# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001099
**Filing Date:** 2025-8
**Character Count:** 208575
**Document Hash:** 04489b24c0ae5defa7b922c1b254059f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001099.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001099

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251265964

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

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

## Series and Classes Contracts Data

### JNL Small Cap Index Fund (Series ID: S000071120)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL Small Cap Index Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2334930888.44

**Total Liabilities:** $45536036.70

**Net Assets:** $2289394851.74

**Cash Not Reported:** $1113834.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225786 | -4.27%               | 5.29%                | 4.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1563430.28             | $-94018041.97                              |
| Month 2  | $1243922.91              | $105707358.69                              |
| Month 3  | $227665.68               | $82199432.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     29252 | NS      | $1908693.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                    | Angi Inc.                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     71986 | NS      | $1098506.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113498 | NS      | $5085845.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| AdaptHealth LLC                              | AdaptHealth LLC                              | CUSIP: 00653Q102<br>LEI: 549300SN58QQ28RVWE26 | Long             | EC               | CORP              | US        |    180993 | NS      | $1706763.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                   | Adeia Inc.                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184182 | NS      | $2604333.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                | Adtalem Global Education Inc.                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     61414 | NS      | $7813703.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                     | Advance Auto Parts, Inc.                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    103121 | NS      | $4794095.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc.                                | AdvanSix Inc.                                | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     45216 | NS      | $1073880.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                               | Agilysys, Inc.                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     38400 | NS      | $4402176.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    265835 | NS      | $2557332.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Trust, Inc.              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    286780 | NS      | $5520515.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                        | Boise Cascade Company                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     64036 | NS      | $5559605.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc.                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    248907 | NS      | $8505152.19   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc.           | Brightsphere Investment Group Inc.           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     46327 | NS      | $1632563.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc.                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     59348 | NS      | $1795870.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc.                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    142508 | NS      | $4560256.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72721 | NS      | $3505879.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                         | Cohen & Steers, Inc.                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     46271 | NS      | $3486519.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | Collegium Pharmaceutical, Inc.               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     55410 | NS      | $1638473.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.        | Concentra Group Holdings Parent, Inc.        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186140 | NS      | $3828891.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories LP                         | Core Laboratories LP                         | CUSIP: 21867A105<br>LEI: 549300TV21RJZCR7XG31 | Long             | EC               | CORP              | US        |     82943 | NS      | $955503.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    185161 | NS      | $3901342.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                         | Corsair Gaming, Inc.                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     76918 | NS      | $725336.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.       | Cracker Barrel Old Country Store, Inc.       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     38330 | NS      | $2341196.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Curbline Properties Corp.                    | Curbline Properties Corp.                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    162816 | NS      | $3717089.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     49505 | NS      | $2907923.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                      | Cytek Biosciences, Inc.                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    177422 | NS      | $603234.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                       | DXC Technology Company                       | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    312609 | NS      | $4779791.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                  | DigitalOcean Holdings, Inc.                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |    106598 | NS      | $3044438.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68529 | NS      | $1846166.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     44007 | NS      | $2713031.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                  | DoubleVerify Holdings, Inc.                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229523 | NS      | $3435959.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                         | Douglas Emmett, Inc.                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288330 | NS      | $4336483.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                         | Enact Holdings, Inc.                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48880 | NS      | $1815892.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.      | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337802 | NS      | $10779261.82  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     77910 | NS      | $673142.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     36070 | NS      | $1650563.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    169221 | NS      | $2565390.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                   | Highwoods Properties, Inc.                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    184827 | NS      | $5746271.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.           | Kulicke and Soffa Industries, Inc.           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     90726 | NS      | $3139119.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                         | LTC Properties, Inc.                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     78973 | NS      | $2733255.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                        | La-Z-Boy Incorporated                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     70899 | NS      | $2635315.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation               | Lakeland Financial Corporation               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44755 | NS      | $2750194.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                           | Vital Energy, Inc.                           | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     45559 | NS      | $733044.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                | Leggett & Platt, Incorporated                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    228842 | NS      | $2041270.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     35016 | NS      | $2908078.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    509050 | NS      | $4204753.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                 | Lincoln National Corporation                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    291843 | NS      | $10097767.80  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                          | Lindsay Corporation                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     18595 | NS      | $2682328.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                     | Lumen Technologies, Inc.                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1750636 | NS      | $7667785.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                    | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |    351320 | NS      | $5856504.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                           | MP Materials Corp.                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207007 | NS      | $6887122.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Company, The                        | Macerich Company, The                        | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    430587 | NS      | $6966897.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                      | Veris Residential, Inc.                      | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |    138146 | NS      | $2056993.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                          | Steven Madden, Ltd.                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    122885 | NS      | $2946782.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation               | Magnolia Oil & Gas Corporation               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318965 | NS      | $7170333.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings, Inc.                          | Mara Holdings, Inc.                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    601887 | NS      | $9437588.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap Company                   | Marcus & Millichap Company                   | CUSIP: 566324109<br>LEI: 5493005IJXKBQZXLRO44 | Long             | EC               | CORP              | US        |     41940 | NS      | $1287977.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     87292 | NS      | $4701547.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                  | Mercury General Corporation                  | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     45358 | NS      | $3054407.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    101556 | NS      | $9493454.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                      | Middlesex Water Company                      | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30760 | NS      | $1666576.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                            | Millerknoll, Inc.                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    115426 | NS      | $2241572.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                    | Millrose Properties, Inc.                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207729 | NS      | $5922353.79   | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| Minerals Technologies Inc.                   | Minerals Technologies Inc.                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     54438 | NS      | $2997900.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     21686 | NS      | $1874537.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                  | Monro, Inc.                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51120 | NS      | $762199.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG Inc.                                    | MOOG Inc.                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     48582 | NS      | $8791884.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                 | Mueller Water Products, Inc.                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    268441 | NS      | $6453321.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able, Inc.                                 | N-Able, Inc.                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120387 | NS      | $975134.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                        | NCR Voyix Corporation                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    232461 | NS      | $2726767.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                             | NV5 Global, Inc.                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88594 | NS      | $2045635.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                       | NCR Atleos Corporation                       | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124267 | NS      | $3545337.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.               | National Vision Holdings, Inc.               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    134343 | NS      | $3091232.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation             | Phibro Animal Health Corporation             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     33974 | NS      | $867695.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Company, Inc.              | Phillips Edison & Company, Inc.              | CUSIP: 71844V201<br>LEI: 549300UC1QJSQ49IC243 | Long             | EC               | CORP              | US        |    213275 | NS      | $7471023.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                  | Phinia Inc.                                  | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67686 | NS      | $3011350.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.           | Premier Healthcare Solutions, Inc.           | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142322 | NS      | $3121121.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.            | Prestige Consumer Healthcare Inc.            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84897 | NS      | $6779025.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                     | ProAssurance Corporation                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     88275 | NS      | $2015318.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                     | Privia Health Group Inc.                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180383 | NS      | $4148809.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     69867 | NS      | $2050596.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Propetro Holding Corp.                       | Propetro Holding Corp.                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133981 | NS      | $799866.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.           | Provident Financial Services, Inc.           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    223871 | NS      | $3924458.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    159560 | NS      | $13548239.60  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     96780 | NS      | $1558158.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                      | RXO Inc                                      | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242946 | NS      | $3819111.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                    | Ready Capital Corporation                    | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    294468 | NS      | $1286825.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Renasant Corporation                         | Renasant Corporation                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    158242 | NS      | $5685635.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                          | Upbound Group, Inc.                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     86409 | NS      | $2168865.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    253147 | NS      | $5584422.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    102613 | NS      | $10124824.71  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                        | SL Green Realty Corp.                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    121143 | NS      | $7498751.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                            | SM Energy Company                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    194510 | NS      | $4806342.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                          | Sanmina Corporation                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     91138 | NS      | $8916030.54   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21578 | NS      | $736672.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     36602 | NS      | $1530329.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                       | Scholastic Corporation                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42049 | NS      | $882188.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida      | Seacoast Banking Corporation of Florida      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    144905 | NS      | $4002276.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                          | Semtech Corporation                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    149690 | NS      | $6757006.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                            | Shake Shack, Inc.                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     69261 | NS      | $9738096.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31641 | NS      | $592003.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.             | Telephone and Data Systems, Inc.             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169510 | NS      | $6031165.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                              | Tennant Company                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     31526 | NS      | $2442634.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                         | Thryv Holdings, Inc.                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68668 | NS      | $835002.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                | Metallus Inc.                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     61998 | NS      | $955389.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                      | Triumph Financial, Inc.                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     38032 | NS      | $2095943.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust         | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     22400 | NS      | $895328.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    137932 | NS      | $2554500.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                        | Virtu Financial, Inc.                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    137521 | NS      | $6159565.59   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                 | Vishay Intertechnology, Inc.                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    191822 | NS      | $3046133.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                | WD-40 Company                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     23054 | NS      | $5258386.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                      | Arlo Technologies, Inc.                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    177744 | NS      | $3014538.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    133829 | NS      | $919405.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     74218 | NS      | $12055971.92  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                | Arrowhead Pharmaceuticals Inc                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    215414 | NS      | $3403541.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.       | Artisan Partners Asset Management Inc.       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    120474 | NS      | $5340612.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                          | Atlantic Union Bank                          | CUSIP: 04911A107<br>LEI: 549300ZTT08EKQRVTR15 | Long             | EC               | CORP              | US        |    242964 | NS      | $7599913.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     78388 | NS      | $959469.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.          | Alpha Metallurgical Resources, Inc.          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18908 | NS      | $2126771.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                       | Amentum Holdings, Inc.                       | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257471 | NS      | $6078890.31   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80016 | NS      | $1580316.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc. | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206761 | NS      | $843584.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                | American States Water Company                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     66239 | NS      | $5077881.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                | American Woodmark Corporation                | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     26075 | NS      | $1391622.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. , The                        | Andersons, Inc. , The                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     54992 | NS      | $2020956.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     37894 | NS      | $1538496.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                     | Arbor Realty Trust, Inc.                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    329391 | NS      | $3524483.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa, Inc.                                 | Arcosa, Inc.                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     83356 | NS      | $7227798.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                           | Avista Corporation                           | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    137516 | NS      | $5218732.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     91564 | NS      | $6962526.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                | ARMOUR Residential REIT, Inc.                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    141433 | NS      | $2377488.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     33632 | NS      | $8022577.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     39934 | NS      | $1664848.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     55503 | NS      | $3868004.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                              | B&G Foods, Inc.                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    140446 | NS      | $594086.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corporation                        | BancFirst Corporation                        | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     34379 | NS      | $4249931.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     50690 | NS      | $12416515.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                          | Balchem Corporation                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     55728 | NS      | $8871897.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                   | Bank of Hawaii Corporation                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     68226 | NS      | $4607301.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                | Berkshire Hills Bancorp, Inc.                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     78458 | NS      | $1964588.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc., The                           | Bancorp, Inc., The                           | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80712 | NS      | $4598162.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                     | Banc of California, Inc.                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    217745 | NS      | $3059317.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                              | BGC Group, Inc.                              | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    650451 | NS      | $6654113.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    127311 | NS      | $1096147.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     52308 | NS      | $7950816.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                              | BorgWarner Inc.                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    376960 | NS      | $12620620.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    129385 | NS      | $4604812.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                           | Banner Corporation                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58608 | NS      | $3759703.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                            | Brady Corporation                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     74854 | NS      | $5087826.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    119795 | NS      | $2404285.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                        | Hilltop Holdings Inc.                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     76931 | NS      | $2334855.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation            | Horace Mann Educators Corporation            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     70558 | NS      | $3031877.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     62720 | NS      | $2435417.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                      | BioLife Solutions, Inc.                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     63011 | NS      | $1357256.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     38622 | NS      | $1722541.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                              | Blackline, Inc.                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     89291 | NS      | $5055656.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Incorporated                          | Diodes Incorporated                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     78183 | NS      | $4135098.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                        | Dorman Products, Inc.                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46324 | NS      | $5682565.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc.                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103809 | NS      | $3470334.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                 | Impinj, Inc.                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     39881 | NS      | $4429582.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc.                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48172 | NS      | $1210562.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                       | Independent Bank Corp.                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     73195 | NS      | $4602867.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.                  | Innovex International, Inc.                  | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68256 | NS      | $1066158.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                       | Dycom Industries, Inc.                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     49259 | NS      | $12038407.01  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation             | Dynavax Technologies Corporation             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    187836 | NS      | $1863333.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     52130 | NS      | $1015492.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41202 | NS      | $1943910.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     40188 | NS      | $1555677.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                     | Enerpac Tool Group Corp.                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     93214 | NS      | $3780759.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.         | Easterly Government Properties, Inc.         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     72301 | NS      | $1605082.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S        | Edgewell Personal Care Colombia S A S        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     81264 | NS      | $1902390.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                   | ePlus inc.                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     45073 | NS      | $3249763.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                       | ESCO Technologies Inc.                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     44471 | NS      | $8532650.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                | Inspire Medical Systems, Inc.                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     50344 | NS      | $6533140.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation    | Integra LifeSciences Holdings Corporation    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    115443 | NS      | $1416485.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                       | Element Solutions Inc.                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    382037 | NS      | $8653138.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                     | Ellington Financial Inc.                     | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    158101 | NS      | $2053731.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NBT Bancorp Inc.                             | NBT Bancorp Inc.                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90546 | NS      | $3762186.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc.                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    134622 | NS      | $5679702.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                           | Interparfums, Inc.                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30787 | NS      | $4042640.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc.                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    101305 | NS      | $2120313.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation           | National Bank Holdings Corporation           | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65958 | NS      | $2480680.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                      | National Beverage Corp.                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     39774 | NS      | $1719827.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small Cap ETF               | iShares Core S&P Small Cap ETF               | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    104288 | NS      | $11397635.52  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     78406 | NS      | $10320581.78  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation              | National HealthCare Corporation              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21602 | NS      | $2311630.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.             | National Presto Industries, Inc.             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9270 | NS      | $908089.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp.                        | J&J Snack Foods Corp.                        | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26625 | NS      | $3019541.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                         | Jack in the Box Inc.                         | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     33646 | NS      | $587459.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corporation                  | JetBlue Airways Corporation                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    515101 | NS      | $2178877.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                        | JBT Marel Corporation                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     79288 | NS      | $9535174.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                  | Kaiser Aluminum Corporation                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27262 | NS      | $2178233.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                              | Kennametal Inc.                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    130839 | NS      | $3004063.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                           | Shutterstock, Inc.                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     40539 | NS      | $768619.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation           | Simmons First National Corporation           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    214729 | NS      | $4071261.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                           | Neogen Corporation                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    342398 | NS      | $1636662.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                  | Atlas Energy Solutions Inc.                  | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124455 | NS      | $1663963.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Mortgage Trust, Inc.                | New York Mortgage Trust, Inc.                | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    154612 | NS      | $1035900.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                           | Newell Brands Inc.                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    714951 | NS      | $3860735.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Incorporated            | Northern Oil and Gas Incorporated            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    167675 | NS      | $4753586.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                   | Northwest Bancshares, Inc.                   | CUSIP: 667340103<br>LEI: 549300RLPDJH5V5UHQ32 | Long             | EC               | CORP              | US        |    216656 | NS      | $2768863.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    102278 | NS      | $991073.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | Energizer Holdings, Inc.                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    111410 | NS      | $2246025.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                            | Osi Systems, Inc.                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     26899 | NS      | $6048509.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                         | Payoneer Global Inc.                         | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    439144 | NS      | $3008136.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    206451 | NS      | $2062445.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust           | PennyMac Mortgage Investment Trust           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    150539 | NS      | $1935931.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Enpro Inc.                                   | Enpro Inc.                                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     36147 | NS      | $6923957.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     43684 | NS      | $4871639.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                           | Vestis Corporation                           | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198088 | NS      | $1135044.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                   | ETSY, Inc.                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |    178300 | NS      | $8943528.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation               | Heritage Financial Corporation               | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57516 | NS      | $1371181.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                  | Hertz Global Holdings, Inc.                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |    207802 | NS      | $1419287.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    220037 | NS      | $2360997.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                     | IAC Inc.                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    112986 | NS      | $4218897.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                            | ICU Medical, Inc.                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     42334 | NS      | $5594438.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                      | Crescent Energy Company                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315380 | NS      | $2712268.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                         | Ingevity Corporation                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     62043 | NS      | $2673432.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     46762 | NS      | $6457130.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation               | Perdoceo Education Corporation               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    105129 | NS      | $3436667.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                | Innospec Inc.                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     42879 | NS      | $3605695.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     32646 | NS      | $1214757.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     38951 | NS      | $7023644.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     92632 | NS      | $1860976.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     48283 | NS      | $2666187.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                 | Integer Holdings Corporation                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     59282 | NS      | $7289907.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                           | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     44569 | NS      | $9993706.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| JBG Smith Properties                         | JBG Smith Properties                         | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |    124500 | NS      | $2153850.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| JNL Government Money Market Fund             | JNL Government Money Market Fund             | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7912263 | NS      | $7912262.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                       | Jackson Financial Inc.                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    122133 | NS      | $10844189.07  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     60492 | NS      | $4161244.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                         | ADMA Biologics, Inc.                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    407065 | NS      | $7412653.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                  | ABM Industries Incorporated                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    107261 | NS      | $5063791.81   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     65894 | NS      | $1362028.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    125305 | NS      | $2424651.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                     | AZZ Inc.                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     51214 | NS      | $4838698.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                  | ACADIA Pharmaceuticals Inc.                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    211871 | NS      | $4570057.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                          | Acadia Realty Trust                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221884 | NS      | $4120385.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     72661 | NS      | $2199448.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Openlane, Inc.                               | Openlane, Inc.                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    183549 | NS      | $4487773.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    179623 | NS      | $8246491.93   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                      | Acushnet Holdings Corp.                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     45632 | NS      | $3322922.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                   | Addus HomeCare Corporation                   | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     30747 | NS      | $3541746.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     64585 | NS      | $8557512.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                          | AeroVironment, Inc.                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     48225 | NS      | $13741713.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                             | Alamo Group Inc.                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     17725 | NS      | $3870785.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.Com Holdings, Inc.                     | Alarm.Com Holdings, Inc.                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     85014 | NS      | $4809241.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                   | Albany International Corp.                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     51288 | NS      | $3596827.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.           | KKR Real Estate Finance Trust Inc.           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     98989 | NS      | $868133.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                  | Kadant Inc.                                  | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     20108 | NS      | $6383284.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                    | Alexander & Baldwin, Inc.                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122392 | NS      | $2182249.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Payments, Inc.               | Bread Financial Payments, Inc.               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     79430 | NS      | $4537041.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    303468 | NS      | $1301877.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     76081 | NS      | $13719686.73  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                 | Azenta, Inc.                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     79288 | NS      | $2440484.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                             | The Buckle, Inc.                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     50826 | NS      | $2304959.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.              | CSG Systems International, Inc.              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     47203 | NS      | $3082827.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                        | CSW Industrials, Inc.                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     28881 | NS      | $8283937.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                              | CTS Corporation                              | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     49547 | NS      | $2111197.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                   | Ethan Allen Interiors Inc.                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38815 | NS      | $1080997.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.              | Everus Construction Group, Inc.              | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87568 | NS      | $5563226.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc.                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     89827 | NS      | $1246798.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                              | FMC Corporation                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    213608 | NS      | $8918134.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                   | Federal Signal Corporation                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    104351 | NS      | $11105033.42  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp.                               | First Bancorp.                               | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |    273049 | NS      | $5687610.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |     70631 | NS      | $3114120.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation     | First Commonwealth Financial Corporation     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    176496 | NS      | $2864530.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                     | First Financial Bancorp.                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    162109 | NS      | $3932764.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    143261 | NS      | $3509894.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                             | Formfactor, Inc.                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    133021 | NS      | $4577252.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     67305 | NS      | $6039950.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                               | Freshpet, Inc.                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     83579 | NS      | $5680028.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                          | H.B. Fuller Company                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     91992 | NS      | $5533318.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                 | Fulton Financial Corporation                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    309767 | NS      | $5588196.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     87697 | NS      | $2423945.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                   | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |     50102 | NS      | $2956018.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                          | Knowles Corporation                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    148372 | NS      | $2614314.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     85447 | NS      | $5636938.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                          | Glaukos Corporation                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     97541 | NS      | $10075009.89  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                       | Global Net Lease, Inc.                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    326512 | NS      | $2465165.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     35655 | NS      | $1049326.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated            | Granite Construction Incorporated            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     74845 | NS      | $6998755.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners, Inc.                   | Green Brick Partners, Inc.                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     51698 | NS      | $3250770.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Companies, Inc. , The             | Greenbrier Companies, Inc. , The             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     53208 | NS      | $2450228.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                          | Griffon Corporation                          | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     66597 | NS      | $4819624.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     21675 | NS      | $9465689.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                | Guess ?, Inc.                                | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     47391 | NS      | $572957.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corporation                              | HNI Corporation                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     79306 | NS      | $3900269.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                        | Koppers Holdings Inc.                        | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35431 | NS      | $1139106.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.    | Kratos Defense & Security Solutions, Inc.    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    286315 | NS      | $13299331.75  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                             | Hanesbrands Inc.                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    602716 | NS      | $2760439.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                  | Hanmi Financial Corporation                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     52132 | NS      | $1286617.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                               | Harmonic, Inc.                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    191581 | NS      | $1814272.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65900 | NS      | $2082440.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                       | Simulations Plus, Inc.                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29217 | NS      | $509836.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                 | Skyline Champion Corporation                 | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90098 | NS      | $5641035.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     35826 | NS      | $1845755.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     43632 | NS      | $3978802.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                   | WSFS Financial Corporation                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     96784 | NS      | $5323120.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD, Inc.                                   | WAFD, Inc.                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136612 | NS      | $3999999.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                           | Enviri Corporation                           | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    135949 | NS      | $1180037.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | Hawkins, Inc.                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     32219 | NS      | $4578319.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                       | Hayward Holdings, Inc.                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242899 | NS      | $3352006.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    124583 | NS      | $1872482.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME Communities                             | ELME Communities                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    151279 | NS      | $2405336.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    105583 | NS      | $2888750.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                          | Liberty Energy Inc.                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277123 | NS      | $3181372.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated          | Ligand Pharmaceuticals Incorporated          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     32926 | NS      | $3743027.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     38396 | NS      | $905761.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    112458 | NS      | $3715612.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                             | MGE Energy, Inc.                             | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |     62430 | NS      | $5521309.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MGPI Processing, Inc.                        | MGPI Processing, Inc.                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     24073 | NS      | $721467.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     46087 | NS      | $5167274.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                               | MYR Group Inc.                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     26523 | NS      | $4812598.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                     | Sphere Entertainment Co.                     | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |     28533 | NS      | $5961970.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                            | Masterbrand, Inc.                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    221216 | NS      | $2417890.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.            | Matson Intermodal - Paragon, Inc.            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     55742 | NS      | $6206871.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc.                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    133294 | NS      | $1894107.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.               | Medical Properties Trust, Inc.               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |   1034967 | NS      | $4460707.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142737 | NS      | $2048275.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                   | Meritage Homes Corporation                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    122211 | NS      | $8184470.67   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                      | Mesa Laboratories, Inc.                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      9684 | NS      | $912426.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     65335 | NS      | $8891440.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                            | Sabre Corporation                            | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    673214 | NS      | $2127356.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                  | Sunrun Inc.                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    394334 | NS      | $3225652.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| TRI Pointe Homes Holdings, Inc.              | TRI Pointe Homes Holdings, Inc.              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156258 | NS      | $4992443.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    174810 | NS      | $7135744.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                            | Talos Energy Inc.                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    211580 | NS      | $1794198.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                             | TechTarget, Inc.                             | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     49997 | NS      | $388476.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                   | TEGNA Inc.                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    272734 | NS      | $4571021.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                         | Teradata Corporation                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    162742 | NS      | $3630774.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                   | Terreno Realty Corporation                   | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176175 | NS      | $9878132.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                        | TG Therapeutics, Inc.                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    231785 | NS      | $8341942.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                               | Tidewater Inc.                               | CUSIP: 88642R109<br>LEI: 549300UOMTB7PD2UT305 | Long             | EC               | CORP              | US        |     79283 | NS      | $3657324.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                    | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |     86027 | NS      | $883497.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                      | TransMedics Group, Inc.                      | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57802 | NS      | $7746046.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                        | Treehouse Foods, Inc.                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     78901 | NS      | $1532257.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                 | Two Harbors Investment Corp.                 | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    174589 | NS      | $1880323.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     19762 | NS      | $603333.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. Physical Therapy, Inc.                 | U. S. Physical Therapy, Inc.                 | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     26271 | NS      | $2054392.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     77885 | NS      | $1757864.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    206677 | NS      | $6156907.83   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                             | Uniti Group Inc.                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    426512 | NS      | $1842531.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                 | ViaSat, Inc.                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    147226 | NS      | $2149499.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology, Inc.                      | VIR Biotechnology, Inc.                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165328 | NS      | $833253.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     11263 | NS      | $2043108.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                                | WK Kellogg Co                                | CUSIP: 92942W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115587 | NS      | $1842456.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55197 | NS      | $3890284.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     90138 | NS      | $4131024.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                             | WisdomTree, Inc.                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    198370 | NS      | $2283238.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL, Inc.                                   | XPEL, Inc.                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     38167 | NS      | $1370195.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                 | Xencor, Inc.                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    119901 | NS      | $942421.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                   | Xerox Holdings Corporation                   | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    205070 | NS      | $1080718.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurn Elkay Water Solutions Corporation       | Zurn Elkay Water Solutions Corporation       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    240551 | NS      | $8796950.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                | Adient Public Limited Company                | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    143187 | NS      | $2786419.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company              | Alkermes Public Limited Company              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    283004 | NS      | $8096744.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     79510 | NS      | $6925321.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                      | Cushman & Wakefield PLC                      | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |    393287 | NS      | $4353687.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Del Monte Fresh Produce Company              | Del Monte Fresh Produce Company              | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     57112 | NS      | $1851571.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC             | Gates Industrial Corporation PLC             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |    392122 | NS      | $9030569.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                        | Helen of Troy Limited                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     40189 | NS      | $1140563.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ichor Holdings, Ltd.                         | Ichor Holdings, Ltd.                         | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     59559 | NS      | $1169738.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                        | Air Lease Corporation                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    177454 | NS      | $10379284.46  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                     | Allegiant Travel Company                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     24606 | NS      | $1352099.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe, Inc.                              | Amerisafe, Inc.                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     31994 | NS      | $1399097.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    110887 | NS      | $7174388.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     61833 | NS      | $1419685.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.  | Apollo Commercial Real Estate Finance, Inc.  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    220501 | NS      | $2134449.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health, Inc.                         | Astrana Health, Inc.                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     71475 | NS      | $1778298.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                 | Apple Hospitality REIT, Inc.                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    375921 | NS      | $4386998.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                          | Arcbest Corporation                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     39681 | NS      | $3055833.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                               | Archrock, Inc.                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    301030 | NS      | $7474574.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                      | Arcus Biosciences, Inc.                      | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |    115043 | NS      | $936450.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Holdings U.S. Inc.                   | Bristow Holdings U.S. Inc.                   | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |     42882 | NS      | $1413819.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                      | Brookline Bancorp, Inc.                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155388 | NS      | $1639343.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220346 | NS      | $4360647.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                             | CVR Energy, Inc.                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     57761 | NS      | $1550882.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                              | Cable One, Inc.                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      7966 | NS      | $1081862.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus, Inc.                                 | Cactus, Inc.                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    117637 | NS      | $5143089.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     73493 | NS      | $7322107.59   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     59067 | NS      | $721798.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corporation             | California Resources Corporation             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    118837 | NS      | $5427285.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    102365 | NS      | $4655560.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     98169 | NS      | $5221609.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                | Topgolf Callaway Brands Corp.                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    246497 | NS      | $1984300.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                    | Capitol Federal Financial                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212906 | NS      | $1298726.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust REIT, Inc.                         | Caretrust REIT, Inc.                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    329224 | NS      | $10074254.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus, Inc.                               | CarGurus, Inc.                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    143843 | NS      | $4814425.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     60814 | NS      | $1832325.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                | Cars.com Inc.                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    102136 | NS      | $1210311.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    109314 | NS      | $3940769.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                     | eXp World Holdings, Inc.                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |    148923 | NS      | $1355199.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    227595 | NS      | $4085330.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                     | FB Financial Corporation                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     59821 | NS      | $2709891.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                         | First Hawaiian, Inc.                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    212762 | NS      | $5310539.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                        | Fortrea Holdings Inc.                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |    159157 | NS      | $786235.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                      | Forward Air Corporation                      | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34742 | NS      | $852568.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    171460 | NS      | $4613988.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                    | Fox Factory Holding Corp.                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     73036 | NS      | $1894553.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.              | Franklin BSP Realty Trust, Inc.              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |    145035 | NS      | $1550424.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                              | Frontdoor, Inc.                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    125585 | NS      | $7401979.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc., The                         | GEO Group, Inc., The                         | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |    238378 | NS      | $5709153.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                    | G-III Apparel Group, Ltd.                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     66640 | NS      | $1492736.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                     | GMS Inc.                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     65689 | NS      | $7143678.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc.                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    707417 | NS      | $5503704.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                        | Gentherm Incorporated                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     52105 | NS      | $1474050.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    103464 | NS      | $1518851.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                    | Goosehead Insurance, Inc.                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     43075 | NS      | $4544843.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                 | Grid Dynamics Holdings, Inc.                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107340 | NS      | $1239777.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                 | Grocery Outlet Holding Corp.                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165074 | NS      | $2050219.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                              | HCI Group, Inc.                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     15735 | NS      | $2394867.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.  | HA Sustainable Infrastructure Capital, Inc.  | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208548 | NS      | $5601599.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthstream, Inc.                           | Healthstream, Inc.                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     40348 | NS      | $1116429.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    240963 | NS      | $1503609.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                | Progyny, Inc.                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126310 | NS      | $2778820.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.               | Protagonist Therapeutics, Inc.               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106582 | NS      | $5890787.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                       | SPX Technologies, Inc.                       | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80009 | NS      | $13415909.12  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                | Safehold Inc.                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     79719 | NS      | $1240427.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     25810 | NS      | $2049055.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    170107 | NS      | $1575190.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SanDisk LLC                                  | SanDisk LLC                                  | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232337 | NS      | $10536482.95  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc.                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     80765 | NS      | $1950474.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Schrodinger, Inc.                            | Schrodinger, Inc.                            | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96964 | NS      | $1950915.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sealed Air Corporation                       | Sealed Air Corporation                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    250640 | NS      | $7777359.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation          | Select Medical Holdings Corporation          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177527 | NS      | $2694859.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation            | Sensient Technologies Corporation            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     73031 | NS      | $7195014.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                 | ServisFirst Bancshares, Inc.                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85813 | NS      | $6651365.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company        | Shenandoah Telecommunications Company        | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     77900 | NS      | $1064114.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company, The               | Simply Good Foods Company, The               | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158098 | NS      | $4994315.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                           | SITE Centers Corp.                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     80256 | NS      | $907701.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                           | Sitime Corporation                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35943 | NS      | $7658734.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation          | Six Flags Entertainment Corporation          | CUSIP: 83001C108<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    161034 | NS      | $4900264.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SolarEdge Technologies Ltd.                  | SolarEdge Technologies Ltd.                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    101349 | NS      | $2067519.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc.                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     24815 | NS      | $1983462.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                  | Sonos, Inc.                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    202422 | NS      | $2188181.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                   | Southside Bancshares, Inc.                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     49489 | NS      | $1456461.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                               | Sprinklr, Inc.                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |    192067 | NS      | $1624886.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                   | Westamerica Bancorporation                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45270 | NS      | $2192878.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79735 | NS      | $995092.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc.                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     69816 | NS      | $3115888.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                | Willscot Holdings Corporation                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    311357 | NS      | $8531181.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     47474 | NS      | $1376746.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                              | Wolfspeed, Inc.                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    271416 | NS      | $108240.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    137679 | NS      | $2489236.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                 | World Acceptance Corporation                 | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      5398 | NS      | $891317.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                     | World Kinect Corporation                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     97519 | NS      | $2764663.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cathay General Bancorp                       | Cathay General Bancorp                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    119473 | NS      | $5439605.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13683 | NS      | $5944305.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                 | Worthington Industries, Inc.                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     53520 | NS      | $3406012.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel, Inc.                      | Worthington Steel, Inc.                      | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61034 | NS      | $1820644.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                         | Celanese Corporation                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    187144 | NS      | $10354677.52  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                 | Central Garden & Pet Company                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     14848 | NS      | $522352.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                 | Central Garden & Pet Company                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     83321 | NS      | $2607114.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     45623 | NS      | $1278812.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    167212 | NS      | $2101854.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                    | Yelp Inc.                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    107957 | NS      | $3699686.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                     | Century Aluminum Company                     | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     88578 | NS      | $1596175.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                    | Century Communities, Inc.                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     46353 | NS      | $2610600.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    196876 | NS      | $4272209.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     29194 | NS      | $1757186.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                | Certara, Inc.                                | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |    191940 | NS      | $2245698.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                      | Cinemark Holdings, Inc.                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    174210 | NS      | $5257657.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleanspark Inc.                              | Cleanspark Inc.                              | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    477677 | NS      | $5268777.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure, Inc.                           | Clear Secure, Inc.                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157826 | NS      | $4381249.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     40097 | NS      | $3172474.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                        | Mister Car Wash, Inc.                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163660 | NS      | $983596.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Company                             | Moelis & Company                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    126411 | NS      | $7877933.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                        | Mr. Cooper Group Inc.                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    109566 | NS      | $16348342.86  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    159752 | NS      | $848283.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                          | Navient Corporation                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    125099 | NS      | $1763895.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics, Inc.                            | Neogenomics, Inc.                            | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |    224497 | NS      | $1641073.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    121248 | NS      | $3008162.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     37475 | NS      | $1248667.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company            | Northwest Natural Holding Company            | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68414 | NS      | $2717404.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                    | DNOW Inc.                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    184395 | NS      | $2734577.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                              | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |    263354 | NS      | $3881837.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     76562 | NS      | $3276853.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicell, Inc.                               | Omnicell, Inc.                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     80961 | NS      | $2380253.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                 | OmniAb, Inc.                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb, Inc.                                 | OmniAb, Inc.                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    443977 | NS      | $4297697.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                          | OUTFRONT Media Inc.                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    238160 | NS      | $3886776.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| PC Connection, Inc.                          | PC Connection, Inc.                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     21231 | NS      | $1396575.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                            | PJT Partners Inc.                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     41823 | NS      | $6901213.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                              | PRA Group, Inc.                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     68902 | NS      | $1016304.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                | Pacific Premier Bancorp, Inc.                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    164975 | NS      | $3479322.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     45683 | NS      | $7046602.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                   | Par Pacific Holdings, Inc.                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     87179 | NS      | $2312858.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                | Kennedy-Wilson Holdings, Inc.                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    205581 | NS      | $1397950.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                           | Kohl's Corporation                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    190005 | NS      | $1611242.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                   | Korn Ferry                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     88829 | NS      | $6513830.57   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                        | Krystal Biotech, Inc.                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     43313 | NS      | $5953804.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                    | CEVA Inc.                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     41573 | NS      | $913774.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Incorporated, The         | Cheesecake Factory Incorporated, The         | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     77426 | NS      | $4851513.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha and Omega Semiconductor Limited        | Alpha and Omega Semiconductor Limited        | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     41458 | NS      | $1063812.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                      | Signet Jewelers Limited                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     73912 | NS      | $5879699.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse, Inc.                   | The Chefs' Warehouse, Inc.                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     60737 | NS      | $3875627.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Company, The                        | Chemours Company, The                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    258683 | NS      | $2961920.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                             | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    158770 | NS      | $3237320.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                      | Penguin Solutions, Inc.                      | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     88963 | NS      | $1762357.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corporation             | Chesapeake Utilities Corporation             | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     39783 | NS      | $4782712.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                         | City Holding Company                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25230 | NS      | $3088656.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu, Inc.                                   | Cohu, Inc.                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     78735 | NS      | $1514861.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                           | Enovis Corporation                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     98372 | NS      | $3084945.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System, Inc.             | Community Financial System, Inc.             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     90753 | NS      | $5161123.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                     | Comstock Resources, Inc.                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    157719 | NS      | $4364084.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     32738 | NS      | $823033.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport, Ltd.                       | Marten Transport, Ltd.                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99778 | NS      | $1296116.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                         | Materion Corporation                         | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     36161 | NS      | $2870098.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation           | Matthews International Corporation           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     52787 | NS      | $1262137.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest, Inc.                                | SkyWest, Inc.                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     69090 | NS      | $7114197.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                          | Spartannash Company                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     57227 | NS      | $1515943.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                       | STAAR Surgical Company                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     85289 | NS      | $1431149.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     35687 | NS      | $1096304.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation            | Standex International Corporation            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     20454 | NS      | $3200641.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                               | Stepan Company                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     37159 | NS      | $2028138.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     78914 | NS      | $2208013.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                         | StepStone Group Inc.                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113402 | NS      | $6293811.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                | Sterling Infrastructure, Inc.                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     52064 | NS      | $12012726.72  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation     | Stewart Information Services Corporation     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     47454 | NS      | $3089255.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                            | StoneX Group Inc.                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     74657 | NS      | $6804238.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     40841 | NS      | $3476794.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                 | Stride, Inc.                                 | CUSIP: 86333M108<br>LEI: 549300C5QMJWS8OV3386 | Long             | EC               | CORP              | US        |     73488 | NS      | $10669722.72  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm, Ruger & Company, Inc.                 | Sturm, Ruger & Company, Inc.                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     28445 | NS      | $1021175.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                | Summit Hotel Properties, Inc.                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    189698 | NS      | $965562.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings, Inc.          | Sun Country Airlines Holdings, Inc.          | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66946 | NS      | $786615.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    141652 | NS      | $1216790.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    338017 | NS      | $2933987.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     95767 | NS      | $3018575.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                          | Sylvamo Corporation                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     58233 | NS      | $2917473.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                   | Tandem Diabetes Care, Inc.                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    113317 | NS      | $2112228.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                  | Tanger Inc.                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    194491 | NS      | $5947534.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                        | Teleflex Incorporated                        | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     75382 | NS      | $8922213.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation               | Tompkins Financial Corporation               | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     21429 | NS      | $1344241.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     28373 | NS      | $949076.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    140716 | NS      | $3800739.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                          | Triumph Group, Inc.                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    132443 | NS      | $3410407.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc.                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    202713 | NS      | $2645404.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                              | Trupanion, Inc.                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     57413 | NS      | $3177809.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustco Bank Corp N Y                        | Trustco Bank Corp N Y                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33402 | NS      | $1116294.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                        | Trustmark Corporation                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    104241 | NS      | $3800626.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                       | UFP Technologies, Inc.                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     12487 | NS      | $3048825.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Unifirst Corporation                         | Unifirst Corporation                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     25846 | NS      | $4864734.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                           | CONMED Corporation                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     53480 | NS      | $2785238.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated            | Corcept Therapeutics Incorporated            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    162502 | NS      | $11927646.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37249 | NS      | $1069046.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    103843 | NS      | $2420580.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                           | Unitil Corporation                           | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28370 | NS      | $1479495.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                        | Universal Corporation                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     42889 | NS      | $2497855.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                 | Core Natural Resources, Inc.                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     86407 | NS      | $6026024.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                      | QuidelOrtho Corporation                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    112438 | NS      | $3240463.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     96947 | NS      | $7032535.38   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                        | Urban Edge Properties                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214225 | NS      | $3997438.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                           | CorVel Corporation                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47021 | NS      | $4832818.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                               | Artivion, Inc.                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     64518 | NS      | $2006509.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                       | Veeco Instruments Inc.                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    101306 | NS      | $2058537.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                       | Veritex Holdings, Inc.                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     92183 | NS      | $2405976.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                          | Vericel Corporation                          | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     86634 | NS      | $3686276.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                   | Verra Mobility Corporation                   | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272909 | NS      | $6929159.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22095 | NS      | $1936626.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                            | Dana Incorporated                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    220917 | NS      | $3788726.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     48213 | NS      | $1450247.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corporation                           | Deluxe Corporation                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     76936 | NS      | $1224051.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Alpharetta Tenant, LLC           | DiamondRock Alpharetta Tenant, LLC           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    353168 | NS      | $2705266.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                      | Digi International Inc.                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     63034 | NS      | $2197365.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    171570 | NS      | $3554930.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                       | Otter Tail Corporation                       | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |     72025 | NS      | $5552407.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor, Inc.                          | Owens & Minor, Inc.                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    130129 | NS      | $1184173.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     24879 | NS      | $1001379.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PDF Solutions, Inc.                          | PDF Solutions, Inc.                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     53270 | NS      | $1138912.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                 | Pacira Pharmaceuticals, Inc.                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     79722 | NS      | $1905355.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.              | Papa John's International, Inc.              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     56530 | NS      | $2766578.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                    | Park National Corporation                    | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     24917 | NS      | $4167617.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     56948 | NS      | $5254591.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    604390 | NS      | $3584032.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corporation                   | Peabody Energy Corporation                   | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    207107 | NS      | $2779375.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                     | PENN Entertainment, Inc.                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247535 | NS      | $4423450.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    108355 | NS      | $2040324.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                      | Piper Sandler Companies                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     28115 | NS      | $7814283.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                            | Pitney Bowes Inc.                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    272879 | NS      | $2977109.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     46708 | NS      | $6320059.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     16072 | NS      | $3382352.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                               | Preferred Bank                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     20358 | NS      | $1761883.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     42587 | NS      | $4473338.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                | Progress Software Corporation                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     73499 | NS      | $4692176.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | Proto Labs, Inc.                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     42084 | NS      | $1685043.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                  | Quaker Chemical Corporation                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     23461 | NS      | $2626224.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation         | Quanex Building Products Corporation         | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     79756 | NS      | $1507388.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                    | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |    146024 | NS      | $690693.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                            | Radian Group Inc.                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    230485 | NS      | $8302069.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    113658 | NS      | $6468276.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    233909 | NS      | $1382402.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation           | REX American Resources Corporation           | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24941 | NS      | $1214876.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                             | Robert Half Inc.                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    170936 | NS      | $7016922.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                           | Rogers Corporation                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     27889 | NS      | $1909838.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc.                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    104434 | NS      | $5379395.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T Bancorp, Inc.                          | S & T Bancorp, Inc.                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66912 | NS      | $2530611.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                  | H2O America                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52350 | NS      | $2722200.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Company, The                         | St. Joe Company, The                         | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     64182 | NS      | $3061481.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo & Son, Inc.               | John B. Sanfilippo & Son, Inc.               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     16255 | NS      | $1027966.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions And Hospitality, Inc.    | Pursuit Attractions And Hospitality, Inc.    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     36945 | NS      | $1065124.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                         | Viavi Solutions Inc.                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    382419 | NS      | $3850959.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                            | Vicor Corporation                            | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     39795 | NS      | $1805101.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     60898 | NS      | $1484693.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                  | International Seaways, Inc.                  | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     69322 | NS      | $2528866.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Asset Management, LLC       | JNL Government Money Market Fund - Class SL  | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  33106597 | NS      | $33106597.45  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                  | FUTURE - CASH SETTLED                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       104 | NC      | $379909.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer