# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001096
**Filing Date:** 2025-8
**Character Count:** 86697
**Document Hash:** a27d3e90506053ce67bdc4df8e82dd0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001096.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001096

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**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:** 251265960

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

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

## Series and Classes Contracts Data

### JNL MULTI-MANAGER SMALL CAP VALUE FUND (Series ID: S000001798)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1810940613.37

**Total Liabilities:** $26381813.57

**Net Assets:** $1784558799.80

**Cash Not Reported:** $65432.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004705 | -3.92%               | 4.86%                | 3.55%                |
| Class ID C000067994 | -3.89%               | 4.86%                | 3.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13390624.45             | $-80002070.64                              |
| Month 2  | $7403287.74              | $72031475.01                               |
| Month 3  | $6284556.28              | $61352508.28                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GMS Inc.                                         | GMS Inc.                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    142901 | NS      | $15540483.75  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                               | GXO Logistics Inc.                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    243728 | NS      | $11869553.60  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                         | Genworth Financial, Inc.                         | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   1109762 | NS      | $8633948.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                            | Glacier Bancorp, Inc.                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    204926 | NS      | $8828212.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                    | Molson Coors Beverage Company                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    142158 | NS      | $6836378.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics AG                   | MoonLake Immunotherapeutics AG                   | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     55656 | NS      | $2626963.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                               | Ovintiv Canada ULC                               | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     33149 | NS      | $1261319.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                | TXNM Energy, Inc.                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     94607 | NS      | $5328266.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                        | P10, Inc.                                        | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326138 | NS      | $3333130.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | Permian Resources Corporation                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    500928 | NS      | $6822639.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                         | Relay Therapeutics, Inc.                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120026 | NS      | $415289.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.               | Ryman Hospitality Properties, Inc.               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    177052 | NS      | $17469720.84  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM Energy Company                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    183154 | NS      | $4525735.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks And Resorts Inc.                    | United Parks And Resorts Inc.                    | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |    114229 | NS      | $5385897.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Motion, Inc.                             | Silicon Motion, Inc.                             | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |    205000 | NS      | $15409850.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                               | Smith & Nephew PLC                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |    203210 | NS      | $6224322.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Energy Infrastructure, Inc.              | Solaris Energy Infrastructure, Inc.              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |    150752 | NS      | $4264774.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | Spire Inc.                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     45616 | NS      | $3329511.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                            | STAG Industrial, Inc.                            | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    161007 | NS      | $5841333.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX Corporation                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     56882 | NS      | $7718887.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                         | Talen Energy Corporation                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17335 | NS      | $5040497.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                | Talos Energy Inc.                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    292394 | NS      | $2479501.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                         | Tango Therapeutics, Inc.                         | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173320 | NS      | $887398.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education, Inc.                     | Grand Canyon Education, Inc.                     | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     39750 | NS      | $7512750.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                      | Howard Hughes Holdings Inc.                      | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39381 | NS      | $2658217.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                          | ICF International, Inc.                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     46300 | NS      | $3922073.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                                | ICU Medical, Inc.                                | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |    143468 | NS      | $18959296.20  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                               | IES Holdings, Inc.                               | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     26238 | NS      | $7772482.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                  | Independence Realty Trust, Inc.                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    103233 | NS      | $1826191.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                        | Insight Enterprises, Inc.                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     52100 | NS      | $7194228.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                  | Insperity, Inc.                                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    290311 | NS      | $17453497.32  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | Integer Holdings Corporation                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     56860 | NS      | $6992074.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                               | InterDigital, Inc.                               | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     60000 | NS      | $13453800.00  | 0.75%             |  |  |  | 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        |  50228511 | NS      | $50228510.77  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group, Inc.                  | Janus International Group, Inc.                  | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1327616 | NS      | $10806794.24  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Openlane, Inc.                                   | Openlane, Inc.                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    194605 | NS      | $4758092.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                  | LGI Homes, Inc.                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     51996 | NS      | $2678833.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                                   | LCI Industries                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     40916 | NS      | $3731130.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                | LendingTree, Inc.                                | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     20240 | NS      | $750296.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                  | M/I Homes, Inc.                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     36819 | NS      | $4128146.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS Inc.                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     80307 | NS      | $7979303.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                   | MYR Group Inc.                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     61536 | NS      | $11165707.20  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                               | Malibu Boats, Inc.                               | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |    237994 | NS      | $7458731.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                    | Marqeta, Inc.                                    | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    863250 | NS      | $5032747.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink, Inc.                               | MeridianLink, Inc.                               | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    495159 | NS      | $8036430.57   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                       | Meritage Homes Corporation                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     20160 | NS      | $1350115.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                 | BankUnited, Inc.                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    146960 | NS      | $5230306.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                         | Century Aluminum Company                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    166102 | NS      | $2993158.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                 | Hanesbrands Inc.                                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    876597 | NS      | $4014814.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc, The                 | Hanover Insurance Group Inc, The                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     33281 | NS      | $5653443.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                     | Hasbro, Inc.                                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    100090 | NS      | $7388643.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.               | Hawaiian Electric Industries, Inc.               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    580648 | NS      | $6172288.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                           | Hayward Holdings, Inc.                           | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    790403 | NS      | $10907561.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | Hecla Mining Company                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    605580 | NS      | $3627424.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                       | Highwoods Properties, Inc.                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     96738 | NS      | $3007584.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                          | Hillman Solutions Corp.                          | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2920078 | NS      | $20849356.92  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.              | Huntington Ingalls Industries, Inc.              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     30862 | NS      | $7451938.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                      | Huron Consulting Group Inc.                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     55936 | NS      | $7693437.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                    | IDACORP, Inc.                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15215 | NS      | $1756571.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                           | Independent Bank Corp.                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     72000 | NS      | $4527720.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | Ingles Markets, Incorporated                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     54652 | NS      | $3463843.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | Ingredion Incorporated                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     44151 | NS      | $5987758.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                    | Inspire Medical Systems, Inc.                    | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     10174 | NS      | $1320279.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                               | Interparfums, Inc.                               | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73901 | NS      | $9703940.31   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | International Bancshares Corporation             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    103206 | NS      | $6869391.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Materials, Inc.                              | KRC Materials, Inc.                              | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53396 | NS      | $4359249.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                  | LKQ Corporation                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    230506 | NS      | $8531027.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | Lancaster Colony Corporation                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     42008 | NS      | $7257722.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                            | Landstar System, Inc.                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |    125500 | NS      | $17447010.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                          | Lantheus Holdings, Inc.                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    185019 | NS      | $15145655.34  | 0.85%             |  |  |  | No            |                  1 | On Loan: —       |
| Lithia Motors, Inc.                              | Lithia Motors, Inc.                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     30021 | NS      | $10141694.22  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | PotlatchDeltic Corporation                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    122095 | NS      | $4684785.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                          | Powell Industries, Inc.                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      8838 | NS      | $1859957.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                 | PriceSmart, Inc.                                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     43049 | NS      | $4521866.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                      | Quaker Chemical Corporation                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     51700 | NS      | $5787298.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                | Radian Group Inc.                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     28573 | NS      | $1029199.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                             | Rentokil Initial PLC                             | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    288103 | NS      | $6914472.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                           | Rush Enterprises, Inc.                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     64301 | NS      | $3312144.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | Science Applications International Corporation   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     17603 | NS      | $1982273.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                  | Selective Insurance Group, Inc.                  | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     66490 | NS      | $5761358.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group, Inc.          | Skyward Specialty Insurance Group, Inc.          | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |    348200 | NS      | $20122478.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                     | Southwest Gas Holdings, Inc.                     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83242 | NS      | $6192372.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                   | Steelcase Inc.                                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    602355 | NS      | $6282562.65   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation         | Stewart Information Services Corporation         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     90580 | NS      | $5896758.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | Teleflex Incorporated                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     42950 | NS      | $5083562.00   | 0.28%             |  |  |  | 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        |    157478 | NS      | $5603067.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Company, The                              | Timken Company, The                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     74510 | NS      | $5405700.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                | TripAdvisor, Inc.                                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    243248 | NS      | $3174386.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                           | UFP Technologies, Inc.                           | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     19418 | NS      | $4741098.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB Financial Corporation                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     89697 | NS      | $9432536.52   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                             | Unifirst Corporation                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     87356 | NS      | $16442146.32  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                            | Virtu Financial, Inc.                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    250531 | NS      | $11221283.49  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | Vontier Corporation                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    207612 | NS      | $7660882.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS Financial Corporation                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    178547 | NS      | $9820085.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD, Inc.                                       | WAFD, Inc.                                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171306 | NS      | $5015839.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                         | Werner Enterprises, Inc.                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    105060 | NS      | $2874441.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                    | Willscot Holdings Corporation                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    162409 | NS      | $4450006.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                              | Winmark Corporation                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12024 | NS      | $4540382.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                          | Cushman & Wakefield PLC                          | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |   1065500 | NS      | $11795085.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole Public Limited Company                      | Dole Public Limited Company                      | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |    174936 | NS      | $2447354.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | Essent Group Ltd.                                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    111247 | NS      | $6756030.31   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                 | Gates Industrial Corporation PLC                 | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |    163813 | NS      | $3772613.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | Weatherford International Public Limited Company | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     58240 | NS      | $2930054.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                              | Nomad Foods Limited                              | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    561988 | NS      | $9548176.12   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                  | Tecnoglass Inc.                                  | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |     86490 | NS      | $6690866.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd              | White Mountains Insurance Group Ltd              | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |     22349 | NS      | $40132546.28  | 2.25%             |  |  |  | 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        |    298690 | NS      | $7980996.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                           | CRISPR Therapeutics AG                           | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |     52544 | NS      | $2555740.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH Industrial N.V.                              | CNH Industrial N.V.                              | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    439119 | NS      | $5690982.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                               | DHT Holdings, Inc.                               | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |    325968 | NS      | $3523714.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                          | Brandywine Realty Trust                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    627598 | NS      | $2692395.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                        | BrightView Holdings, Inc.                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    413662 | NS      | $6887472.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                          | Brookline Bancorp, Inc.                          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205245 | NS      | $2165334.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                        | CNA Financial Corporation                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     93397 | NS      | $4345762.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                            | CSW Industrials, Inc.                            | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     29200 | NS      | $8375436.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX Resources Corporation                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    193958 | NS      | $6532505.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                 | CVR Energy, Inc.                                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     64707 | NS      | $1737382.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                          | Caci International Inc.                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     21949 | NS      | $10463088.30  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings, Inc.                             | Cadre Holdings, Inc.                             | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249800 | NS      | $7956130.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                            | Cannae Holdings, Inc.                            | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    338948 | NS      | $7067065.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc.                                  | Cleanspark Inc.                                  | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265684 | NS      | $2930494.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy, Inc.                            | Clearway Energy, Inc.                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    135304 | NS      | $4329728.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                  | CoreCivic, Inc.                                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    573739 | NS      | $12088680.73  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase, Inc.                                  | Couchbase, Inc.                                  | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |    270076 | NS      | $6584452.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                  | DMC Global Inc.                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    402404 | NS      | $3243376.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                          | Delek US Holdings, Inc.                          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    205931 | NS      | $4361618.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                             | Dentsply Sirona Inc.                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    418560 | NS      | $6646732.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                        | Dream Finders Homes, Inc.                        | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    369877 | NS      | $9295009.01   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc.                           | Element Solutions Inc.                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    942219 | NS      | $21341260.35  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                    | Embecta Corp.                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    197496 | NS      | $1913736.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | Encompass Health Corporation                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     52385 | NS      | $6423972.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                           | The Ensign Group, Inc.                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    103377 | NS      | $15946936.02  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB Corporation                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     42710 | NS      | $5148690.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                    | EVERTEC, Inc.                                    | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    129484 | NS      | $4667898.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                             | Evolent Health, Inc.                             | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    136802 | NS      | $1540390.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | First American Financial Corporation             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    181890 | NS      | $11166227.10  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                                | ACV Auctions Inc.                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275368 | NS      | $4466468.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                               | ACM Research, Inc.                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |    149004 | NS      | $3859203.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corporation                            | API Group Corporation                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    136600 | NS      | $6973430.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN Incorporated                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    153000 | NS      | $7639290.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                  | Acadia Healthcare Company, Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    131032 | NS      | $2973116.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                              | ACI Worldwide, Inc.                              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    138866 | NS      | $6375338.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth LLC                                  | AdaptHealth LLC                                  | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |   1124000 | NS      | $10599320.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                       | Addus HomeCare Corporation                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |    208800 | NS      | $24051672.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                            | Air Lease Corporation                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    362631 | NS      | $21210287.19  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                     | Alight, Inc.                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    764070 | NS      | $4324636.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                          | Alkami Technology, Inc.                          | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141662 | NS      | $4269692.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                          | Alphatec Holdings, Inc.                          | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    291418 | NS      | $3234739.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                      | Amalgamated Financial Corp.                      | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121512 | NS      | $3791174.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                           | U-Haul Holding Company                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    224115 | NS      | $12185132.55  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                    | American Woodmark Corporation                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    251113 | NS      | $13401900.81  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car Mart, Inc.                         | America's Car Mart, Inc.                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143600 | NS      | $8047344.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT, Inc.                     | Apple Hospitality REIT, Inc.                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    351564 | NS      | $4102751.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                     | Arcellx Inc.                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19344 | NS      | $1273802.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                 | Armstrong World Industries, Inc.                 | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     56712 | NS      | $9212297.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                          | Arrow Electronics, Inc.                          | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     43060 | NS      | $5487135.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                     | Ashland Inc.                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    109700 | NS      | $5515716.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                      | Atkore Inc.                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     48317 | NS      | $3408764.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                              | Atlantic Union Bank                              | CUSIP: 04911A107<br>LEI: 549300ZTT08EKQRVTR15 | Long             | EC               | CORP              | US        |    127165 | NS      | $3977721.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | Avista Corporation                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     65030 | NS      | $2467888.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                       | Axcelis Technologies, Inc.                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    219824 | NS      | $15319534.56  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                            | The AZEK Company Inc.                            | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206000 | NS      | $11196100.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.               | BJ's Wholesale Club Holdings, Inc.               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    128109 | NS      | $13813993.47  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc., The                               | Bancorp, Inc., The                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168430 | NS      | $9595457.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                       | Bank of Hawaii Corporation                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     90386 | NS      | $6103766.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | Bank OZK                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     64824 | NS      | $3050617.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corporation                        | Bausch + Lomb Corporation                        | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    137631 | NS      | $1790579.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corporation                          | Black Hills Corporation                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     70814 | NS      | $3972665.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Global Corporation                     | Blue Bird Global Corporation                     | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     47098 | NS      | $2032749.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                        | CNO Financial Group, Inc.                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    111600 | NS      | $4305528.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                            | Cal-Maine Foods, Inc.                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     65482 | NS      | $6523971.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                  | First Citizens BancShares, Inc.                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      9848 | NS      | $19267316.56  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                             | First Hawaiian, Inc.                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    330078 | NS      | $8238746.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                  | Frontdoor, Inc.                                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    263639 | NS      | $15538882.66  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                            | NCR Voyix Corporation                            | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    182685 | NS      | $2142895.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.   | Charles River Laboratories International, Inc.   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     33710 | NS      | $5114818.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                               | Enovis Corporation                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     72357 | NS      | $2269115.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                    | Columbia Banking System, Inc.                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    384414 | NS      | $8987599.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                        | Commerce Bancshares, Inc.                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188119 | NS      | $11695367.56  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | Commercial Metals Company                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     52626 | NS      | $2573937.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                               | CONMED Corporation                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    141160 | NS      | $7351612.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                            | Dorman Products, Inc.                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84000 | NS      | $10304280.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                 | Dynavax Technologies Corporation                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    173632 | NS      | $1722429.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                         | Enerpac Tool Group Corp.                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    181521 | NS      | $7362491.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                       | ePlus inc.                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    290631 | NS      | $20954495.10  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                          | Euronet Worldwide, Inc.                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    130000 | NS      | $13179400.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | F.N.B. Corporation                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    363929 | NS      | $5306084.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                           | Federated Hermes, Inc.                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     52665 | NS      | $2334112.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                              | Flowers Foods, Inc.                              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    460471 | NS      | $7358326.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Formfactor, Inc.                                 | Formfactor, Inc.                                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    273000 | NS      | $9393930.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                              | H.B. Fuller Company                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    123240 | NS      | $7412886.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                               | Getty Realty Corp.                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    163642 | NS      | $4523064.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Les Vetements de Sport Gildan Inc.               | Les Vetements de Sport Gildan Inc.               | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |    257600 | NS      | $12684224.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman- Rupp Company, The                        | Gorman- Rupp Company, The                        | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80111 | NS      | $2941675.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                         | Group 1 Automotive, Inc.                         | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     20668 | NS      | $9025922.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corporation            | Gulfport Energy Operating Corporation            | CUSIP: 402635502<br>LEI: 549300FJX18IDUFPHD40 | Long             | EC               | CORP              | US        |     25978 | NS      | $5225994.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF Sinclair Corporation                          | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     89200 | NS      | $3664336.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | Haemonetics Corporation                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     97373 | NS      | $7264999.53   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                         | Lumen Technologies, Inc.                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    325708 | NS      | $1426601.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC              | Mine Safety Appliances Company, LLC              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |     55415 | NS      | $9283674.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                       | Marcus & Millichap Company                       | CUSIP: 566324109<br>LEI: 5493005IJXKBQZXLRO44 | Long             | EC               | CORP              | US        |    346442 | NS      | $10639233.82  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | Matador Resources Company                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     46383 | NS      | $2213396.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                    | Maximus, Inc.                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    134046 | NS      | $9410029.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                 | McGrath RentCorp                                 | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    110815 | NS      | $12850107.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                     | Modine Manufacturing Company                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    196279 | NS      | $19333481.50  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG Inc.                                        | MOOG Inc.                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     23952 | NS      | $4334593.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | Murphy USA Inc.                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     26956 | NS      | $10965700.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                | Napco Security Technologies, Inc.                | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |    197924 | NS      | $5876363.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                      | Atlas Energy Solutions Inc.                      | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    488260 | NS      | $6528036.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corporation                         | NorthWestern Corporation                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    122408 | NS      | $6279530.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.            | Ollie's Bargain Outlet Holdings, Inc.            | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     68800 | NS      | $9066464.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                            | Open Text Corporation                            | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |    120640 | NS      | $3522688.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                  | Papa John's International, Inc.                  | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     36099 | NS      | $1766685.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                       | PAR Technology Corporation                       | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |    123784 | NS      | $8586896.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                         | Patrick Industries, Inc.                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    106138 | NS      | $9793353.26   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp.                                     | Plexus Corp.                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     12305 | NS      | $1664989.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | Portland General Electric Company                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     95890 | NS      | $3896010.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                       | Terreno Realty Corporation                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86830 | NS      | $4868558.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                   | Texas Capital Bancshares, Inc.                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     46876 | NS      | $3721954.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                               | Vail Resorts, Inc.                               | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     34757 | NS      | $5461367.41   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                  | Valvoline, Inc.                                  | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    201890 | NS      | $7645574.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                        | Varex Imaging Corporation                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    436261 | NS      | $3782382.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                        | V2X, Inc.                                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60332 | NS      | $2929118.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                              | Vericel Corporation                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     97663 | NS      | $4155560.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                       | Verra Mobility Corporation                       | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    786317 | NS      | $19964588.63  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions And Hospitality, Inc.        | Pursuit Attractions And Hospitality, Inc.        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     77597 | NS      | $2237121.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                 | Virtus Investment Partners, Inc.                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     58500 | NS      | $10611900.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                           | Warrior Met Coal, Inc.                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     56050 | NS      | $2568771.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                        | WESCO International, Inc.                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     62380 | NS      | $11552776.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                        | Wex, Inc.                                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     58897 | NS      | $8651380.33   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                       | Winnebago Industries, Inc.                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    199090 | NS      | $5773610.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | Wintrust Financial Corporation                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    173373 | NS      | $21494784.54  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                   | Woodward, Inc.                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     54809 | NS      | $13433137.81  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                   | Wyndham Hotels & Resorts, Inc.                   | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    115182 | NS      | $9353930.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                        | Yelp Inc.                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     72256 | NS      | $2476213.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                              | YETI Holdings, Inc.                              | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    493435 | NS      | $15553071.20  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                            | Assured Guaranty Ltd.                            | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |    263030 | NS      | $22909913.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                    | AXIS Capital Holdings Limited                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     98377 | NS      | $10213500.14  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Limited                          | Burford Capital Limited                          | CUSIP: N/A<br>LEI: 549300FUKUWFYJMT2277       | Long             | EC               | CORP              | GG        |    478040 | NS      | $6816850.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Asset Management, LLC           | JNL Government Money Market Fund - Class SL      | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15899480 | NS      | $15899479.95  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer