries, Inc.                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     49072 | NS      | $2530643.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.       | Artisan Partners Asset Management Inc.       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    111470 | NS      | $4541287.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                         | Cohen & Steers, Inc.                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     43539 | NS      | $2733378.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    212125 | NS      | $3531881.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust           | PennyMac Mortgage Investment Trust           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    138534 | NS      | $1738601.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Sylvamo Corporation                          | Sylvamo Corporation                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     52832 | NS      | $2543860.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                 | ViaSat, Inc.                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    214392 | NS      | $7387948.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology, Inc.                      | VIR Biotechnology, Inc.                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152049 | NS      | $916855.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                              | CTS Corporation                              | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     45955 | NS      | $1970090.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    200101 | NS      | $1106558.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                        | TG Therapeutics, Inc.                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    216481 | NS      | $6453298.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD, Inc.                                   | WAFD, Inc.                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125257 | NS      | $4011981.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                 | World Acceptance Corporation                 | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      4585 | NS      | $643688.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                 | Indivior PLC                                 | CUSIP: N/A<br>LEI: 213800V3NCQTY7IED471       | Long             | EC               | CORP              | GB        |    199117 | NS      | $7144317.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                      | Signet Jewelers Limited                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     64867 | NS      | $5376176.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                | Arrowhead Pharmaceuticals Inc                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    219691 | NS      | $14585285.49  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     56106 | NS      | $2399092.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     49314 | NS      | $826009.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                          | Lindsay Corporation                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     17184 | NS      | $2025478.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                      | Veris Residential, Inc.                      | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |    129901 | NS      | $1932926.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.              | Acadia Healthcare Company, Inc.              | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    148134 | NS      | $2102021.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc.                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    231088 | NS      | $6911842.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                             | NBT Bancorp Inc.                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82303 | NS      | $3417220.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation           | National Bank Holdings Corporation           | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60494 | NS      | $2299376.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Payments, Inc.               | Bread Financial Payments, Inc.               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     72822 | NS      | $5391012.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc.                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    636931 | NS      | $5751486.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     40081 | NS      | $4916736.27   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation           | REX American Resources Corporation           | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43911 | NS      | $1419203.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132363 | NS      | $2831244.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG Inc.                                    | MOOG Inc.                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     45103 | NS      | $10984835.65  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.        | Concentra Group Holdings Parent, Inc.        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189371 | NS      | $3726813.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     35570 | NS      | $1933229.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                  | Sezzle Inc.                                  | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |     27335 | NS      | $1735089.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour, Inc.                           | Under Armour, Inc.                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    301151 | NS      | $1496720.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Construction Incorporated            | Granite Construction Incorporated            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     69313 | NS      | $7995254.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     35848 | NS      | $9298612.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc.                     | Privia Health Group Inc.                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182165 | NS      | $4319132.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T Bancorp, Inc.                          | S & T Bancorp, Inc.                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60651 | NS      | $2386616.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     60134 | NS      | $12590255.58  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                            | ICU Medical, Inc.                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     39340 | NS      | $5612637.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     23835 | NS      | $1856984.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                | Metallus Inc.                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     57901 | NS      | $993581.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     58300 | NS      | $1419022.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    111697 | NS      | $1975919.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth LLC                              | AdaptHealth LLC                              | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |    168292 | NS      | $1676188.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                        | Kinetik Holdings Inc.                        | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72498 | NS      | $2613552.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences, Inc.                      | Arcus Biosciences, Inc.                      | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |    133192 | NS      | $3173965.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |     65159 | NS      | $3309425.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     70158 | NS      | $633526.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services, LLC                     | Kodiak Gas Services, LLC                     | CUSIP: 50012A108<br>LEI: 549300ZQBRWEUOVOM131 | Long             | EC               | CORP              | US        |    132549 | NS      | $4957332.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                  | Atlas Energy Solutions Inc.                  | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122243 | NS      | $1151529.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corporation                          | Sanmina Corporation                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     86546 | NS      | $12987958.22  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation          | Select Medical Holdings Corporation          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175064 | NS      | $2599700.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.          | Sun Country Airlines Holdings, Inc.          | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84245 | NS      | $1212285.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                 | Vishay Intertechnology, Inc.                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    197303 | NS      | $2858920.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                  | International Seaways, Inc.                  | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     64340 | NS      | $3123707.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                             | Alamo Group Inc.                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     16902 | NS      | $2837338.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                           | Avista Corporation                           | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    128385 | NS      | $4947957.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                         | Enphase Energy, Inc.                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |    208596 | NS      | $6685501.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corporation                           | Neogen Corporation                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    348481 | NS      | $2435882.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials US, Inc.         | Solstice Advanced Materials US, Inc.         | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251700 | NS      | $12227586.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                               | Stepan Company                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     34523 | NS      | $1635009.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.Com Holdings, Inc.                     | Alarm.Com Holdings, Inc.                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     78589 | NS      | $4009610.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                 | Apple Hospitality REIT, Inc.                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    347659 | NS      | $4119759.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     48560 | NS      | $8569383.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                     | Comstock Resources, Inc.                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    126816 | NS      | $2939594.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp.                     | First Financial Bancorp.                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    157135 | NS      | $3931517.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                      | Forward Air Corporation                      | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34742 | NS      | $868550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    248508 | NS      | $6553155.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc.                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     55619 | NS      | $1747548.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |    250225 | NS      | $5187164.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                              | LKQ Corporation                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    405829 | NS      | $12256035.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     82890 | NS      | $2268699.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                              | HNI Corporation                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    109481 | NS      | $4602581.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    149584 | NS      | $919941.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                            | Sabre Corporation                            | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    636859 | NS      | $866128.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19403 | NS      | $611776.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    163972 | NS      | $11314068.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                        | Universal Corporation                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     39409 | NS      | $2078824.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     31189 | NS      | $987755.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                 | Lincoln National Corporation                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    267891 | NS      | $11929186.23  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                   | Marcus & Millichap Company                   | CUSIP: 566324109<br>LEI: 5493005IJXKBQZXLRO44 | Long             | EC               | CORP              | US        |     37810 | NS      | $1031834.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                         | Materion Corporation                         | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     33067 | NS      | $4110889.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust, Inc.                           | Adamas Trust, Inc.                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    134797 | NS      | $984018.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     62258 | NS      | $1835988.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                     | AZZ Inc.                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     47547 | NS      | $5096087.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     34426 | NS      | $1253450.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                    | Fox Factory Holding Corp.                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     67242 | NS      | $1150510.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    113279 | NS      | $2264447.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                        | Treehouse Foods, Inc.                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     71680 | NS      | $1690931.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                  | JetBlue Airways Corporation                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    459678 | NS      | $2091534.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc.                           | ManpowerGroup Inc.                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     74383 | NS      | $2211406.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     94572 | NS      | $8335576.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.             | National Presto Industries, Inc.             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8588 | NS      | $916854.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                  | Phinia Inc.                                  | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61207 | NS      | $3837066.83   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34923 | NS      | $1269451.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                         | Viavi Solutions Inc.                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    356039 | NS      | $6344614.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                        | Gentherm Incorporated                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     49041 | NS      | $1783621.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                         | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     93540 | NS      | $4637713.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                   | Sarepta Therapeutics, Inc.                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    167114 | NS      | $3596293.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation          | Six Flags Entertainment Corporation          | CUSIP: 83001C108<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    162740 | NS      | $2496431.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings, Inc.               | Victory Capital Holdings, Inc.               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     76633 | NS      | $4834775.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc.                              | Cleanspark Inc.                              | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    448215 | NS      | $4535935.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightsphere Investment Group Inc.           | Brightsphere Investment Group Inc.           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     41021 | NS      | $1927987.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                     | Century Aluminum Company                     | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     84470 | NS      | $3309534.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                         | Corsair Gaming, Inc.                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     76918 | NS      | $456892.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | Energizer Holdings, Inc.                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     95579 | NS      | $1901066.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                  | Kaiser Aluminum Corporation                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25516 | NS      | $2930767.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     83387 | NS      | $5505209.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated          | Ligand Pharmaceuticals Incorporated          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     31234 | NS      | $5905412.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.               | National Vision Holdings, Inc.               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    124687 | NS      | $3219418.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo & Son, Inc.               | John B. Sanfilippo & Son, Inc.               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     14431 | NS      | $1018828.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc.                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     23896 | NS      | $1478206.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Unifirst Corporation                         | Unifirst Corporation                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     23230 | NS      | $4481067.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    127392 | NS      | $6900824.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation       | Zurn Elkay Water Solutions Corporation       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    237133 | NS      | $11024313.17  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                  | ABM Industries Incorporated                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     97656 | NS      | $4130848.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc. | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187419 | NS      | $1201355.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     72696 | NS      | $5784420.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Incorporated, The         | Cheesecake Factory Incorporated, The         | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     72665 | NS      | $3668129.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj, Inc.                                 | Impinj, Inc.                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     42736 | NS      | $7436491.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                              | Insperity, Inc.                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     57124 | NS      | $2211841.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp.                        | J&J Snack Foods Corp.                        | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24968 | NS      | $2256358.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                             | MGE Energy, Inc.                             | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |     58114 | NS      | $4557299.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                         | Ralliant Corporation                         | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178649 | NS      | $9095020.59   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                  | Sonos, Inc.                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    190243 | NS      | $3340667.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     45010 | NS      | $1823805.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                     | FB Financial Corporation                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     64368 | NS      | $3591734.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     63002 | NS      | $2214520.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                          | Upbound Group, Inc.                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     83598 | NS      | $1467980.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     91444 | NS      | $4544766.80   | 0.19%             |  |  |  | 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        |    156146 | NS      | $6401986.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust REIT, Inc.                         | Caretrust REIT, Inc.                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    356118 | NS      | $12877226.88  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                    | Angi Inc.                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     53461 | NS      | $691250.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                | Certara, Inc.                                | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |    185667 | NS      | $1635726.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     42321 | NS      | $1975967.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.  | HA Sustainable Infrastructure Capital, Inc.  | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    201070 | NS      | $6319630.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corporation               | Heritage Financial Corporation               | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54431 | NS      | $1287293.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies (US), Inc.               | Mirion Technologies (US), Inc.               | CUSIP: 60471A101<br>LEI: 549300EBD5JHM14L3R48 | Long             | EC               | CORP              | US        |    395225 | NS      | $9256169.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     18220 | NS      | $1720514.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company        | Shenandoah Telecommunications Company        | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     72332 | NS      | $836157.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                   | Southside Bancshares, Inc.                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     44639 | NS      | $1356579.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust         | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     20463 | NS      | $802354.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                    | Park National Corporation                    | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     22689 | NS      | $3452812.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     42592 | NS      | $6261024.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                | WD-40 Company                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     21358 | NS      | $4205390.20   | 0.18%             |  |  |  | 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        |    219482 | NS      | $3055189.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.              | Reynolds Consumer Products Inc.              | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     87641 | NS      | $2008731.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Company, The                         | St. Joe Company, The                         | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     62903 | NS      | $3734551.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    193687 | NS      | $6046908.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                          | Arcbest Corporation                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     36083 | NS      | $2676997.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                            | Brady Corporation                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     69463 | NS      | $5443815.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | Collegium Pharmaceutical, Inc.               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     50390 | NS      | $2333057.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                 | Grocery Outlet Holding Corp.                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157637 | NS      | $1592133.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                          | Liberty Energy Inc.                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256192 | NS      | $4729304.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                          | Navient Corporation                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    103196 | NS      | $1341548.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                  | H2O America                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52394 | NS      | $2569401.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     95618 | NS      | $2869496.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                    | Goosehead Insurance, Inc.                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     39725 | NS      | $2925746.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     14983 | NS      | $4776280.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock, Inc.                           | Shutterstock, Inc.                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     37735 | NS      | $720738.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                       | STAAR Surgical Company                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     77969 | NS      | $1800304.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.              | TRI Pointe Homes Holdings, Inc.              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137077 | NS      | $4313813.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Alpharetta Tenant, LLC           | DiamondRock Alpharetta Tenant, LLC           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    324094 | NS      | $2903882.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida      | Seacoast Banking Corporation of Florida      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    154489 | NS      | $4854044.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                          | Vericel Corporation                          | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     81082 | NS      | $2919762.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Trust, Inc.              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    251436 | NS      | $4809970.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc.                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    133834 | NS      | $4451318.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                               | Artivion, Inc.                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     65846 | NS      | $3003236.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Companies, Inc. , The             | Greenbrier Companies, Inc. , The             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     49601 | NS      | $2318350.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                       | Hayward Holdings, Inc.                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315724 | NS      | $4877935.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthstream, Inc.                           | Healthstream, Inc.                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     37706 | NS      | $869877.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc.                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96318 | NS      | $4104109.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                      | Middlesex Water Company                      | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28699 | NS      | $1447003.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                   | Minerals Technologies Inc.                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     49590 | NS      | $3022510.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                        | NCR Voyix Corporation                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    222121 | NS      | $2265634.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corporation                       | Otter Tail Corporation                       | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |     66762 | NS      | $5395037.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                  | Quaker Chemical Corporation                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     21573 | NS      | $2962188.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                | Willscot Holdings Corporation                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    286517 | NS      | $5395115.11   | 0.23%             |  |  |  | No            |                  1 | 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