# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001086
**Filing Date:** 2025-8
**Character Count:** 143058
**Document Hash:** 5ad3a84259a3bcfe98bcab5e7d16dbb1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001086.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001086

**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:** 251265952

**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 Mid Cap Index Fund (Series ID: S000071119)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000225785 | JNL Mid 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 Mid Cap Index Fund

- **b. EDGAR series identifier (if any):** S000071119

- **c. LEI of Series:** 549300K405WCQFPT6Q95

**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:** $3295859598.46

**Total Liabilities:** $9338004.15

**Net Assets:** $3286521594.31

**Cash Not Reported:** $2086304.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225785 | -2.22%               | 5.35%                | 3.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1469916.25             | $-72805031.24                              |
| Month 2  | $3105135.28              | $156045575.41                              |
| Month 3  | $9749718.39              | $97151170.72                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Belden Inc.                                      | Belden Inc.                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     44628 | NS      | $5167922.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Holdings, Inc.                              | Bill Holdings, Inc.                              | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |    105551 | NS      | $4882789.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                       | Bio-Rad Laboratories, Inc.                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     20620 | NS      | $4976018.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | Black Hills Corporation                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     82987 | NS      | $4655570.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                | H & R Block, Inc.                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    149608 | NS      | $8211983.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Company, Inc., The                   | Boston Beer Company, Inc., The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      9189 | NS      | $1753353.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                          | Boyd Gaming Corporation                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     68887 | NS      | $5389030.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Company, The                             | Brink's Company, The                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     47094 | NS      | $4205023.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | Bruker Corporation                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    127306 | NS      | $5245007.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | Brunswick Corporation                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     75034 | NS      | $4144878.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                          | Burlington Stores, Inc.                          | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     70980 | NS      | $16512787.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | Cabot Corporation                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     60408 | NS      | $4530600.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                          | Caci International Inc.                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     24707 | NS      | $11777826.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                  | Carlisle Companies Incorporated                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     48505 | NS      | $18111767.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | Carpenter Technology Corporation                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     55697 | NS      | $15393536.86  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                     | Casey's General Stores, Inc.                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     41863 | NS      | $21361433.01  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA Group, Inc.                                 | CAVA Group, Inc.                                 | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91034 | NS      | $7667793.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                | Choice Hotels International, Inc.                | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     25023 | NS      | $3174918.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Incorporated                     | Churchill Downs Incorporated                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     81194 | NS      | $8200594.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                | Ciena Corporation                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    161794 | NS      | $13158706.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                               | Cirrus Logic, Inc.                               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     59586 | NS      | $6212138.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                          | Civitas Resources, Inc.                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     98719 | NS      | $2716746.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                              | Clean Harbors, Inc.                              | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     56460 | NS      | $13052422.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | Cleveland-Cliffs Inc.                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    551575 | NS      | $4191970.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | Coherent Corp.                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    174235 | NS      | $15543504.35  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | Concentrix Corporation                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52049 | NS      | $2751049.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | Hancock Whitney Corporation                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     95328 | NS      | $5471827.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc, The                 | Hanover Insurance Group Inc, The                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     40745 | NS      | $6921353.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                            | Harley-Davidson, Inc.                            | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    122453 | NS      | $2889890.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | Hexcel Corporation                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     88906 | NS      | $5022299.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                         | Hims & Hers Health, Inc.                         | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    220380 | NS      | $10985943.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares, Inc.                            | Home BancShares, Inc.                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205373 | NS      | $5844915.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                             | Houlihan Lokey, Inc.                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     60323 | NS      | $10855123.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                         | Hyatt Hotels Corporation                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     46402 | NS      | $6480039.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                    | IDACORP, Inc.                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     61271 | NS      | $7073736.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                   | Illumina, Inc.                                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |    177300 | NS      | $16916193.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | Ingredion Incorporated                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     71875 | NS      | $9747687.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | International Bancshares Corporation             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     60383 | NS      | $4019092.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                      | Zurich American Corporation                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     66505 | NS      | $4292232.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | Kirby Corporation                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     62835 | NS      | $7126117.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Materials, Inc.                              | KRC Materials, Inc.                              | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64018 | NS      | $5226470.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                     | Macy's, Inc.                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    313363 | NS      | $3653812.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                               | ManpowerGroup Inc.                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     52840 | NS      | $2134736.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation         | Marriott Vacations Worldwide Corporation         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     36313 | NS      | $2625793.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                           | Medpace Holdings, Inc.                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     26667 | NS      | $8369704.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.        | Knight-Swift Transportation Holdings Inc.        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182607 | NS      | $8076707.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                        | Lamar Advertising Company                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     98269 | NS      | $11925925.84  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | Lancaster Colony Corporation                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     21650 | NS      | $3740470.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                            | Landstar System, Inc.                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     38569 | NS      | $5361862.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV Inc.                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    416398 | NS      | $5175827.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                     | Neurocrine Biosciences, Inc.                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    112069 | NS      | $14085952.61  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, LLC                             | Shift4 Payments, LLC                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75524 | NS      | $7485183.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotera Health LLC                                | Sotera Health LLC                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173665 | NS      | $1931154.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                       | AAON, Inc.                                       | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |     75579 | NS      | $5573951.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO Corporation                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     69328 | NS      | $7151876.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                          | Abercrombie & Fitch Co.                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     53371 | NS      | $4421787.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                  | Affiliated Managers Group, Inc.                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     32459 | NS      | $6386957.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | Agree Realty Corporation                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124701 | NS      | $9110655.06   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | Spire Inc.                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     67249 | NS      | $4908504.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                     | Sprouts Farmers Market, Inc.                     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    109998 | NS      | $18110070.72  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                            | STAG Industrial, Inc.                            | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    208728 | NS      | $7572651.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                    | Starwood Property Trust, Inc.                    | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    358987 | NS      | $7204869.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group, Inc.                           | Alaska Air Group, Inc.                           | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    137168 | NS      | $6787072.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies, Inc.                       | Albertsons Companies, Inc.                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    452523 | NS      | $9733769.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | Alcoa Corporation                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    289181 | NS      | $8533731.31   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                     | ALLETE, Inc.                                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     65144 | NS      | $4173776.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                   | Amedisys, Inc.                                   | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     36256 | NS      | $3567227.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                   | American Financial Group, Inc.                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     80506 | NS      | $10160662.26  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | Synaptics Incorporated                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     43988 | NS      | $2851302.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | Synovus Financial Corp.                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    157177 | NS      | $8133909.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                        | Nexstar Media Group, Inc.                        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     31908 | NS      | $5518488.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | Novanta Inc.                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     40807 | NS      | $5261246.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX Corporation                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     84061 | NS      | $11407077.70  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation              | Taylor Morrison Home II Corporation              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    112421 | NS      | $6904897.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                           | Amkor Technology, Inc.                           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    122380 | NS      | $2568756.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                  | Annaly Capital Management, Inc.                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    683983 | NS      | $12872560.06  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                    | Somnigroup International Inc.                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    232412 | NS      | $15815636.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | Tenet Healthcare Corporation                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    104381 | NS      | $18371056.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                 | AptarGroup, Inc.                                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     74317 | NS      | $11625408.31  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                          | Arrow Electronics, Inc.                          | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     58397 | NS      | $7441529.71   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                 | Tetra Tech, Inc.                                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    294490 | NS      | $10589860.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                   | Texas Capital Bancshares, Inc.                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     52018 | NS      | $4130229.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                   | TopBuild Corp.                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     31934 | NS      | $10338313.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                               | Trex Company, Inc.                               | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |    119992 | NS      | $6525164.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                     | Ashland Inc.                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     52602 | NS      | $2644828.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                | Core & Main, Inc.                                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212881 | NS      | $12847368.35  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT Defense Properties                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    124021 | NS      | $3420499.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Incorporated                       | Cytokinetics, Incorporated                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    133042 | NS      | $4395707.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                             | UFP Industries, Inc.                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     66914 | NS      | $6648575.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                  | United Therapeutics Corporation                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     50676 | NS      | $14561748.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                               | DT Midstream, Inc.                               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113842 | NS      | $12512374.22  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                             | Dentsply Sirona Inc.                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    224680 | NS      | $3567918.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                    | Universal Display Corporation                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50206 | NS      | $7754818.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | Unum Group                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    179707 | NS      | $14513137.32  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                         | Dolby Laboratories, Inc.                         | CUSIP: 25659T107<br>LEI: 5493003RN4N4ACTUEC28 | Long             | EC               | CORP              | US        |     69354 | NS      | $5150228.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                    | Dropbox, Inc.                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    220054 | NS      | $6293544.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                                   | Duolingo, Inc.                                   | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44123 | NS      | $18091312.46  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                   | Doximity, Inc.                                   | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149431 | NS      | $9166097.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                         | Warner Music Group Corp.                         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159911 | NS      | $4355975.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                     | Watsco, Inc.                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     39358 | NS      | $17381279.96  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                              | e.l.f. Beauty, Inc.                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     63734 | NS      | $7931058.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     88474 | NS      | $5154495.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                   | Watts Water Technologies, Inc.                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     30625 | NS      | $7530381.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | Webster Financial Corporation                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    191373 | NS      | $10448965.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | Eagle Materials Inc.                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     37078 | NS      | $7493834.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                          | East West Bancorp, Inc.                          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154873 | NS      | $15639075.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                | EMCOR Group, Inc.                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     50318 | NS      | $26914595.02  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | Encompass Health Corporation                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    112771 | NS      | $13829107.73  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | EnerSys                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     45276 | NS      | $3883322.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                           | The Ensign Group, Inc.                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     63823 | NS      | $9845335.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                   | Entegris, Inc.                                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    170020 | NS      | $13712113.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                     | Envista Holdings Corporation                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    184148 | NS      | $3598251.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                | Equity Lifestyle Properties, Inc.                | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    213853 | NS      | $13188314.51  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB Corporation                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     64117 | NS      | $7729304.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                        | Essential Utilities, Inc.                        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    290621 | NS      | $10793663.94  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                    | Evercore Inc.                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     40363 | NS      | $10898817.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                   | Exelixis, Inc.                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    307175 | NS      | $13538738.13  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                   | Exponent, Inc.                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     57287 | NS      | $4279911.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                | Fidelity National Financial, Inc.                | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    293175 | NS      | $16435390.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | First American Financial Corporation             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    115227 | NS      | $7073785.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.                 | First Financial Bankshares, Inc.                 | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    145805 | NS      | $5246063.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.              | First Industrial Realty Trust, Inc.              | CUSIP: 32054K103<br>LEI: 549300R8UPDF52PO7C86 | Long             | EC               | CORP              | US        |    147076 | NS      | $7078767.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                  | FirstCash, Inc.                                  | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     43791 | NS      | $5917915.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                 | Five Below, Inc.                                 | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     61574 | NS      | $8077277.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | Flowserve Corporation                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    147051 | NS      | $7698119.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                 | Fortune Brands Innovations, Inc.                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    138162 | NS      | $7112579.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.             | Frontier Communications Parent, Inc.             | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |    251152 | NS      | $9141932.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                               | GXO Logistics Inc.                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    128325 | NS      | $6249427.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.              | Gaming and Leisure Properties, Inc.              | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    310732 | NS      | $14504969.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                   | GameStop Corp.                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    461959 | NS      | $11267180.01  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp, Inc.                            | Glacier Bancorp, Inc.                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    132974 | NS      | $5728519.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                     | Grand Canyon Education, Inc.                     | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     31983 | NS      | $6044787.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                         | Guidewire Software, Inc.                         | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     94292 | NS      | $22201051.40  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                      | Halozyme Therapeutics, Inc.                      | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    138391 | NS      | $7199099.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                               | HealthEquity, Inc.                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     97003 | NS      | $10162034.28  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated             | Healthcare Realty Trust Incorporated             | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |    398965 | NS      | $6327584.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                      | Hilton Grand Vacations Inc.                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     64603 | NS      | $2682962.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG Photonics Corporation                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     29933 | NS      | $2054900.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                         | ITT Inc.                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     88775 | NS      | $13922583.25  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                  | Lincoln Electric Holdings, Inc.                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     63135 | NS      | $13089148.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                              | Lithia Motors, Inc.                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     29709 | NS      | $10036294.38  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                 | Littelfuse, Inc.                                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     27669 | NS      | $6273392.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation (W VA)             | Louisiana-Pacific Corporation (W VA)             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     69784 | NS      | $6000726.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                      | MGIC Investment Corporation                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    268299 | NS      | $7469444.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC              | Mine Safety Appliances Company, LLC              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |     44017 | NS      | $7374168.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                  | MSC Industrial Direct Co., Inc.                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     50487 | NS      | $4292404.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                       | Manhattan Associates, Inc.                       | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     68396 | NS      | $13506158.12  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                   | Maplebear Inc.                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184563 | NS      | $8349630.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                               | Masimo Corporation                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     50166 | NS      | $8438924.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                     | MasTec, Inc.                                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     68087 | NS      | $11604067.41  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | Matador Resources Company                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    132824 | NS      | $6338361.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                     | Mattel, Inc.                                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    362686 | NS      | $7152167.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                    | Maximus, Inc.                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     65146 | NS      | $4573249.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corporation, The                        | Middleby Corporation, The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     61020 | NS      | $8786880.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                | Morningstar, Inc.                                | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     30081 | NS      | $9443328.33   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                         | Mueller Industries, Inc.                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    124363 | NS      | $9883127.61   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | Murphy Oil Corporation                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    145960 | NS      | $3284100.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | Murphy USA Inc.                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     20273 | NS      | $8247056.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                        | National Fuel Gas Company                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    100856 | NS      | $8543511.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                   | NNN REIT, Inc.                                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    209931 | NS      | $9064820.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                | National Storage Affiliates Trust                | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79049 | NS      | $2528777.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | New Jersey Resources Corporation                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    112853 | NS      | $5058071.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| One Gas, Inc.                                    | One Gas, Inc.                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     63999 | NS      | $4598968.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                         | Flagstar Financial, Inc.                         | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    344935 | NS      | $3656311.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | The New York Times Company                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    183068 | NS      | $10248146.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                         | Option Care Health, Inc.                         | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    183736 | NS      | $5967745.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                               | Ovintiv Canada ULC                               | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |    290352 | NS      | $11047893.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NewMarket Corporation                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      8508 | NS      | $5877836.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                  | PBF Energy Inc.                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    107719 | NS      | $2334270.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                | TXNM Energy, Inc.                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    105041 | NS      | $5915909.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | Parsons Corporation                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     52615 | NS      | $3776178.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                    | Paylocity Holding Corporation                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     48960 | NS      | $8871062.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                    | Penske Automotive Group, Inc.                    | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     20715 | NS      | $3559044.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                   | Penumbra, Inc.                                   | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     43571 | NS      | $11181625.73  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                   | Performance Food Group Company                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    176154 | NS      | $15408190.38  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | Permian Resources Corporation                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    716015 | NS      | $9752124.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                      | Pilgrim's Pride Corporation                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     46431 | NS      | $2088466.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                | Pinnacle Financial Partners, Inc.                | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     85770 | NS      | $9469865.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                             | Planet Fitness, Inc.                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     93874 | NS      | $10236959.70  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                  | Primerica, Inc.                                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     37545 | NS      | $10274940.15  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                              | Ally Financial Inc.                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    309020 | NS      | $12036329.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | Associated Banc-Corp                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    181646 | NS      | $4430345.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                    | Autoliv, Inc.                                    | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     80299 | NS      | $8985458.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                          | Avis Budget Group, Inc.                          | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     19735 | NS      | $3336201.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines Group Inc.                     | American Airlines Group Inc.                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    741556 | NS      | $8320258.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| American Homes 4 Rent                            | American Homes 4 Rent                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    355081 | NS      | $12807771.67  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                      | Avnet, Inc.                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     93386 | NS      | $4956928.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                          | Bath & Body Works, Inc.                          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    241317 | NS      | $7229857.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                     | Coca-Cola Consolidated, Inc.                     | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     66550 | NS      | $7430307.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                               | Cognex Corporation                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    189459 | NS      | $6009639.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | Antero Resources Corporation                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    327410 | NS      | $13188074.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                            | ChampionX Corporation                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    216181 | NS      | $5369936.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                           | Chart Industries, Inc.                           | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     50395 | NS      | $8297536.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | Chemed Corporation                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     16709 | NS      | $8136113.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                    | Columbia Banking System, Inc.                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233374 | NS      | $5456284.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | Columbia Sportswear Company                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     34041 | NS      | $2079224.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                      | Chewy, Inc.                                      | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    242808 | NS      | $10348476.96  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                      | Dick's Sporting Goods, Inc.                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     63400 | NS      | $12541154.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                        | Comfort Systems USA, Inc.                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     39713 | NS      | $21294507.73  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                            | Comerica Incorporated                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    147440 | NS      | $8794796.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                   | DocuSign, Inc.                                   | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |    228002 | NS      | $17759075.78  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                          | Donaldson Company, Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    135221 | NS      | $9377576.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                  | Dynatrace, Inc.                                  | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338002 | NS      | $18661090.42  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                       | EastGroup Properties, Inc.                       | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     59120 | NS      | $9880134.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | EchoStar Corporation                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    150648 | NS      | $4172949.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                          | Euronet Worldwide, Inc.                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     45975 | NS      | $4660945.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                        | ExlService Holdings, Inc.                        | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    182371 | NS      | $7986026.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | F.N.B. Corporation                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    405643 | NS      | $5914274.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                             | FTI Consulting, Inc.                             | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     37832 | NS      | $6109868.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                           | Federated Hermes, Inc.                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     86395 | NS      | $3829026.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                        | First Horizon Corporation                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    579388 | NS      | $12283025.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                     | Floor & Decor Holdings, Inc.                     | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |    119270 | NS      | $9059749.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                | Fluor Corporation                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    185025 | NS      | $9486231.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                              | Flowers Foods, Inc.                              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    223487 | NS      | $3571322.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corporation                                 | GATX Corporation                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     39389 | NS      | $6048574.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc., The                                   | Gap, Inc., The                                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    248941 | NS      | $5429403.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | Gentex Corporation                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    256033 | NS      | $5630165.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                             | Globus Medical, Inc.                             | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    126440 | NS      | $7462488.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company               | The Goodyear Tire & Rubber Company               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    320441 | NS      | $3322973.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                       | Graco Inc.                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    186998 | NS      | $16076218.06  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                        | Graham Holdings Co., Ltd.                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      3787 | NS      | $3583145.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | Graphic Packaging Holding Company                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    341060 | NS      | $7186134.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                      | Greif, Inc.                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     28521 | NS      | $1853579.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF Sinclair Corporation                          | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |    178722 | NS      | $7341899.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | Haemonetics Corporation                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     56746 | NS      | $4233819.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                       | Hamilton Lane Incorporated                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     48498 | NS      | $6892535.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | Rambus Inc.                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    119934 | NS      | $7678174.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | Rayonier Inc.                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    159328 | NS      | $3533895.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | Regal Rexnord Corporation                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     74130 | NS      | $10745884.80  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated       | Reinsurance Group of America, Incorporated       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     74539 | NS      | $14785556.04  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                   | Reliance, Inc.                                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     58885 | NS      | $18484001.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                             | Repligen Corporation                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     59737 | NS      | $7430088.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                 | Royal Gold, Inc.                                 | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     74495 | NS      | $13248190.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                               | Ryder System, Inc.                               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     46905 | NS      | $7457895.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corporation                            | API Group Corporation                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    270580 | NS      | $13813109.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                          | SEI Investments Company                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    105761 | NS      | $9503683.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                       | Sarepta Therapeutics, Inc.                       | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    107016 | NS      | $1829973.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | Science Applications International Corporation   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     52936 | NS      | $5961122.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Company, The                  | Scotts Miracle-Gro Company, The                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     49345 | NS      | $3254796.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN Incorporated                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     50071 | NS      | $2500045.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                  | Acadia Healthcare Company, Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    104641 | NS      | $2374304.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                              | Acuity Brands, Inc.                              | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34348 | NS      | $10247382.32  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                            | AECOM                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    148522 | NS      | $16762192.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                  | Advanced Drainage Systems, Inc.                  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     79639 | NS      | $9147335.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                         | ATI Inc.                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    159663 | NS      | $13785303.42  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                  | Selective Insurance Group, Inc.                  | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     67612 | NS      | $5858579.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                | Service Corporation International                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    160142 | NS      | $13035558.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | Silicon Laboratories Inc.                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     36222 | NS      | $5337673.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | Silgan Holdings Inc.                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     89970 | NS      | $4874574.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                        | Allegro Microsystems Inc.                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146461 | NS      | $5007501.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                     | Antero Midstream Corporation                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    374193 | NS      | $7090957.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                  | Independence Realty Trust, Inc.                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    255579 | NS      | $4521192.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                  | Insperity, Inc.                                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     39848 | NS      | $2395661.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                        | Commerce Bancshares, Inc.                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136313 | NS      | $8474579.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | Commercial Metals Company                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    126110 | NS      | $6168040.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                  | Simpson Manufacturing Co., Inc.                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     47517 | NS      | $7379865.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                            | Skechers U.S.A., Inc.                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    145807 | NS      | $9200421.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio, Inc.                                   | AppFolio, Inc.                                   | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     25854 | NS      | $5953659.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.            | Applied Industrial Technologies, Inc.            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     42914 | NS      | $9975359.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                          | CommVault Systems, Inc.                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     49248 | NS      | $8585403.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | Coty Inc.                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    409865 | NS      | $1905872.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                  | Interactive Brokers Group, Inc.                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    490532 | NS      | $27180378.12  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | Sonoco Products Company                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    110698 | NS      | $4822004.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                            | Texas Roadhouse, Inc.                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     74427 | NS      | $13948364.07  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                            | Thor Industries, Inc.                            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     60321 | NS      | $5357108.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Company, The                              | Timken Company, The                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     70693 | NS      | $5128777.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                              | Toll Brothers, Inc.                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    111784 | NS      | $12757907.92  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Company, The                                | Toro Company, The                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    112624 | NS      | $7960264.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | Travel + Leisure Co.                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     76545 | NS      | $3950487.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI Corporation                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    241122 | NS      | $8781663.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB Financial Corporation                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     79684 | NS      | $8379569.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                               | Under Armour, Inc.                               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    220310 | NS      | $1504717.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                               | Under Armour, Inc.                               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    137602 | NS      | $893036.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                          | United Bankshares, Inc.                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    160487 | NS      | $5846541.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                           | US Foods Holding Corp.                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    259953 | NS      | $20018980.53  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | V.F. Corporation                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    380031 | NS      | $4465364.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | Cousins Properties Incorporated                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    191084 | NS      | $5738252.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Company                                    | Crane Company                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     54248 | NS      | $10301152.72  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                               | Vail Resorts, Inc.                               | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     41858 | NS      | $6577147.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | Valley National Bancorp                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    518316 | NS      | $4628561.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Nxt, Co.                                   | Crane Nxt, Co.                                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     54568 | NS      | $2941215.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs, Inc.                                      | Crocs, Inc.                                      | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     62721 | NS      | $6352382.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                         | Valmont Industries, Inc.                         | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     22395 | NS      | $7313535.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                  | Valvoline, Inc.                                  | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    142265 | NS      | $5387575.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                             | Crown Holdings, Inc.                             | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    129451 | NS      | $13330863.98  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cubesmart, L.P.                                  | Cubesmart, L.P.                                  | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |    257026 | NS      | $10923605.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                               | Viper Energy, Inc.                               | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |    146547 | NS      | $5587837.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | Visteon Corporation                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     31025 | NS      | $2894632.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                       | Cullen/Frost Bankers, Inc.                       | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     71697 | NS      | $9215932.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                       | Curtiss-Wright Corporation                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     42492 | NS      | $20759466.60  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | Vontier Corporation                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    166310 | NS      | $6136839.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | Vornado Realty Trust                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185733 | NS      | $7102429.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | Darling Ingredients Inc.                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    177042 | NS      | $6716973.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                          | Aramark                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    293443 | NS      | $12286458.41  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                 | AutoNation, Inc.                                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27802 | NS      | $5522867.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                             | Voya Financial, Inc.                             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    107701 | NS      | $7646771.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                  | W.P. Carey Inc.                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    247508 | NS      | $15439549.04  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                              | The Wendy's Company                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    176842 | NS      | $2019535.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                        | WESCO International, Inc.                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     49560 | NS      | $9178512.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                    | Avantor, Inc.                                    | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    764144 | NS      | $10285378.24  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | Avient Corporation                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    103196 | NS      | $3334262.76   | 0.10%             |  |  |  | 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        |    147436 | NS      | $15898023.88  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                      | BWXT Government Group, Inc.                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    102355 | NS      | $14745261.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                        | Wex, Inc.                                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     38684 | NS      | $5682292.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | Wintrust Financial Corporation                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     76363 | NS      | $9467484.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | Bank OZK                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    116060 | NS      | $5461783.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.             | Bellring Intermediate Holdings, Inc.             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    141492 | NS      | $8196633.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                   | Wyndham Hotels & Resorts, Inc.                   | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     86481 | NS      | $7023122.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                              | YETI Holdings, Inc.                              | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     93037 | NS      | $2932526.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                       | ZoomInfo Technologies Inc.                       | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    297977 | NS      | $3015527.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                      | Axalta Coating Systems Ltd.                      | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    246022 | NS      | $7304393.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                     | BioMarin Pharmaceutical Inc.                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    215935 | NS      | $11869946.95  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                  | Blackbaud, Inc.                                  | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     42199 | NS      | $2709597.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | Capri Holdings Limited                           | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    132987 | NS      | $2353869.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | Essent Group Ltd.                                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    114278 | NS      | $6940102.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                      | Brighthouse Financial, Inc.                      | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     65261 | NS      | $3509083.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                      | Brixmor Property Group Inc.                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    342444 | NS      | $8917241.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | Fabrinet                                         | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     40154 | NS      | $11832580.72  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                  | Genpact Limited                                  | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    180369 | NS      | $7938039.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                        | Janus Henderson Group PLC                        | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    141150 | NS      | $5482266.00   | 0.17%             |  |  |  | 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        |     82699 | NS      | $4160586.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company      | Jazz Pharmaceuticals Public Limited Company      | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     69265 | NS      | $7350401.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LivaNova PLC                                     | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     60853 | NS      | $2739602.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company            | Nvent Electric Public Limited Company            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    185144 | NS      | $13561798.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                       | RenaissanceRe Holdings Ltd                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     55127 | NS      | $13390348.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                            | Roivant Sciences Ltd.                            | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |    466769 | NS      | $5260486.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensata Technologies Holding PLC                 | Sensata Technologies Holding PLC                 | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |    167412 | NS      | $5040775.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | Valaris Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     74222 | NS      | $3125488.42   | 0.10%             |  |  |  | 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        |    153882 | NS      | $4111727.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH Industrial N.V.                              | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    989834 | NS      | $12828248.64  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                        | Flex Ltd.                                        | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    427976 | NS      | $21364561.92  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                        | CNO Financial Group, Inc.                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    110189 | NS      | $4251091.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX Resources Corporation                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    165475 | NS      | $5573198.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | Cadence Bank                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    210579 | NS      | $6734316.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group, Inc.                          | The Carlyle Group, Inc.                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    239611 | NS      | $12316005.40  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                           | Celsius Holdings, Inc.                           | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176179 | NS      | $8172943.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                         | Equitable Holdings, Inc.                         | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    341557 | NS      | $19161347.70  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                          | Lantheus Holdings, Inc.                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     78566 | NS      | $6431412.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                | Lattice Semiconductor Corporation                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    154577 | NS      | $7572727.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | Lear Corporation                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     59720 | NS      | $5672205.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker LLC                                   | Nextracker LLC                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163355 | NS      | $8881611.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                           | RPM International Inc.                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    143908 | NS      | $15806854.72  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Corporation                           | Southstate Corporation                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    110327 | NS      | $10153393.81  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                     | Southwest Gas Holdings, Inc.                     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67088 | NS      | $4990676.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | Stifel Financial Corp.                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    115768 | NS      | $12014403.04  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | Terex Corporation                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     71808 | NS      | $3352715.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                  | Western Alliance Bancorporation                  | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    123009 | NS      | $9592241.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                        | The Western Union Company                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    383535 | NS      | $3229364.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | Westlake Corporation                             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     37947 | NS      | $2881315.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | Whirlpool Corporation                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     61549 | NS      | $6242299.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                    | Wingstop Inc.                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     31385 | NS      | $10568584.90  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                   | Woodward, Inc.                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     67124 | NS      | $16451421.16  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                        | XPO, Inc.                                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    132537 | NS      | $16738097.73  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation, National Association       | Zions Bancorporation, National Association       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    166702 | NS      | $8658501.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                      | Iridium Communications Inc.                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    118037 | NS      | $3561176.29   | 0.11%             |  |  |  | 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        |  13781037 | NS      | $13781037.29  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                   | Jefferies Financial Group Inc.                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    182374 | NS      | $9974034.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                  | Jones Lang LaSalle Incorporated                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     53710 | NS      | $13737943.80  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                        | KBR, Inc.                                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    145585 | NS      | $6979344.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                          | KB Home                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     80230 | NS      | $4249783.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | Kilroy Realty Corporation                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    119880 | NS      | $4113082.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                      | Kinsale Capital Group, Inc.                      | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     25065 | NS      | $12128953.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Naperville, LLC                      | Kite Realty Naperville, LLC                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241812 | NS      | $5477041.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                           | Kyndryl Holdings, Inc.                           | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    261189 | NS      | $10959490.44  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | Lumentum Holdings Inc.                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     78696 | NS      | $7480841.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS Inc.                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     75329 | NS      | $7484689.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.        | MACOM Technology Solutions Holdings, Inc.        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66496 | NS      | $9528211.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                               | Pure Storage, Inc.                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    349999 | NS      | $20152942.42  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                     | Qualys, Inc.                                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     40583 | NS      | $5798093.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                                  | RB Global, Inc.                                  | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |    208120 | NS      | $22100262.80  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     16883 | NS      | $3191055.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | Range Resources Corporation                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    269109 | NS      | $10944663.03  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                        | RBC Bearings Incorporated                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35298 | NS      | $13582670.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                  | Rexford Industrial Realty, Inc.                  | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    265541 | NS      | $9445293.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.              | Ryan Specialty Group Holdings, Inc.              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121187 | NS      | $8239504.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM Corporation                                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    239500 | NS      | $7853205.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                         | NorthWestern Corporation                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     69332 | NS      | $3556731.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                 | OGE Energy Corp.                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    225758 | NS      | $10019140.04  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | Chord Energy Corporation                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     64902 | NS      | $6285758.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                       | Okta, Inc.                                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    187843 | NS      | $18778664.71  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | Old National Bancorp                             | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    359746 | NS      | $7676979.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | Old Republic International Corporation           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    256495 | NS      | $9859667.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                     | Sabra Health Care REIT, Inc.                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    267098 | NS      | $4925287.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                       | Saia, Inc.                                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     30162 | NS      | $8264086.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | Olin Corporation                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    132059 | NS      | $2653065.31   | 0.08%             |  |  |  | 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        |     68588 | NS      | $9038526.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                 | Omega Healthcare Investors, Inc.                 | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    326551 | NS      | $11968094.15  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | Onto Innovation Inc.                             | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     55011 | NS      | $5552260.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                         | Ormat Technologies, Inc.                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     64935 | NS      | $5438955.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | Oshkosh Corporation                              | CUSIP: 688239201<br>LEI: 84CSVZ1N89F345OSJT09 | Long             | EC               | CORP              | US        |     71930 | NS      | $8166932.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                    | Owens Corning                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     96019 | NS      | $13204532.88  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH Corp.                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     53817 | NS      | $3691846.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                       | Park Hotels & Resorts Inc.                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    226691 | NS      | $2319048.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | Pegasystems Inc.                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     97484 | NS      | $5276808.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                             | Light & Wonder, Inc.                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     94808 | NS      | $9126218.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | Polaris Inc.                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     57326 | NS      | $2330301.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | Portland General Electric Company                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    126804 | NS      | $5152046.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                              | Post Holdings, Inc.                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     50041 | NS      | $5455970.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | PotlatchDeltic Corporation                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     80539 | NS      | $3090281.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                         | Power Integrations, Inc.                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     62253 | NS      | $3479942.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                      | Prosperity Bancshares, Inc.                      | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107544 | NS      | $7553890.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI Corp.                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     92797 | NS      | $6701799.34   | 0.20%             |  |  |  | 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        |   4555836 | NS      | $4555836.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | FUTURE - CASH SETTLED                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        72 | NC      | $679761.72    | 0.02%             |  |  |  | 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