# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013499
**Filing Date:** 2023-2
**Character Count:** 141420
**Document Hash:** 0d6d78871acc70f0c45980b689b4c008
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013499.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013499

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683228

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3078683894.49

**Total Liabilities:** $9323617.36

**Net Assets:** $3069360277.13

**Cash Not Reported:** $3104057.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225785 | 10.50%               | 6.08%                | -5.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6774521.37              | $278594841.82                              |
| Month 2  | $-3836979.11             | $187410308.83                              |
| Month 3  | $6478879.11              | $-192969965.86                             |

### Schedule of Portfolio Investments

| Name                                           | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC         | JNL Securities Lending Collateral Fund         | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6441750 | NS      | $6441750.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                    | FUTURE - CASH SETTLED                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       156 | NC      | $-427561.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     55248 | NS      | $12394888.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                    | Columbia Sportswear Company                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     51493 | NS      | $4509756.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                      | Commercial Metals Company                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    172804 | NS      | $8346433.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                       | ITT Inc.                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    123793 | NS      | $10039612.30  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                     | Jabil Inc.                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    199950 | NS      | $13636590.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                    | JetBlue Airways Corporation                    | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    472829 | NS      | $3063931.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation       | Marriott Vacations Worldwide Corporation       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     56604 | NS      | $7618332.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                 | Medical Properties Trust, Inc.                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    877961 | NS      | $9780485.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                       | PENN Entertainment, Inc.                       | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232622 | NS      | $6908873.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                   | Polaris Inc.                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     80855 | NS      | $8166355.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company              | Portland General Electric Company              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    130913 | NS      | $6414737.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings, Inc.                            | Post Holdings, Inc.                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     80398 | NS      | $7256723.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                     | PotlatchDeltic Corporation                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    118156 | NS      | $5197682.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                       | Power Integrations, Inc.                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     84649 | NS      | $6071026.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                  | Progyny, Inc.                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111364 | NS      | $3468988.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                    | Prosperity Bancshares, Inc.                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136469 | NS      | $9918566.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                     | Saia, Inc.                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     38909 | NS      | $8158439.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                           | Light & Wonder, Inc.                           | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    138286 | NS      | $8103559.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                   | Sprouts Farmers Market, Inc.                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    159152 | NS      | $5151750.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                    | Sunrun Inc.                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    313487 | NS      | $7529957.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                     | Super Micro Computer, Inc.                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     67932 | NS      | $5577217.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                         | Synaptics Incorporated                         | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     58967 | NS      | $5611299.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                     | TEGNA Inc.                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    331153 | NS      | $7017132.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                           | Westlake Corporation                           | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     51196 | NS      | $5249637.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                           | Ingevity Corporation                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     53437 | NS      | $3764102.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                | Insperity, Inc.                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     52551 | NS      | $5969793.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                 | Jefferies Financial Group Inc.                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    272454 | NS      | $9339723.12   | 0.30%             |  |  |  | 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        |     74263 | NS      | $4677083.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                         | Medpace Holdings, Inc.                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     37324 | NS      | $7927990.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC            | Mine Safety Appliances Company, LLC            | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |     54002 | NS      | $7786548.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                         | Murphy Oil Corporation                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    216143 | NS      | $9296310.43   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                     | The New York Times Company                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    245270 | NS      | $7961464.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                        | Physicians Realty Trust                        | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    342136 | NS      | $4950707.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                    | Pilgrim's Pride Corporation                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     67323 | NS      | $1597574.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.              | Pinnacle Financial Partners, Inc.              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    112881 | NS      | $8285465.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                   | Ashland Global Holdings Inc.                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     73647 | NS      | $7919261.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                          | Brunswick Corporation                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    108250 | NS      | $7802660.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                              | Cabot Corporation                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     82744 | NS      | $5530608.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                        | Caci International Inc.                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     34416 | NS      | $10345105.44  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                  | Topgolf Callaway Brands Corp.                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    202713 | NS      | $4003581.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                | Carlisle Companies Incorporated                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     76642 | NS      | $18060687.30  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                 | Carter's, Inc.                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     57734 | NS      | $4307533.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                | IAA Spinco Inc.                                | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    196884 | NS      | $7875360.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                       | NorthWestern Corporation                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     86248 | NS      | $5117956.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                      | RLI Corp.                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     59896 | NS      | $7862547.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                         | RPM International Inc.                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    191209 | NS      | $18633317.05  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                          | SL Green Realty Corp.                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     94065 | NS      | $3171871.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                   | Sabra Health Care REIT, Inc.                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    345206 | NS      | $4290910.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation              | Sensient Technologies Corporation              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     62089 | NS      | $4527529.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | Synovus Financial Corp.                        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    214570 | NS      | $8057103.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                          | TD SYNNEX Corporation                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     62315 | NS      | $5901853.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                            | Syneos Health, Inc.                            | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    149787 | NS      | $5494187.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation            | Taylor Morrison Home II Corporation            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    158695 | NS      | $4816393.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.               | Tempur Sealy International, Inc.               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    251873 | NS      | $8646800.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                           | Teradata Corporation                           | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    148938 | NS      | $5013253.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                               | Tetra Tech, Inc.                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     78364 | NS      | $11377669.16  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                 | Texas Capital Bancshares, Inc.                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     73495 | NS      | $4432483.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                 | TopBuild Corp.                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     47270 | NS      | $7397282.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Naperville, LLC                    | Kite Realty Naperville, LLC                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326388 | NS      | $6870467.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                         | Kyndryl Holdings, Inc.                         | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    301152 | NS      | $3348810.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                | LHC Group, Inc.                                | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     45826 | NS      | $7409605.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                         | Lumentum Holdings Inc.                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    102459 | NS      | $5345286.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                             | MP Materials Corp.                             | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135786 | NS      | $3296884.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                | Nordstrom, Inc.                                | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    167156 | NS      | $2697897.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH Corp.                                      | PVH Corp.                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     97990 | NS      | $6917114.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                | SLM Corporation                                | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    365963 | NS      | $6074985.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                          | Skechers U.S.A., Inc.                          | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    196909 | NS      | $8260332.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                        | Sonoco Products Company                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    142814 | NS      | $8670237.94   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    276032 | NS      | $11325592.96  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                | Valvoline, Inc.                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    262156 | NS      | $8559393.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                   | ViaSat, Inc.                                   | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    111193 | NS      | $3519258.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                 | Wyndham Hotels & Resorts, Inc.                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    130295 | NS      | $9291336.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                     | Xerox Holdings Corporation                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    166095 | NS      | $2424987.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                      | KBR, Inc.                                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    204061 | NS      | $10774420.80  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                  | Louisiana-Pacific Corporation                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    107684 | NS      | $6374892.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | Integra LifeSciences Holdings Corporation      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    107291 | NS      | $6015806.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                           | Old National Bancorp                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    436232 | NS      | $7843451.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    138641 | NS      | $11826077.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                | PacWest Bancorp                                | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    174570 | NS      | $4006381.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                | Papa John's International, Inc.                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     46912 | NS      | $3861326.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated     | Reinsurance Group of America, Incorporated     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     98415 | NS      | $13983787.35  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                           | Silgan Holdings Inc.                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    123752 | NS      | $6415303.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health LLC                              | Sotera Health LLC                              | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143988 | NS      | $1199420.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                     | Spire Inc.                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     77797 | NS      | $5357101.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                    | Spirit Realty Capital, Inc.                    | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    208206 | NS      | $8313665.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                         | STAAR Surgical Company                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     71535 | NS      | $3472308.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                               | Stericycle, Inc.                               | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    136115 | NS      | $6790777.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                         | Stifel Financial Corp.                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    157886 | NS      | $9215805.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                             | Trex Company, Inc.                             | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |    161099 | NS      | $6819320.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                  | Universal Display Corporation                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63860 | NS      | $6899434.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation           | International Bancshares Corporation           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     77340 | NS      | $3539078.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                        | KB Home                                        | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    125814 | NS      | $4007175.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                            | YETI Holdings, Inc.                            | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    125995 | NS      | $5204853.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                         | Capri Holdings Limited                         | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    192197 | NS      | $11016732.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                        | Lantheus Holdings, Inc.                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    102158 | NS      | $5205971.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                        | Pebblebrook Hotel Trust                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    196602 | NS      | $2632500.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                | Genpact Limited                                | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    247701 | NS      | $11473510.32  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                          | Helen of Troy Limited                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     34903 | NS      | $3871091.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                   | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     79743 | NS      | $4428926.22   | 0.14%             |  |  |  | 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        |    244474 | NS      | $9404914.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                     | RenaissanceRe Holdings Ltd                     | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     64234 | NS      | $11833829.82  | 0.39%             |  |  |  | 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        |    196985 | NS      | $6715218.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                             | Masimo Corporation                             | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     71942 | NS      | $10643818.90  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                   | Mattel, Inc.                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    519135 | NS      | $9261368.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                  | MAXIMUS, Inc.                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     89373 | NS      | $6553722.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                 | Omnicell, Inc.                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     66896 | NS      | $3372896.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| One Gas, Inc.                                  | One Gas, Inc.                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     80710 | NS      | $6111361.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                               | PDC Energy, Inc.                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    136436 | NS      | $8660957.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                  | Leggett & Platt, Incorporated                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    196267 | NS      | $6325685.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                      | Lennox International Inc.                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     47934 | NS      | $11467250.82  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                              | Terex Corporation                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    100108 | NS      | $4276613.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                | Lincoln Electric Holdings, Inc.                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     84991 | NS      | $12280349.59  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                   | Macy's, Inc.                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    402787 | NS      | $8317551.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                             | ManpowerGroup Inc.                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     75494 | NS      | $6281855.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                       | Bank OZK                                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    164355 | NS      | $6584061.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                | Cousins Properties Incorporated                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    221151 | NS      | $5592908.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                               | Lear Corporation                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     87225 | NS      | $10817644.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                            | Crane Holdings, Co.                            | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69674 | NS      | $6998753.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                     | Cullen/Frost Bankers, Inc.                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     95651 | NS      | $12788538.70  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                      | Matador Resources Company                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    164818 | NS      | $9434182.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.               | National Retail Properties, Inc.               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    265962 | NS      | $12170421.12  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                     | Curtiss-Wright Corporation                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     56498 | NS      | $9434601.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                | Envestnet, Inc.                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     82165 | NS      | $5069580.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                   | Envista Holdings Corporation                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    242780 | NS      | $8174402.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                               | ESAB Corporation                               | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     74934 | NS      | $3515903.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust              | National Storage Affiliates Trust              | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124949 | NS      | $4513157.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                 | Penumbra, Inc.                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     56388 | NS      | $12544074.48  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                      | Essential Utilities, Inc.                      | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    356156 | NS      | $16999325.88  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | Fair Isaac Corporation                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     36861 | NS      | $22064257.38  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                         | Federated Hermes, Inc.                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    122876 | NS      | $4461627.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                      | First Horizon Corporation                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    794873 | NS      | $19474388.50  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                 | Performance Food Group Company                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    231152 | NS      | $13496965.28  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                       | FirstCash Holdings, Inc.                       | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     55332 | NS      | $4808904.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                               | Five Below, Inc.                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     81859 | NS      | $14478401.33  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                              | Fluor Corporation                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    208653 | NS      | $7231912.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | Flowers Foods, Inc.                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    281066 | NS      | $8077836.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                      | Fox Factory Holding Corp.                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     62283 | NS      | $5682078.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                             | GXO Logistics Inc.                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    175098 | NS      | $7474933.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                   | Grand Canyon Education, Inc.                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     45773 | NS      | $4836375.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                        | Haemonetics Corporation                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     75167 | NS      | $5911884.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated           | Healthcare Realty Trust Incorporated           | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |    566110 | NS      | $10908939.70  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                | PBF Energy Inc.                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    169201 | NS      | $6900016.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                            | Inari Medical, Inc.                            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70772 | NS      | $4498268.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                    | Kinsale Capital Group, Inc.                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     31697 | NS      | $8289399.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                              | Life Storage Inc.                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    126188 | NS      | $12429518.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                               | OGE Energy Corp.                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    295959 | NS      | $11705178.45  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation         | Old Republic International Corporation         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    421980 | NS      | $10190817.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | Olin Corporation                               | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    188731 | NS      | $9991419.14   | 0.33%             |  |  |  | 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        |     85051 | NS      | $3983788.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.               | Omega Healthcare Investors, Inc.               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    348475 | NS      | $9739876.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                       | Ormat Technologies, Inc.                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     72456 | NS      | $6265994.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                            | Oshkosh Corporation                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     96640 | NS      | $8522681.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                     | Park Hotels & Resorts Inc.                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    325125 | NS      | $3833223.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | Repligen Corporation                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     76499 | NS      | $12952045.69  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                    | R1 RCM Inc.                                    | CUSIP: 77634L105<br>LEI: 549300VKOMJ3EM506212 | Long             | EC               | CORP              | US        |    200546 | NS      | $2195978.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | Royal Gold, Inc.                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     97597 | NS      | $11001133.84  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                             | Ryder System, Inc.                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     73774 | NS      | $6165293.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                        | SEI Investments Company                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    152352 | NS      | $8882121.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation | Science Applications International Corporation | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     82170 | NS      | $9115118.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                   | Southwest Gas Holdings, Inc.                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92021 | NS      | $5694259.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                    | Southwestern Energy Company                    | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   1632599 | NS      | $9550704.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                | United Therapeutics Corporation                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     67466 | NS      | $18761619.94  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                          | Univar Solutions Inc.                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    243700 | NS      | $7749660.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                  | Adient Public Limited Company                  | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    139265 | NS      | $4831102.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                              | Essent Group Ltd.                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    159841 | NS      | $6214618.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                | Affiliated Managers Group, Inc.                | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     56395 | NS      | $8934659.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                | Interactive Brokers Group, Inc.                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    151571 | NS      | $10966161.85  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                      | Kilroy Realty Corporation                      | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    154317 | NS      | $5967438.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                          | Landstar System, Inc.                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     53383 | NS      | $8696090.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                            | Lithia Motors, Inc.                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     40383 | NS      | $8268015.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                               | Littelfuse, Inc.                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     36475 | NS      | $8031795.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                | MSC Industrial Direct Co., Inc.                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     69069 | NS      | $5642937.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.               | New York Community Bancorp, Inc.               | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   1008967 | NS      | $8677116.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                | Primerica, Inc.                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     54759 | NS      | $7765921.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                   | Qualys, Inc.                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     51668 | NS      | $5798699.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                    | Iridium Communications Inc.                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    185852 | NS      | $9552792.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG Smith Properties                           | JBG Smith Properties                           | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |    149670 | NS      | $2840736.60   | 0.09%             |  |  |  | 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        |  30703002 | NS      | $30703002.24  | 1.00%             |  |  |  | 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        |    235951 | NS      | $12366191.91  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                             | Kohl's Corporation                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    173231 | NS      | $4374082.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                      | Lamar Advertising Company                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    129528 | NS      | $12227443.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                   | MasTec, Inc.                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     87282 | NS      | $7447773.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                    | MGIC Investment Corporation                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    448863 | NS      | $5835219.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                | Murphy USA Inc.                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     30621 | NS      | $8559794.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nov Inc.                                       | Nov Inc.                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    575989 | NS      | $12032410.21  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                      | National Fuel Gas Company                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    135050 | NS      | $8548665.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                            | PNM Resources, Inc.                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    126002 | NS      | $6147637.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co.                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     86664 | NS      | $17544260.16  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                 | The Scotts Miracle-Gro Company                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     58793 | NS      | $2856751.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc.                      | Silicon Laboratories Inc.                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     50195 | NS      | $6809955.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                | Simpson Manufacturing Co., Inc.                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     63653 | NS      | $5643474.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                            | Visteon Corporation                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     41469 | NS      | $5425389.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                      | Wex, Inc.                                      | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     64872 | NS      | $10616302.80  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                   | Antero Midstream Corporation                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    493360 | NS      | $5323354.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                    | Apartment Income REIT Corp.                    | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226380 | NS      | $7767097.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                              | Dana Incorporated                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    184372 | NS      | $2789548.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                       | Darling Ingredients Inc.                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    235702 | NS      | $14752588.18  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                    | Deckers Outdoor Corporation                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     38993 | NS      | $15564445.88  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                    | Dick's Sporting Goods, Inc.                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     82053 | NS      | $9870155.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                        | Donaldson Company, Inc.                        | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    181596 | NS      | $10690556.52  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                         | Dycom Industries, Inc.                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     43570 | NS      | $4078152.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                        | EnerSys                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     59578 | NS      | $4399239.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                 | GameStop Corp.                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    371470 | NS      | $6857336.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle Incorporated                | Jones Lang LaSalle Incorporated                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     70426 | NS      | $11223791.62  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                    | Zurich American Corporation                    | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     93517 | NS      | $4601036.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                | Kennametal Inc.                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    119018 | NS      | $2863573.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                              | Kirby Corporation                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     87540 | NS      | $5633199.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                   | Lancaster Colony Corporation                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     29360 | NS      | $5792728.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                          | Glacier Bancorp, Inc.                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    162387 | NS      | $8025165.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | Grocery Outlet Holding Corp.                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130371 | NS      | $3805529.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                     | Manhattan Associates, Inc.                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     92175 | NS      | $11190045.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                    | Halozyme Therapeutics, Inc.                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    199294 | NS      | $11339828.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                             | HealthEquity, Inc.                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    126139 | NS      | $7775207.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation              | Lattice Semiconductor Corporation              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    202418 | NS      | $13132879.84  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                  | Rayonier Inc.                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    215200 | NS      | $7092992.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                       | Regal Beloit Corporation                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     97647 | NS      | $11715687.06  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                      | Janus Henderson Group PLC                      | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    194735 | NS      | $4580167.20   | 0.15%             |  |  |  | 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        |     92565 | NS      | $14746530.15  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                             | Neogen Corporation                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    316751 | NS      | $4824117.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation               | New Jersey Resources Corporation               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    142674 | NS      | $7079483.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH                                             | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     28884 | NS      | $7717515.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                       | RXO Inc.                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172819 | NS      | $2972486.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                | Annaly Capital Management, Inc.                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    691884 | NS      | $14584914.72  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                        | Arrow Electronics, Inc.                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     91323 | NS      | $9549646.11   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                     | Bank of Hawaii Corporation                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     59725 | NS      | $4632271.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                    | Belden Inc.                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     63935 | NS      | $4596926.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                            | The Brink's Company                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     69734 | NS      | $3745413.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                         | Celsius Holdings, Inc.                         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59430 | NS      | $6183097.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                 | Coherent Corp.                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    206042 | NS      | $7232074.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                         | Concentrix Corporation                         | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62372 | NS      | $8305455.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    111291 | NS      | $4197896.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                        | East West Bancorp, Inc.                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207110 | NS      | $13648549.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                     | EastGroup Properties, Inc.                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     64269 | NS      | $9515668.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                | Equitrans Midstream Corporation                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    640623 | NS      | $4292174.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                 | Exelixis, Inc.                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    475395 | NS      | $7625335.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | The Timken Company                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     98829 | NS      | $6984245.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                            | Toll Brothers, Inc.                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    155835 | NS      | $7779283.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                    | Umpqua Holdings Corporation                    | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    317294 | NS      | $5663697.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc.                             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    282516 | NS      | $2870362.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                 | Watts Water Technologies, Inc.                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     40341 | NS      | $5899064.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                  | Webster Financial Corporation                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    258427 | NS      | $12233934.18  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                       | Werner Enterprises, Inc.                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     86941 | NS      | $3500244.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                               | AptarGroup, Inc.                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     96269 | NS      | $10587664.62  | 0.34%             |  |  |  | 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        |    198564 | NS      | $13136994.24  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.           | Bellring Intermediate Holdings, Inc.           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    199227 | NS      | $5108180.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                              | H & R Block, Inc.                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    229781 | NS      | $8389304.31   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.                  | The Boston Beer Company, Inc.                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     14047 | NS      | $4628767.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                    | Brighthouse Financial, Inc.                    | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    104619 | NS      | $5363816.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    217893 | NS      | $14136897.84  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                | Cable One, Inc.                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      7163 | NS      | $5099053.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                         | Chart Industries, Inc.                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     60435 | NS      | $6963925.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                             | Chemed Corporation                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     21849 | NS      | $11152385.07  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                        | CommVault Systems, Inc.                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     65950 | NS      | $4144298.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust              | Corporate Office Properties Trust              | CUSIP: 22002T108<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | EC               | CORP              | US        |    164353 | NS      | $4263316.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                           | Douglas Emmett, Inc.                           | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    255464 | NS      | $4005675.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                              | EMCOR Group, Inc.                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     71107 | NS      | $10531657.77  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.               | First Financial Bankshares, Inc.               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    193560 | NS      | $6658464.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.            | First Industrial Realty Trust, Inc.            | CUSIP: 32054K103<br>LEI: 549300R8UPDF52PO7C86 | Long             | EC               | CORP              | US        |    197395 | NS      | $9526282.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.           | Frontier Communications Parent, Inc.           | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |    330156 | NS      | $8412374.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                               | Hanesbrands Inc.                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    525527 | NS      | $3342351.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                          | Harley-Davidson, Inc.                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    195089 | NS      | $8115702.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.             | Hawaiian Electric Industries, Inc.             | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    159911 | NS      | $6692275.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                           | The Macerich Company                           | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    319131 | NS      | $3593415.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                          | Mercury Systems, Inc.                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     85487 | NS      | $3824688.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                      | Nexstar Media Group, Inc.                      | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |     55726 | NS      | $9753721.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                   | Novanta Inc.                                   | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |     52663 | NS      | $7155321.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                      | IPG Photonics Corporation                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     48095 | NS      | $4553153.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                  | IDACORP, Inc.                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     74308 | NS      | $8014117.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                     | Tandem Diabetes Care, Inc.                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     94514 | NS      | $4248404.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                          | Texas Roadhouse, Inc.                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     99497 | NS      | $9049252.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                          | Thor Industries, Inc.                          | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     79434 | NS      | $5996472.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                              | TripAdvisor, Inc.                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    155208 | NS      | $2790639.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                      | UMB Financial Corporation                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     64138 | NS      | $5356805.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                | United States Steel Corporation                | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    346690 | NS      | $8684584.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries, Inc.                       | Valmont Industries, Inc.                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     31546 | NS      | $10431315.82  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NewMarket Corporation                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      9988 | NS      | $3107366.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                    | Range Resources Corporation                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    356822 | NS      | $8927686.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                       | The Middleby Corporation                       | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     79096 | NS      | $10590954.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation               | National Instruments Corporation               | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    194468 | NS      | $7175869.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                            | Navient Corporation                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    156996 | NS      | $2582584.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                   | Neurocrine Biosciences, Inc.                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    142540 | NS      | $17024977.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                  | Paylocity Holding Corporation                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     61085 | NS      | $11866372.10  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                | Independence Realty Trust, Inc.                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    329743 | NS      | $5559466.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                               | Ziff Davis, Inc.                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     69208 | NS      | $5474352.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                      | MDU Resources Group, Inc.                      | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |    298869 | NS      | $9067685.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                              | ASGN Incorporated                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     74410 | NS      | $6062926.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                            | Acuity Brands, Inc.                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47984 | NS      | $7946630.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                               | AGCO Corporation                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     90973 | NS      | $12617045.37  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                  | Arrowhead Pharmaceuticals Inc                  | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    157431 | NS      | $6385401.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    207095 | NS      | $17588578.35  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                              | Alcoa Corporation                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    260180 | NS      | $11830384.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AutoNation, Inc.                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50590 | NS      | $5428307.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                             | Avient Corporation                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    124088 | NS      | $4189210.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                        | Boyd Gaming Corporation                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    116785 | NS      | $6368286.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                             | Bruker Corporation                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    147433 | NS      | $10077045.55  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                         | Cathay General Bancorp                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    108696 | NS      | $4433709.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                           | The Chemours Company                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    224126 | NS      | $6862738.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                      | Allegro Microsystems Inc.                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96107 | NS      | $2885132.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                   | ALLETE, Inc.                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     83736 | NS      | $5401809.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                 | Amedisys, Inc.                                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     47474 | NS      | $3965977.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                         | Amkor Technology, Inc.                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    145688 | NS      | $3493598.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                   | Antero Resources Corporation                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    408056 | NS      | $12645655.44  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                          | Axon Enterprise, Inc.                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |    100218 | NS      | $16629172.74  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                    | Brixmor Property Group Inc.                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    440430 | NS      | $9984548.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                      | CNX Resources Corporation                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    267561 | NS      | $4505727.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                          | ChampionX Corporation                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    298255 | NS      | $8646412.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Emersub CX, Inc.                               | Emersub CX, Inc.                               | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     43077 | NS      | $8848015.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                   | Encompass Health Corporation                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    146950 | NS      | $8789079.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                        | Euronet Worldwide, Inc.                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     68726 | NS      | $6486359.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                  | Evercore Inc.                                  | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     52638 | NS      | $5741753.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                      | ExlService Holdings, Inc.                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     48841 | NS      | $8275130.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                   | Fulton Financial Corporation                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    245210 | NS      | $4126884.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                               | GATX Corporation                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     52276 | NS      | $5559029.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                  | The Gap, Inc.                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    316451 | NS      | $3569567.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                             | Gentex Corporation                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    344536 | NS      | $9395496.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                           | Globus Medical, Inc.                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    115147 | NS      | $8551967.69   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company             | The Goodyear Tire & Rubber Company             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    418001 | NS      | $4242710.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                     | Graco Inc.                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    248345 | NS      | $16703684.70  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                      | Graham Holdings Co., Ltd.                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      5629 | NS      | $3401098.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                              | Ciena Corporation                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    219756 | NS      | $11203160.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                             | Cognex Corporation                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    254639 | NS      | $11996043.29  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                             | Enovis Corporation                             | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     70793 | NS      | $3788841.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                              | ICU Medical, Inc.                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     29247 | NS      | $4605817.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                          | Home BancShares, Inc.                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279492 | NS      | $6369622.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | Hubbell Incorporated                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     79797 | NS      | $18726759.96  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                | UGI Corporation                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    307376 | NS      | $11394428.32  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc.                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    288773 | NS      | $2575855.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | Valley National Bancorp                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    616324 | NS      | $6970624.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                              | Vicor Corporation                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     32212 | NS      | $1731395.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                   | Vishay Intertechnology, Inc.                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    192811 | NS      | $4158933.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                            | Vontier Corporation                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    228314 | NS      | $4413309.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                           | SunPower Corporation                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    124252 | NS      | $2240263.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                   | Tenet Healthcare Corporation                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    157991 | NS      | $7708380.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                           | Voya Financial, Inc.                           | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    144724 | NS      | $8899078.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal, Inc.                       | Washington Federal, Inc.                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97324 | NS      | $3265220.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                   | Watsco, Inc.                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     49020 | NS      | $12225588.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                | Blackbaud, Inc.                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     66318 | NS      | $3903477.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                | Dynatrace, Inc.                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296158 | NS      | $11342851.40  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                        | HF Sinclair Corporation                        | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |    199093 | NS      | $10330935.77  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                    | Hancock Whitney Corporation                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    126673 | NS      | $6129706.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.              | The Hanover Insurance Group, Inc.              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     52564 | NS      | $7102973.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                        | United Bankshares, Inc.                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    198701 | NS      | $8045403.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                        | Victoria's Secret & Co.                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    118969 | NS      | $4256710.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                      | CNO Financial Group, Inc.                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    169569 | NS      | $3874651.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.              | Choice Hotels International, Inc.              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     41047 | NS      | $4623534.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                             | Cirrus Logic, Inc.                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     81859 | NS      | $6096858.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                            | Clean Harbors, Inc.                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     73920 | NS      | $8435750.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                          | Cleveland-Cliffs Inc.                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    764986 | NS      | $12323924.46  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                   | Coca-Cola Consolidated, Inc.                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      6653 | NS      | $3408731.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                      | Patterson Companies, Inc.                      | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    128572 | NS      | $3603873.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                | Selective Insurance Group, Inc.                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     88443 | NS      | $7836934.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International              | Service Corporation International              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    227952 | NS      | $15760601.28  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                        | Shockwave Medical, Inc.                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     53509 | NS      | $11001985.49  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                       | Option Care Health, Inc.                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    227192 | NS      | $6836207.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                             | Sitime Corporation                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23573 | NS      | $2395488.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital Corporation                      | Store Capital Corporation                      | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    395475 | NS      | $12678928.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                            | The Wendy's Company                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    250725 | NS      | $5673906.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                          | Williams-Sonoma, Inc.                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     98953 | NS      | $11371678.76  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                  | Wingstop Inc.                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     44178 | NS      | $6079776.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                 | Wintrust Financial Corporation                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     89789 | NS      | $7588966.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                | Wolfspeed, Inc.                                | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    183948 | NS      | $12699769.92  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodward, Inc.                                 | Woodward, Inc.                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     89838 | NS      | $8679249.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.            | World Wrestling Entertainment, Inc.            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     64102 | NS      | $4392269.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                   | Worthington Industries, Inc.                   | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     44866 | NS      | $2230288.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                      | XPO, Inc.                                      | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    169428 | NS      | $5640258.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                    | Avnet, Inc.                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    134188 | NS      | $5579537.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                        | Black Hills Corporation                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     95997 | NS      | $6752428.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                           | Eagle Materials Inc.                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     55750 | NS      | $7406387.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                          | MKS Instruments, Inc.                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     84920 | NS      | $7195271.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                | Rexford Industrial Realty, Inc.                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    272118 | NS      | $14868527.52  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                               | The Toro Company                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    153690 | NS      | $17397708.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                           | Travel + Leisure Co.                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    120594 | NS      | $4389621.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    267640 | NS      | $6600002.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.         | Cracker Barrel Old Country Store, Inc.         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     33758 | NS      | $3198232.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                    | Crocs, Inc.                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     91169 | NS      | $9885454.67   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cubesmart, L.P.                                | Cubesmart, L.P.                                | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |    324669 | NS      | $13067927.25  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                       | Energizer Holdings, Inc.                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     97958 | NS      | $3286490.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                             | F.N.B. Corporation                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    512829 | NS      | $6692418.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                           | FTI Consulting, Inc.                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     50810 | NS      | $8068628.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                          | Flowserve Corporation                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    192082 | NS      | $5893075.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.               | Fortune Brands Innovations, Inc.               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    185212 | NS      | $10577457.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | American Financial Group, Inc.                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    103674 | NS      | $14232366.72  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | Associated Banc-Corp                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    219593 | NS      | $5070402.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                        | Avis Budget Group, Inc.                        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     36896 | NS      | $6048361.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                    | Calix, Inc.                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     83218 | NS      | $5694607.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coronado Topco, Inc.                           | Coronado Topco, Inc.                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     80272 | NS      | $6876902.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                      | Coty Inc.                                      | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    532790 | NS      | $4560682.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                             | DT Midstream, Inc.                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141586 | NS      | $7824042.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation           | First American Financial Corporation           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    152678 | NS      | $7991166.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                              | Foot Locker, Inc.                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    116010 | NS      | $4384017.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                    | Greif, Inc.                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     37915 | NS      | $2542579.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                             | Hexcel Corporation                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    123585 | NS      | $7272977.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                     | Highwoods Properties, Inc.                     | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    157134 | NS      | $4396609.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                | Acadia Healthcare Company, Inc.                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    134254 | NS      | $11051789.28  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                   | Azenta, Inc.                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    109600 | NS      | $6380912.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                   | Churchill Downs Incorporated                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     48389 | NS      | $10230886.27  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                      | Commerce Bancshares, Inc.                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167707 | NS      | $11415815.49  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                | NCR Corporation                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    201675 | NS      | $4721211.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                      | The Western Union Company                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    571246 | NS      | $7866057.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                        | John Wiley & Sons, Inc.                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     62415 | NS      | $2500344.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                            | ACI Worldwide, Inc.                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    165613 | NS      | $3809099.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                         | Ingredion Incorporated                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     97524 | NS      | $9550525.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer