# EDGAR Filing Document

**Accession Number:** 0000743773
**File Stem:** 0001410368-25-032320
**Filing Date:** 2025-11
**Character Count:** 211831
**Document Hash:** 353ea7179c02523a61b4b070b5353e29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032320.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-032320

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Variable Trust, Inc.
- **CENTRAL INDEX KEY:** 0000743773

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04000
- **FILM NUMBER:** 251528484

**BUSINESS ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calvert Variable Products, Inc.
- **DATE OF NAME CHANGE:** 20100429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SUMMIT MUTUAL FUNDS, INC.
- **DATE OF NAME CHANGE:** 20090122

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SUMMIT MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 20000323

## Series and Classes Contracts Data

### CVT S&P MidCap 400 Index Portfolio (Series ID: S000010992)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000030368 | CVT S&P MidCap 400 Index Portfolio - I Class |  |
| C000053062 | CVT S&P MidCap 400 Index Portfolio - F Class |  |

## Nport-Ex

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited)

------

Common Stocks — 95.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 2.9% | Aerospace & Defense — 2.9% |  |
| AeroVironment, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 | $1878004 |
| ATI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25837 | &nbsp;&nbsp; 2101582 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17133 | &nbsp;&nbsp; 3158811 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7063 | &nbsp;&nbsp; 3834785 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14914 | &nbsp;&nbsp; 935108 |
| Kratos Defense & Security Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31641 | &nbsp;&nbsp; 2891038 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11241 | &nbsp;&nbsp; 2840713 |
|  |  | **$17640041** |
| Air Freight & Logistics — 0.2% | Air Freight & Logistics — 0.2% |  |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21458 | &nbsp;&nbsp;&nbsp;$1134914 |
|  |  | &nbsp;&nbsp;&nbsp;**$1134914** |
| Automobile Components — 0.8% | Automobile Components — 0.8% |  |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13246 | &nbsp;&nbsp;&nbsp;$1635881 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41144 | &nbsp;&nbsp;&nbsp;&nbsp;1164375 |
| Goodyear Tire & Rubber Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401078 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9974 | &nbsp;&nbsp;&nbsp;&nbsp;1003484 |
| Visteon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612844 |
|  |  | &nbsp;&nbsp;&nbsp;**$4817662** |
| Automobiles — 0.3% | Automobiles — 0.3% |  |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22785 | &nbsp;&nbsp;&nbsp;&nbsp;$635702 |
| Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 | &nbsp;&nbsp;&nbsp;&nbsp;1034100 |
|  |  | &nbsp;&nbsp;&nbsp;**$1669802** |
| Banks — 6.3% | Banks — 6.3% |  |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30626 | &nbsp;&nbsp;&nbsp;&nbsp;$787394 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;19844 | &nbsp;&nbsp;&nbsp;&nbsp;1011647 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;34924 | &nbsp;&nbsp;&nbsp;&nbsp;1311047 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56057 | &nbsp;&nbsp;&nbsp;&nbsp;1442907 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24092 | &nbsp;&nbsp;&nbsp;&nbsp;1650784 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23263 | &nbsp;&nbsp;&nbsp;&nbsp;1390197 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12058 | &nbsp;&nbsp;&nbsp;&nbsp;1528593 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25835 | &nbsp;&nbsp;&nbsp;&nbsp;2750136 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67322 | &nbsp;&nbsp;&nbsp;&nbsp;1084557 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821430 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95179 | &nbsp;&nbsp;&nbsp;&nbsp;2151997 |
| Flagstar Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647816 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22223 | &nbsp;&nbsp;&nbsp;&nbsp;1081593 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994748 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972303 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696919 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;65374 | &nbsp;&nbsp;&nbsp;&nbsp;1434959 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14415 | &nbsp;&nbsp;&nbsp;&nbsp;1351983 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17808 | &nbsp;&nbsp;&nbsp;&nbsp;1181561 |
| SouthState Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18972 | &nbsp;&nbsp;&nbsp;&nbsp;1875762 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26019 | &nbsp;&nbsp;&nbsp;&nbsp;1277012 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| Texas Capital Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8577 | $725014 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13379 | &nbsp;&nbsp; 1583405 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26489 | &nbsp;&nbsp; 985656 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90232 | &nbsp;&nbsp; 956459 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31153 | &nbsp;&nbsp; 1851734 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19405 | &nbsp;&nbsp; 1682802 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp; 1662122 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27672 | &nbsp;&nbsp; 1565682 |
|  |  | **$38458219** |
| Beverages — 0.5% | Beverages — 0.5% |  |
| Boston Beer Co., Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;$313324 |
| Celsius Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29979 | &nbsp;&nbsp;&nbsp;&nbsp;1723493 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11235 | &nbsp;&nbsp;&nbsp;&nbsp;1316293 |
|  |  | &nbsp;&nbsp;&nbsp;**$3353110** |
| Biotechnology — 2.3% | Biotechnology — 2.3% |  |
| BioMarin Pharmaceutical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35994 | &nbsp;&nbsp;&nbsp;$1949435 |
| Cytokinetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22430 | &nbsp;&nbsp;&nbsp;&nbsp;1232753 |
| Exelixis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50463 | &nbsp;&nbsp;&nbsp;&nbsp;2084122 |
| Halozyme Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21926 | &nbsp;&nbsp;&nbsp;&nbsp;1608053 |
| Neurocrine Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18592 | &nbsp;&nbsp;&nbsp;&nbsp;2609945 |
| Roivant Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;80645 | &nbsp;&nbsp;&nbsp;&nbsp;1220159 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 | &nbsp;&nbsp;&nbsp;&nbsp;3554062 |
|  |  | **$14258529** |
| Broadline Retail — 0.4% | Broadline Retail — 0.4% |  |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50901 | &nbsp;&nbsp;&nbsp;&nbsp;$912655 |
| Ollie's Bargain Outlet Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11499 | &nbsp;&nbsp;&nbsp;&nbsp;1476472 |
|  |  | &nbsp;&nbsp;&nbsp;**$2389127** |
| Building Products — 2.0% | Building Products — 2.0% |  |
| AAON, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp;&nbsp;$1185286 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13409 | &nbsp;&nbsp;&nbsp;&nbsp;1859828 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7995 | &nbsp;&nbsp;&nbsp;&nbsp;2630035 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22502 | &nbsp;&nbsp;&nbsp;&nbsp;1201382 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;15676 | &nbsp;&nbsp;&nbsp;&nbsp;2217527 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7801 | &nbsp;&nbsp;&nbsp;&nbsp;1306356 |
| Trex Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20101 | &nbsp;&nbsp;&nbsp;&nbsp;1038619 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10978 | &nbsp;&nbsp;&nbsp;&nbsp;1026333 |
|  |  | **$12465366** |
| Capital Markets — 3.0% | Capital Markets — 3.0% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp;&nbsp;$1269878 |
| Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48818 | &nbsp;&nbsp;&nbsp;&nbsp;3060889 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;2440510 |
| Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719490 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7583 | &nbsp;&nbsp;&nbsp;&nbsp;1022113 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10192 | &nbsp;&nbsp;&nbsp;&nbsp;2092622 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;23391 | &nbsp;&nbsp;&nbsp;&nbsp;1041133 |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Capital Markets (continued) | Capital Markets (continued) |  |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30934 | $2023702 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 | &nbsp;&nbsp; 1063998 |
| SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17612 | &nbsp;&nbsp; 1494378 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19153 | &nbsp;&nbsp; 2173291 |
|  |  | **$18402004** |
| Chemicals — 1.4% | Chemicals — 1.4% |  |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8568 | $410493 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17160 | &nbsp;&nbsp; 565422 |
| Axalta Coating Systems Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40597 | &nbsp;&nbsp;&nbsp;&nbsp;1161886 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758447 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;1214156 |
| Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537035 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24064 | &nbsp;&nbsp;&nbsp;&nbsp;2836664 |
| Scotts Miracle-Gro Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478608 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481625 |
|  |  | &nbsp;&nbsp;&nbsp;**$8444336** |
| Commercial Services & Supplies — 1.6% | Commercial Services & Supplies — 1.6% |  |
| Brink's Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;$912676 |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;2194479 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;1186767 |
| RB Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34791 | &nbsp;&nbsp;&nbsp;&nbsp;3769953 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49257 | &nbsp;&nbsp;&nbsp;&nbsp;1644199 |
|  |  | &nbsp;&nbsp;&nbsp;**$9708074** |
| Communications Equipment — 1.0% | Communications Equipment — 1.0% |  |
| Ciena Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;$3860255 |
| Lumentum Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13084 | &nbsp;&nbsp;&nbsp;&nbsp;2128898 |
|  |  | &nbsp;&nbsp;&nbsp;**$5989153** |
| Construction & Engineering — 2.6% | Construction & Engineering — 2.6% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;24827 | &nbsp;&nbsp;&nbsp;$3239179 |
| API Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69384 | &nbsp;&nbsp;&nbsp;&nbsp;2384728 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;5445363 |
| Fluor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30304 | &nbsp;&nbsp;&nbsp;&nbsp;1274889 |
| MasTec, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11492 | &nbsp;&nbsp;&nbsp;&nbsp;2445612 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;1434601 |
|  |  | **$16224372** |
| Construction Materials — 0.4% | Construction Materials — 0.4% |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083 | &nbsp;&nbsp;&nbsp;$1417582 |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816513 |
|  |  | &nbsp;&nbsp;&nbsp;**$2234095** |
| Consumer Finance — 0.7% | Consumer Finance — 0.7% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52506 | &nbsp;&nbsp;&nbsp;$2058235 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 | &nbsp;&nbsp;&nbsp;&nbsp;1159318 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39080 | &nbsp;&nbsp;&nbsp;&nbsp;1081734 |
|  |  | &nbsp;&nbsp;&nbsp;**$4299287** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Consumer Staples Distribution & Retail — 2.8% | Consumer Staples Distribution & Retail — 2.8% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75560 | $1323056 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24753 | &nbsp;&nbsp; 2308217 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp; 3940280 |
| Maplebear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34567 | &nbsp;&nbsp; 1270683 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29340 | &nbsp;&nbsp; 3052534 |
| Sprouts Farmers Market, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18319 | &nbsp;&nbsp; 1993107 |
| U.S. Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42209 | &nbsp;&nbsp; 3234054 |
|  |  | **$17121931** |
| Containers & Packaging — 1.1% | Containers & Packaging — 1.1% |  |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;$1650701 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21565 | &nbsp;&nbsp;&nbsp;&nbsp;2082963 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;55533 | &nbsp;&nbsp;&nbsp;&nbsp;1086781 |
| Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292705 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715987 |
| Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;18489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796691 |
|  |  | &nbsp;&nbsp;&nbsp;**$6625828** |
| Diversified Consumer Services — 1.3% | Diversified Consumer Services — 1.3% |  |
| Duolingo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7441 | &nbsp;&nbsp;&nbsp;$2394811 |
| Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749947 |
| Grand Canyon Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;1141504 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25096 | &nbsp;&nbsp;&nbsp;&nbsp;1269105 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;26288 | &nbsp;&nbsp;&nbsp;&nbsp;2187687 |
|  |  | &nbsp;&nbsp;&nbsp;**$7743054** |
| Diversified REITs — 0.5% | Diversified REITs — 0.5% |  |
| W.P. Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41050 | &nbsp;&nbsp;&nbsp;$2773748 |
|  |  | &nbsp;&nbsp;&nbsp;**$2773748** |
| Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% |  |
| Frontier Communications Parent, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46922 | &nbsp;&nbsp;&nbsp;$1752537 |
| Iridium Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347297 |
|  |  | &nbsp;&nbsp;&nbsp;**$2099834** |
| Electric Utilities — 0.9% | Electric Utilities — 0.9% |  |
| ALLETE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10854 | &nbsp;&nbsp;&nbsp;&nbsp;$720706 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10129 | &nbsp;&nbsp;&nbsp;&nbsp;1338547 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37752 | &nbsp;&nbsp;&nbsp;&nbsp;1746785 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;20538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903672 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17778 | &nbsp;&nbsp;&nbsp;&nbsp;1005346 |
|  |  | &nbsp;&nbsp;&nbsp;**$5715056** |
| Electrical Equipment — 1.7% | Electrical Equipment — 1.7% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;$1958890 |
| EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793318 |
| NEXTracker, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27736 | &nbsp;&nbsp;&nbsp;&nbsp;2052187 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;30170 | &nbsp;&nbsp;&nbsp;&nbsp;2975969 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12442 | &nbsp;&nbsp;&nbsp;&nbsp;1784680 |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electrical Equipment (continued) | Electrical Equipment (continued) |  |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300 | $834015 |
|  |  | **$10399059** |
| Electronic Equipment, Instruments & Components — 3.3% | Electronic Equipment, Instruments & Components — 3.3% |  |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9654 | $1168134 |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15719 | &nbsp;&nbsp; 821789 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7427 | &nbsp;&nbsp; 893245 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31473 | &nbsp;&nbsp; 1425727 |
| Coherent Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29138 | &nbsp;&nbsp; 3138745 |
| Crane NXT Co.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620800 |
| Fabrinet<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 | &nbsp;&nbsp;&nbsp;&nbsp;2449153 |
| Flex Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;70356 | &nbsp;&nbsp;&nbsp;&nbsp;4078537 |
| IPG Photonics Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376073 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;1203102 |
| Novanta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675312 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14377 | &nbsp;&nbsp;&nbsp;&nbsp;2354234 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27499 | &nbsp;&nbsp;&nbsp;&nbsp;1154133 |
|  |  | **$20358984** |
| Energy Equipment & Services — 0.9% | Energy Equipment & Services — 0.9% |  |
| NOV, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69613 | &nbsp;&nbsp;&nbsp;&nbsp;$922372 |
| TechnipFMC PLC | &nbsp;&nbsp;&nbsp;&nbsp;77046 | &nbsp;&nbsp;&nbsp;&nbsp;3039465 |
| Valaris Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605480 |
| Weatherford International PLC | &nbsp;&nbsp;&nbsp;&nbsp;13466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921478 |
|  |  | &nbsp;&nbsp;&nbsp;**$5488795** |
| Entertainment — 0.1% | Entertainment — 0.1% |  |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;27347 | &nbsp;&nbsp;&nbsp;&nbsp;$931439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$931439** |
| Financial Services — 1.6% | Financial Services — 1.6% |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56149 | &nbsp;&nbsp;&nbsp;$2851246 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18470 | &nbsp;&nbsp;&nbsp;&nbsp;1173953 |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634339 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43212 | &nbsp;&nbsp;&nbsp;&nbsp;1225925 |
| Shift4 Payments, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976324 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18074 | &nbsp;&nbsp;&nbsp;&nbsp;1351935 |
| Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;60541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483723 |
| WEX, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;1011815 |
|  |  | &nbsp;&nbsp;&nbsp;**$9709260** |
| Food Products — 0.8% | Food Products — 0.8% |  |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29652 | &nbsp;&nbsp;&nbsp;&nbsp;$915357 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516493 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12031 | &nbsp;&nbsp;&nbsp;&nbsp;1469106 |
| Marzetti Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660749 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322950 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963128 |
|  |  | &nbsp;&nbsp;&nbsp;**$4847783** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Gas Utilities — 1.1% | Gas Utilities — 1.1% |  |
| National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16939 | $1564655 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18830 | &nbsp;&nbsp; 906665 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11247 | &nbsp;&nbsp; 910332 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12008 | &nbsp;&nbsp; 940707 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11064 | &nbsp;&nbsp; 901937 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40288 | &nbsp;&nbsp; 1339979 |
|  |  | **$6564275** |
| Ground Transportation — 1.4% | Ground Transportation — 1.4% |  |
| Avis Budget Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3167 | &nbsp;&nbsp;&nbsp;&nbsp;$508541 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30424 | &nbsp;&nbsp;&nbsp;&nbsp;1202052 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796150 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;1442341 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;1494705 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22075 | &nbsp;&nbsp;&nbsp;&nbsp;2853635 |
|  |  | &nbsp;&nbsp;&nbsp;**$8297424** |
| Health Care Equipment & Supplies — 1.2% | Health Care Equipment & Supplies — 1.2% |  |
| DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37394 | &nbsp;&nbsp;&nbsp;&nbsp;$474530 |
| Envista Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634546 |
| Globus Medical, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21112 | &nbsp;&nbsp;&nbsp;&nbsp;1209084 |
| Haemonetics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440171 |
| Lantheus Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653743 |
| LivaNova PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536109 |
| Masimo Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8656 | &nbsp;&nbsp;&nbsp;&nbsp;1277193 |
| Penumbra, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7310 | &nbsp;&nbsp;&nbsp;&nbsp;1851769 |
|  |  | &nbsp;&nbsp;&nbsp;**$7077145** |
| Health Care Providers & Services — 2.2% | Health Care Providers & Services — 2.2% |  |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;$1223226 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18881 | &nbsp;&nbsp;&nbsp;&nbsp;2398265 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10739 | &nbsp;&nbsp;&nbsp;&nbsp;1855377 |
| HealthEquity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16210 | &nbsp;&nbsp;&nbsp;&nbsp;1536222 |
| Hims & Hers Health, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38758 | &nbsp;&nbsp;&nbsp;&nbsp;2198354 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844542 |
| Tenet Healthcare Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16562 | &nbsp;&nbsp;&nbsp;&nbsp;3362748 |
|  |  | **$13418734** |
| Health Care REITs — 0.7% | Health Care REITs — 0.7% |  |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65910 | &nbsp;&nbsp;&nbsp;$1188357 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55298 | &nbsp;&nbsp;&nbsp;&nbsp;2334682 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837868 |
|  |  | &nbsp;&nbsp;&nbsp;**$4360907** |
| Health Care Technology — 0.3% | Health Care Technology — 0.3% |  |
| Doximity, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25569 | &nbsp;&nbsp;&nbsp;$1870372 |
|  |  | &nbsp;&nbsp;&nbsp;**$1870372** |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |  |
| Park Hotels & Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37474 | $415212 |
|  |  | **$415212** |
| Hotels, Restaurants & Leisure — 2.7% | Hotels, Restaurants & Leisure — 2.7% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49272 | $1892045 |
| Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11123 | &nbsp;&nbsp; 961583 |
| Cava Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18693 | &nbsp;&nbsp; 1129244 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp; 414169 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12488 | &nbsp;&nbsp; 1211461 |
| Hilton Grand Vacations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483407 |
| Hyatt Hotels Corp., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7936 | &nbsp;&nbsp;&nbsp;&nbsp;1126357 |
| Light & Wonder, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15736 | &nbsp;&nbsp;&nbsp;&nbsp;1320880 |
| Marriott Vacations Worldwide Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345380 |
| Planet Fitness, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15730 | &nbsp;&nbsp;&nbsp;&nbsp;1632774 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12456 | &nbsp;&nbsp;&nbsp;&nbsp;2069564 |
| Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;12169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723934 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;&nbsp;1041605 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 | &nbsp;&nbsp;&nbsp;&nbsp;1317293 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14313 | &nbsp;&nbsp;&nbsp;&nbsp;1143609 |
|  |  | **$16813305** |
| Household Durables — 1.8% | Household Durables — 1.8% |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;12756 | &nbsp;&nbsp;&nbsp;&nbsp;$811792 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39344 | &nbsp;&nbsp;&nbsp;&nbsp;3317879 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18528 | &nbsp;&nbsp;&nbsp;&nbsp;1223033 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18404 | &nbsp;&nbsp;&nbsp;&nbsp;2542329 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;2050061 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823492 |
|  |  | **$10768586** |
| Independent Power and Renewable Electricity Producers — 0.8% | Independent Power and Renewable Electricity Producers — 0.8% |  |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11383 | &nbsp;&nbsp;&nbsp;$1095614 |
| Talen Energy Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564 | &nbsp;&nbsp;&nbsp;&nbsp;3642954 |
|  |  | &nbsp;&nbsp;&nbsp;**$4738568** |
| Industrial REITs — 1.0% | Industrial REITs — 1.0% |  |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp;&nbsp;$1689892 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24820 | &nbsp;&nbsp;&nbsp;&nbsp;1277485 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44263 | &nbsp;&nbsp;&nbsp;&nbsp;1819652 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34997 | &nbsp;&nbsp;&nbsp;&nbsp;1235044 |
|  |  | &nbsp;&nbsp;&nbsp;**$6022073** |
| Insurance — 4.0% | Insurance — 4.0% |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12975 | &nbsp;&nbsp;&nbsp;$1890717 |
| Brighthouse Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568646 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718624 |
| Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47879 | &nbsp;&nbsp;&nbsp;&nbsp;2896201 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19083 | &nbsp;&nbsp;&nbsp;&nbsp;1225892 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705 | &nbsp;&nbsp;&nbsp;&nbsp;1217829 |
| Kemper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602104 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 | $1764404 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42850 | &nbsp;&nbsp; 1819839 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 | &nbsp;&nbsp; 1685526 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12389 | &nbsp;&nbsp; 2380299 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8823 | &nbsp;&nbsp; 2240424 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17214 | &nbsp;&nbsp; 1122697 |
| Ryan Specialty Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21119 | &nbsp;&nbsp; 1190267 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11406 | &nbsp;&nbsp; 924684 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;29372 | &nbsp;&nbsp;&nbsp;&nbsp;2284554 |
|  |  | **$24532707** |
| Interactive Media & Services — 0.1% | Interactive Media & Services — 0.1% |  |
| ZoomInfo Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52561 | &nbsp;&nbsp;&nbsp;&nbsp;$573441 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$573441** |
| IT Services — 1.2% | IT Services — 1.2% |  |
| ASGN, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;$388743 |
| Kyndryl Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43329 | &nbsp;&nbsp;&nbsp;&nbsp;1301170 |
| Okta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31335 | &nbsp;&nbsp;&nbsp;&nbsp;2873419 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28762 | &nbsp;&nbsp;&nbsp;&nbsp;2878789 |
|  |  | &nbsp;&nbsp;&nbsp;**$7442121** |
| Leisure Products — 0.5% | Leisure Products — 0.5% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12246 | &nbsp;&nbsp;&nbsp;&nbsp;$774437 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60397 | &nbsp;&nbsp;&nbsp;&nbsp;1016481 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582056 |
| YETI Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505199 |
|  |  | &nbsp;&nbsp;&nbsp;**$2878173** |
| Life Sciences Tools & Services — 1.6% | Life Sciences Tools & Services — 1.6% |  |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;127794 | &nbsp;&nbsp;&nbsp;$1594869 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959494 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674525 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28811 | &nbsp;&nbsp;&nbsp;&nbsp;2736181 |
| Medpace Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;2138906 |
| Repligen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;1325071 |
| Sotera Health Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519310 |
|  |  | &nbsp;&nbsp;&nbsp;**$9948356** |
| Machinery — 4.9% | Machinery — 4.9% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11610 | &nbsp;&nbsp;&nbsp;$1243083 |
| Chart Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;1657842 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;166473 | &nbsp;&nbsp;&nbsp;&nbsp;1806232 |
| Crane Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9169 | &nbsp;&nbsp;&nbsp;&nbsp;1688380 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21842 | &nbsp;&nbsp;&nbsp;&nbsp;1787768 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;1195059 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24515 | &nbsp;&nbsp;&nbsp;&nbsp;1302727 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31060 | &nbsp;&nbsp;&nbsp;&nbsp;2638857 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14621 | &nbsp;&nbsp;&nbsp;&nbsp;2613650 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;2439661 |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Middleby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8740 | $1161808 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20751 | &nbsp;&nbsp; 2098134 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11997 | &nbsp;&nbsp; 1556011 |
| RBC Bearings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp; 2299589 |
| Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12297 | &nbsp;&nbsp; 630836 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11880 | &nbsp;&nbsp; 893138 |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18499 | &nbsp;&nbsp; 1409624 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp; 1435220 |
|  |  | **$29857619** |
| Marine Transportation — 0.1% | Marine Transportation — 0.1% |  |
| Kirby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;$872887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$872887** |
| Media — 0.8% | Media — 0.8% |  |
| EchoStar Corp., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25208 | &nbsp;&nbsp;&nbsp;$1924883 |
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30374 | &nbsp;&nbsp;&nbsp;&nbsp;1743468 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 | &nbsp;&nbsp;&nbsp;&nbsp;1056327 |
|  |  | &nbsp;&nbsp;&nbsp;**$4724678** |
| Metals & Mining — 2.1% | Metals & Mining — 2.1% |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48534 | &nbsp;&nbsp;&nbsp;$1596283 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;2294571 |
| Cleveland-Cliffs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;92732 | &nbsp;&nbsp;&nbsp;&nbsp;1131331 |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;20982 | &nbsp;&nbsp;&nbsp;&nbsp;1201849 |
| MP Materials Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25230 | &nbsp;&nbsp;&nbsp;&nbsp;1692176 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9859 | &nbsp;&nbsp;&nbsp;&nbsp;2768703 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12340 | &nbsp;&nbsp;&nbsp;&nbsp;2475157 |
|  |  | **$13160070** |
| Mortgage Real Estate Investment Trusts (REITs) — 0.6% | Mortgage Real Estate Investment Trusts (REITs) — 0.6% |  |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120359 | &nbsp;&nbsp;&nbsp;$2432455 |
| Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64692 | &nbsp;&nbsp;&nbsp;&nbsp;1253084 |
|  |  | &nbsp;&nbsp;&nbsp;**$3685539** |
| Multi-Utilities — 0.2% | Multi-Utilities — 0.2% |  |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13656 | &nbsp;&nbsp;&nbsp;&nbsp;$841073 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674484 |
|  |  | &nbsp;&nbsp;&nbsp;**$1515557** |
| Office REITs — 0.6% | Office REITs — 0.6% |  |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;21123 | &nbsp;&nbsp;&nbsp;&nbsp;$613834 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911205 |
| Kilroy Realty Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861942 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;30239 | &nbsp;&nbsp;&nbsp;&nbsp;1225587 |
|  |  | &nbsp;&nbsp;&nbsp;**$3612568** |
| Oil, Gas & Consumable Fuels — 2.9% | Oil, Gas & Consumable Fuels — 2.9% |  |
| Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62787 | &nbsp;&nbsp;&nbsp;$1220579 |
| Antero Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55014 | &nbsp;&nbsp;&nbsp;&nbsp;1846270 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) |  |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10733 | $1066538 |
| Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15632 | &nbsp;&nbsp; 508040 |
| CNX Resources Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26509 | &nbsp;&nbsp; 851469 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19044 | &nbsp;&nbsp; 2153115 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29808 | &nbsp;&nbsp; 1560151 |
| Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21937 | &nbsp;&nbsp; 985629 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25150 | &nbsp;&nbsp; 714512 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48182 | &nbsp;&nbsp; 1945589 |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464588 |
| Permian Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;131049 | &nbsp;&nbsp;&nbsp;&nbsp;1677427 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44650 | &nbsp;&nbsp;&nbsp;&nbsp;1680626 |
| Viper Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;31627 | &nbsp;&nbsp;&nbsp;&nbsp;1208784 |
|  |  | **$17883317** |
| Paper & Forest Products — 0.2% | Paper & Forest Products — 0.2% |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11879 | &nbsp;&nbsp;&nbsp;$1055330 |
|  |  | &nbsp;&nbsp;&nbsp;**$1055330** |
| Passenger Airlines — 0.4% | Passenger Airlines — 0.4% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21615 | &nbsp;&nbsp;&nbsp;$1075995 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;123687 | &nbsp;&nbsp;&nbsp;&nbsp;1390242 |
|  |  | &nbsp;&nbsp;&nbsp;**$2466237** |
| Personal Care Products — 0.4% | Personal Care Products — 0.4% |  |
| BellRing Brands, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23615 | &nbsp;&nbsp;&nbsp;&nbsp;$858405 |
| Coty, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277447 |
| e.l.f. Beauty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11119 | &nbsp;&nbsp;&nbsp;&nbsp;1473045 |
|  |  | &nbsp;&nbsp;&nbsp;**$2608897** |
| Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% |  |
| Elanco Animal Health, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93129 | &nbsp;&nbsp;&nbsp;$1875618 |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11371 | &nbsp;&nbsp;&nbsp;&nbsp;1498698 |
| Perrigo Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;25790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574343 |
|  |  | &nbsp;&nbsp;&nbsp;**$3948659** |
| Professional Services — 2.5% | Professional Services — 2.5% |  |
| CACI International, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;$2056470 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387106 |
| ExlService Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30276 | &nbsp;&nbsp;&nbsp;&nbsp;1333052 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657767 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961979 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30381 | &nbsp;&nbsp;&nbsp;&nbsp;1272660 |
| Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330083 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24152 | &nbsp;&nbsp;&nbsp;&nbsp;1142148 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965142 |
| Parsons Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829946 |
| Paylocity Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8364 | &nbsp;&nbsp;&nbsp;&nbsp;1332134 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873065 |
| TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;36516 | &nbsp;&nbsp;&nbsp;&nbsp;3059311 |
|  |  | **$15200863** |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% |  |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 | $2649323 |
|  |  | **$2649323** |
| Residential REITs — 0.8% | Residential REITs — 0.8% |  |
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61080 | $2030910 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36326 | &nbsp;&nbsp; 2204988 |
| Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43756 | &nbsp;&nbsp; 717161 |
|  |  | **$4953059** |
| Retail REITs — 0.9% | Retail REITs — 0.9% |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20708 | &nbsp;&nbsp;&nbsp;$1471096 |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57379 | &nbsp;&nbsp;&nbsp;&nbsp;1588251 |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;&nbsp;41213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919050 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35388 | &nbsp;&nbsp;&nbsp;&nbsp;1506467 |
|  |  | &nbsp;&nbsp;&nbsp;**$5484864** |
| Semiconductors & Semiconductor Equipment — 2.7% | Semiconductors & Semiconductor Equipment — 2.7% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23240 | &nbsp;&nbsp;&nbsp;&nbsp;$678608 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605232 |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9622 | &nbsp;&nbsp;&nbsp;&nbsp;1205540 |
| Entegris, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28418 | &nbsp;&nbsp;&nbsp;&nbsp;2627528 |
| Lattice Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25661 | &nbsp;&nbsp;&nbsp;&nbsp;1881465 |
| MACOM Technology Solutions Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12005 | &nbsp;&nbsp;&nbsp;&nbsp;1494502 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12589 | &nbsp;&nbsp;&nbsp;&nbsp;1558141 |
| Onto Innovation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9186 | &nbsp;&nbsp;&nbsp;&nbsp;1187015 |
| Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422808 |
| Rambus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20169 | &nbsp;&nbsp;&nbsp;&nbsp;2101610 |
| Silicon Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806581 |
| Synaptics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493756 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;1190262 |
|  |  | **$16253048** |
| Software — 3.8% | Software — 3.8% |  |
| AppFolio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;$1181754 |
| Bill Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910448 |
| Blackbaud, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448498 |
| Commvault Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8334 | &nbsp;&nbsp;&nbsp;&nbsp;1573293 |
| Docusign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37877 | &nbsp;&nbsp;&nbsp;&nbsp;2730553 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830012 |
| Dropbox, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34694 | &nbsp;&nbsp;&nbsp;&nbsp;1048106 |
| Dynatrace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;56518 | &nbsp;&nbsp;&nbsp;&nbsp;2738297 |
| Guidewire Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15783 | &nbsp;&nbsp;&nbsp;&nbsp;3627880 |
| Manhattan Associates, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11335 | &nbsp;&nbsp;&nbsp;&nbsp;2323448 |
| Nutanix, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50252 | &nbsp;&nbsp;&nbsp;&nbsp;3738246 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993888 |
| Qualys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895345 |
|  |  | **$23039768** |
| Specialized REITs — 1.4% | Specialized REITs — 1.4% |  |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;42746 | &nbsp;&nbsp;&nbsp;$1738052 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialized REITs (continued) | Specialized REITs (continued) |  |
| EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14268 | $827687 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53051 | &nbsp;&nbsp; 2472707 |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16271 | &nbsp;&nbsp; 1991896 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13234 | &nbsp;&nbsp; 399932 |
| PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13328 | &nbsp;&nbsp; 543116 |
| Rayonier, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26586 | &nbsp;&nbsp; 705592 |
|  |  | **$8678982** |
| Specialty Retail — 3.5% | Specialty Retail — 3.5% |  |
| Abercrombie & Fitch Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8931 | &nbsp;&nbsp;&nbsp;&nbsp;$764047 |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301 | &nbsp;&nbsp;&nbsp;&nbsp;1159700 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39667 | &nbsp;&nbsp;&nbsp;&nbsp;1021822 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11680 | &nbsp;&nbsp;&nbsp;&nbsp;2972560 |
| Chewy, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41783 | &nbsp;&nbsp;&nbsp;&nbsp;1690122 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12532 | &nbsp;&nbsp;&nbsp;&nbsp;2784861 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10321 | &nbsp;&nbsp;&nbsp;&nbsp;1596659 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20187 | &nbsp;&nbsp;&nbsp;&nbsp;1487782 |
| GameStop Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77146 | &nbsp;&nbsp;&nbsp;&nbsp;2104543 |
| Gap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912476 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;&nbsp;1518696 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;1277764 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602772 |
| RH<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584897 |
| Valvoline, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855663 |
|  |  | **$21334364** |
| Technology Hardware, Storage & Peripherals — 0.8% | Technology Hardware, Storage & Peripherals — 0.8% |  |
| Pure Storage, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58202 | &nbsp;&nbsp;&nbsp;$4877910 |
|  |  | &nbsp;&nbsp;&nbsp;**$4877910** |
| Textiles, Apparel & Luxury Goods — 0.6% | Textiles, Apparel & Luxury Goods — 0.6% |  |
| Capri Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22316 | &nbsp;&nbsp;&nbsp;&nbsp;$444535 |
| Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252348 |
| Crocs, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855385 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754851 |
| Under Armour, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182943 |
| Under Armour, Inc., Class C<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109796 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887546 |
|  |  | &nbsp;&nbsp;&nbsp;**$3487404** |
| Trading Companies & Distributors — 1.7% | Trading Companies & Distributors — 1.7% |  |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7139 | &nbsp;&nbsp;&nbsp;$1863636 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35551 | &nbsp;&nbsp;&nbsp;&nbsp;1913710 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673 | &nbsp;&nbsp;&nbsp;&nbsp;1166440 |
| MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788258 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6543 | &nbsp;&nbsp;&nbsp;&nbsp;2645335 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp;&nbsp;&nbsp;1929303 |
|  |  | **$10306682** |

---

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Water Utilities — 0.3% | Water Utilities — 0.3% |  |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52575 | $2097742 |
|  |  | **$2097742** |
| Total Common Stocks<br> (identified cost $388,938,723) |  | **$584779628** |

---

Exchange-Traded Funds — 2.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Equity Funds — 2.2% | Equity Funds — 2.2% |  |
| SPDR S&P MidCap 400 ETF Trust<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | $13708690 |
| Total Exchange-Traded Funds<br> (identified cost $12,259,519) |  | **$13708690** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 3.5% |  |  |
| Affiliated Fund — 1.8% | Affiliated Fund — 1.8% | Affiliated Fund — 1.8% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.05%<sup>(3)</sup> | 10883510 | $10883510 |
| Total Affiliated Fund<br> (identified cost $10,883,510) |  | **$10883510** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 1.4% | Securities Lending Collateral — 1.4% | Securities Lending Collateral — 1.4% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.18%<sup>(4)</sup> | 8438869 | $8438869 |
| Total Securities Lending Collateral<br> (identified cost $8,438,869) |  | **$8438869** |

---

---

| | | |
|:---|:---|:---|
| U.S. Treasury Obligations — 0.3% | U.S. Treasury Obligations — 0.3% | U.S. Treasury Obligations — 0.3% |
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| U.S. Treasury Bills, 0.00%, 2/19/26<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | $1970816 |
| Total U.S. Treasury Obligations<br> (identified cost $1,968,823) |  | **$1970816** |
| Total Short-Term Investments<br> (identified cost $21,291,202) |  | **$21293195** |
| Total Investments — 101.3%<br> (identified cost $422,489,444) |  | **$619781513** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — (1.3)% | **$(8242625)** |
| Net Assets — 100.0% | **$611538888** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at September 30, 2025. The aggregate market value of securities on loan at September 30, 2025 was $23,386,081 and the total market value of the collateral received by the Fund was $23,969,599, comprised of cash of $8,438,869 and U.S. government and/or agencies securities of $15,530,730. |
| <sup>(3)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of September 30, 2025. |
| <sup>(4)</sup> | Represents investment of cash collateral received in connection with securities lending. |
| <sup>(5)</sup> | Security (or a portion thereof) has been pledged to cover margin requirements on open futures contracts. |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| REITs | – Real Estate Investment Trusts |

---

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| E-mini S&P MidCap 400 Index | &nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;$13473420 | &nbsp;&nbsp;&nbsp;&nbsp;$(71905) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(71905)** |

---

During the fiscal year to date ended September 30, 2025, the Fund used futures contracts to provide equity market exposure for uncommitted cash balances.

At September 30, 2025, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

------

CVT

S&P MidCap 400<sup>®</sup> Index Portfolio

September 30, 2025

Schedule of Investments (Unaudited) — continued

------

Affiliated Investments

At September 30, 2025, the value of the Fund's investment in funds that may be deemed to be affiliated was $10,883,510, which represents 1.8% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended September 30, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $12207731 | $48914944 | $(50239165) | $— | $— | $10883510 | $222029 | 10883510 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

U.S. generally accepted accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

Level 1 - quoted prices in active markets for identical securities

Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following table summarizes the market value of the Fund's holdings as of September 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$584779628<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$584779628 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13708690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13708690 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10883510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10883510 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8438869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8438869 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1970816 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970816 |
| **Total Investments** | &nbsp;&nbsp;**$617810697** | &nbsp;&nbsp;**$1970816** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$619781513** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(71905) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(71905) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(71905)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(71905)** |

---

<sup>(1)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calvert Variable Trust, Inc.

- **b. Investment Company Act file number:** 811-04000

- **c. CIK number of Registrant:** 0000743773

- **d. LEI of Registrant:** 549300PDAQJMP5ONK782

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

  - **Street Address 1:** 2050 M Street NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

  - **Telephone number:** 202-238-2200

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

- **a. Name of Series:** CVT S&P MidCap 400 Index Portfolio

- **b. EDGAR series identifier (if any):** S000010992

- **c. LEI of Series:** 549300LJX7D1HYC48F49

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $620537731.28

**Total Liabilities:** $8975296.60

**Net Assets:** $611562434.68

**Cash Not Reported:** $86870.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053062 | 1.58%                | 3.34%                | 0.42%                |
| Class ID C000030368 | 1.60%                | 3.37%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $414997.34               | $8568864.02                                |
| Month 2  | $3989787.31              | $15149090.03                               |
| Month 3  | $10021599.99             | $-8232282.62                               |

**Designated Index Information**

- **Index Name:** S&P MidCap 400 TR

- **Index Identifier:** MIDCAPD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                  | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      9122 | NS      | $1929303.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     26489 | NS      | $985655.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                             | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     10009 | NS      | $829946.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      5342 | NS      | $1056327.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                         | Pure Storage Inc                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     58202 | NS      | $4877909.62   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     43756 | NS      | $717160.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                   | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     56149 | NS      | $2851246.22   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                | Carpenter Technology Corp                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      9345 | NS      | $2294571.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     56518 | NS      | $2738297.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     19844 | NS      | $1011647.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     55298 | NS      | $2334681.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                        | Hyatt Hotels Corp                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      7936 | NS      | $1126356.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| DENTSPLY SIRONA Inc                      | DENTSPLY SIRONA Inc                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     37394 | NS      | $474529.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P MidCap 400 ETF Trust            | SPDR S&P MidCap 400 ETF Trust                                               | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |     23000 | NS      | $13708690.00  | 2.24%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     18830 | NS      | $906664.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc          | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     47879 | NS      | $2896200.71   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     19153 | NS      | $2173290.91   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3167 | NS      | $508541.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Comerica Inc                             | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     24092 | NS      | $1650783.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      9973 | NS      | $758446.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                     | Marzetti Company/The                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3824 | NS      | $660748.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                          | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35551 | NS      | $1913710.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                            | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     25208 | NS      | $1924882.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc                             | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      7235 | NS      | $2440510.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     21311 | NS      | $605232.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8882 | NS      | $2649322.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                 | Okta Inc                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     31335 | NS      | $2873419.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     18499 | NS      | $1409623.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7023 | NS      | $793318.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20101 | NS      | $1038618.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10137 | NS      | $696918.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC         | Sensata Technologies Holding PLC                                            | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     27300 | NS      | $834015.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     65374 | NS      | $1434959.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     17160 | NS      | $565422.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     53620 | NS      | $401077.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                         | RBC Bearings Inc                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5892 | NS      | $2299588.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7225 | NS      | $493756.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc            | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     13409 | NS      | $1859828.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      9913 | NS      | $1325070.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     11235 | NS      | $1316292.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     23828 | NS      | $855663.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     12340 | NS      | $2475157.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7318 | NS      | $1159317.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      8568 | NS      | $410492.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     12008 | NS      | $940706.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                        | Hamilton Lane Inc                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      7583 | NS      | $1022112.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                             | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     41050 | NS      | $2773748.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     12389 | NS      | $2380298.57   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12297 | NS      | $630836.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                   | Flagstar Financial Inc                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     56088 | NS      | $647816.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |     30170 | NS      | $2975968.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc              | Ryan Specialty Holdings Inc                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21119 | NS      | $1190266.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                   | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    131049 | NS      | $1677427.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                         | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1970816.42   | 0.32%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc  | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12005 | NS      | $1494502.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      6072 | NS      | $1685526.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     18319 | NS      | $1993107.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                           | Cava Group Inc                                                              | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18693 | NS      | $1129244.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                  | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     30276 | NS      | $1333052.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     21842 | NS      | $1787767.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                       | Planet Fitness Inc                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     15730 | NS      | $1632774.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56057 | NS      | $1442907.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     60541 | NS      | $483722.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc                                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     11499 | NS      | $1476471.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc              | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     35994 | NS      | $1949435.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     15676 | NS      | $2217526.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                  | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     49272 | NS      | $1892044.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   8438869 | NS      | $8438869.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     24152 | NS      | $1142148.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     25096 | NS      | $1269104.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                    | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     11680 | NS      | $2972560.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     19083 | NS      | $1225891.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                           | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     69384 | NS      | $2384728.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     10515 | NS      | $422808.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     21490 | NS      | $537035.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7427 | NS      | $893245.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     10013 | NS      | $582055.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      5326 | NS      | $1269878.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     30626 | NS      | $787394.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     22732 | NS      | $109795.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                         | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9622 | NS      | $1205540.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     22316 | NS      | $444534.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                    | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     42209 | NS      | $3234053.58   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     68675 | NS      | $277447.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17808 | NS      | $1181560.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      4806 | NS      | $1518696.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     95179 | NS      | $2151997.19   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     36662 | NS      | $182943.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologies Inc      | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7139 | NS      | $1863635.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     11610 | NS      | $1243082.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                        | BILL Holdings Inc                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     17188 | NS      | $910448.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6970 | NS      | $3940280.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                              | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     34694 | NS      | $1048105.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     14377 | NS      | $2354233.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     20761 | NS      | $674524.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     42746 | NS      | $1738052.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      9974 | NS      | $1003484.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     49257 | NS      | $1644198.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55533 | NS      | $1086780.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd               | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     40597 | NS      | $1161886.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                             | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      9467 | NS      | $657767.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6766 | NS      | $895344.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                         | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      6964 | NS      | $1041605.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                | ZoomInfo Technologies Inc                                                   | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     52561 | NS      | $573440.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     12488 | NS      | $1211460.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     10713 | NS      | $568646.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11335 | NS      | $2323448.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      8404 | NS      | $478607.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     43212 | NS      | $1225924.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     10345 | NS      | $2439661.35   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10563 | NS      | $965141.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                             | Appfolio Inc                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      4287 | NS      | $1181754.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     26019 | NS      | $1277012.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc             | Somnigroup International Inc                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     39344 | NS      | $3317879.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     29138 | NS      | $3138745.36   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     18170 | NS      | $718623.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    166473 | NS      | $1806232.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     11680 | NS      | $602104.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                       | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     21565 | NS      | $2082963.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                    | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     48818 | NS      | $3060888.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     44650 | NS      | $1680626.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     12550 | NS      | $1662122.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     24411 | NS      | $821430.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                    | Civitas Resources Inc                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     15632 | NS      | $508040.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                    | American Homes 4 Rent                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     61080 | NS      | $2030910.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     21926 | NS      | $1608052.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      6250 | NS      | $481625.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     21458 | NS      | $1134913.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     19891 | NS      | $347296.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      7810 | NS      | $912676.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     27499 | NS      | $1154133.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                         | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10622 | NS      | $816513.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46922 | NS      | $1752536.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc        | Gaming and Leisure Properties Inc                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     53051 | NS      | $2472707.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                        | Talen Energy Corp                                                           | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      8564 | NS      | $3642954.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     11492 | NS      | $2445612.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     26586 | NS      | $705592.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19044 | NS      | $2153114.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     18404 | NS      | $2542328.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     11241 | NS      | $2840713.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                   | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     11469 | NS      | $830011.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc         | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     24753 | NS      | $2308217.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      8478 | NS      | $3554062.38   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     29652 | NS      | $915357.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7646 | NS      | $1442341.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                       | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     75560 | NS      | $1323055.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     19405 | NS      | $1682801.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                          | Pegasystems Inc                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     17285 | NS      | $993887.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     69613 | NS      | $922372.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      6709 | NS      | $330082.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     12031 | NS      | $1469105.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      7310 | NS      | $1851769.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA Inc                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      6599 | NS      | $5445362.82   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     12442 | NS      | $1784680.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     26288 | NS      | $2187687.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                       | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     10192 | NS      | $2092621.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13379 | NS      | $1583404.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: 549300OVTYLM7DH6CM14 | Long             | EC               |  | US        |     41213 | NS      | $919049.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      5139 | NS      | $1435219.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc               | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     11562 | NS      | $483407.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                         | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     27672 | NS      | $1565681.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     24827 | NS      | $3239178.69   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5234 | NS      | $1317293.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc            | Northwestern Energy Group Inc                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     11508 | NS      | $674483.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     11064 | NS      | $901937.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                             | Duolingo Inc                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7441 | NS      | $2394811.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4993 | NS      | $1494704.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     13656 | NS      | $841073.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     30304 | NS      | $1274889.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     16271 | NS      | $1991895.82   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     57379 | NS      | $1588250.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                     | SOUTHSTATE BANK CORP                                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     18972 | NS      | $1875761.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                             | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     28811 | NS      | $2736180.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                             | Doximity Inc                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25569 | NS      | $1870372.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4898 | NS      | $292704.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     12532 | NS      | $2784861.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7931 | NS      | $322950.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     10235 | NS      | $536109.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8287 | NS      | $1190261.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc              | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    123687 | NS      | $1390241.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                  | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     21123 | NS      | $613834.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                         | Viper Energy Inc                                                            | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31627 | NS      | $1208783.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5189 | NS      | $345379.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TransUnion                               | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     36516 | NS      | $3059310.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7801 | NS      | $1306355.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                   | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     15783 | NS      | $3627880.38   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      8210 | NS      | $388743.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                              | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     50252 | NS      | $3738246.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     24515 | NS      | $1302727.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      6083 | NS      | $1417582.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     11406 | NS      | $924684.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     12246 | NS      | $774437.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                     | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     21615 | NS      | $1075994.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12975 | NS      | $1890717.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                             | Crane NXT Co                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      9256 | NS      | $620799.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co             | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     20538 | NS      | $903672.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     14268 | NS      | $827686.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                      | Shift4 Payments Inc                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12614 | NS      | $976323.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy Inc                           | PBF Energy Inc                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     15399 | NS      | $464587.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      8961 | NS      | $963128.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                               | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     20169 | NS      | $2101609.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                  | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     25837 | NS      | $2101581.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      7995 | NS      | $2630035.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     25790 | NS      | $574343.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6673 | NS      | $1166440.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     17214 | NS      | $1122697.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1466 | NS      | $1214155.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     10460 | NS      | $872887.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     17133 | NS      | $3158811.21   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     21112 | NS      | $1209084.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     12456 | NS      | $2069564.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     23391 | NS      | $1041133.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     44950 | NS      | $837868.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc              | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     64692 | NS      | $1253084.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     37752 | NS      | $1746785.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                   | Hims & Hers Health Inc                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     38758 | NS      | $2198353.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd                         | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     18470 | NS      | $1173953.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     24820 | NS      | $1277485.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      6897 | NS      | $1186766.79   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34357 | NS      | $972303.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     43329 | NS      | $1301169.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4749 | NS      | $376073.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Unum Group                               | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     29372 | NS      | $2284554.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                        | AeroVironment Inc                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      5964 | NS      | $1878003.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI DEC25                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        41 | NC      | $-71905.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                             | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     28418 | NS      | $2627528.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Medpace Holdings Inc                     | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4160 | NS      | $2138905.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30424 | NS      | $1202052.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     10238 | NS      | $855384.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings Inc                      | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     16647 | NS      | $715987.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5200 | NS      | $1141504.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                              | Valaris Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12415 | NS      | $605479.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     22502 | NS      | $1201381.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                     | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     30239 | NS      | $1225586.67   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                            | RB Global Inc                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     34791 | NS      | $3769952.76   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     60397 | NS      | $1016481.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     12350 | NS      | $1650701.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5301 | NS      | $1159699.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                     | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     10739 | NS      | $1855377.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     25835 | NS      | $2750135.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     14415 | NS      | $1351982.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     13084 | NS      | $2128897.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                              | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     13246 | NS      | $1635881.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                          | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     17778 | NS      | $1005345.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     25150 | NS      | $714511.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     25230 | NS      | $1692176.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     31473 | NS      | $1425726.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      8364 | NS      | $1332134.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                 | Crane Co                                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      9169 | NS      | $1688379.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4645 | NS      | $1203101.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62787 | NS      | $1220579.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     39080 | NS      | $1081734.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                 | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     70356 | NS      | $4078537.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                           | TechnipFMC PLC                                                              | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     77046 | NS      | $3039464.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     31151 | NS      | $634545.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     26500 | NS      | $3860255.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                               | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5688 | NS      | $1958890.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     52575 | NS      | $2097742.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     50901 | NS      | $912654.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      7063 | NS      | $3834785.22   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     13328 | NS      | $543116.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      6543 | NS      | $2645334.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8740 | NS      | $1161808.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                 | Fabrinet                                                                    | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      6717 | NS      | $2449152.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     11879 | NS      | $1055330.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                                                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     15226 | NS      | $505198.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     29808 | NS      | $1560150.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                        | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     10733 | NS      | $1066538.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     18528 | NS      | $1223033.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       637 | NS      | $749946.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     14621 | NS      | $2613649.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     11371 | NS      | $1498697.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     15719 | NS      | $821789.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2732 | NS      | $1223225.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     11247 | NS      | $910332.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     12058 | NS      | $1528592.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     39667 | NS      | $1021821.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     18074 | NS      | $1351935.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4825 | NS      | $252347.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     13234 | NS      | $399931.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                       | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10978 | NS      | $1026333.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15888 | NS      | $994747.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     10695 | NS      | $1195059.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  10883510 | NS      | $10883509.50  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     39578 | NS      | $516492.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      6423 | NS      | $1011815.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6496 | NS      | $796149.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23240 | NS      | $678608.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6743 | NS      | $675311.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     20751 | NS      | $2098133.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     11123 | NS      | $961583.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                  | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27347 | NS      | $931438.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     20401 | NS      | $861942.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Penske Automotive Group Inc              | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      3466 | NS      | $602772.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     13855 | NS      | $719490.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     30423 | NS      | $844542.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     92732 | NS      | $1131330.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     12169 | NS      | $723933.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                  | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     12589 | NS      | $1558140.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      8388 | NS      | $387106.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      7224 | NS      | $634339.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      8786 | NS      | $873064.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                            | Maplebear Inc                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34567 | NS      | $1270682.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                             | Docusign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     37877 | NS      | $2730552.93   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8931 | NS      | $764047.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8577 | NS      | $725013.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2879 | NS      | $584897.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     16562 | NS      | $3362748.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     10129 | NS      | $1338547.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     41144 | NS      | $1164375.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10854 | NS      | $720705.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     18592 | NS      | $2609944.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     40288 | NS      | $1339978.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                       | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     52506 | NS      | $2058235.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                           | NEXTracker Inc                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27736 | NS      | $2052186.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     50463 | NS      | $2084121.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     31153 | NS      | $1851734.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     18489 | NS      | $796691.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     16210 | NS      | $1536221.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     10321 | NS      | $1596658.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      8656 | NS      | $1277192.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc  | Kratos Defense & Security Solutions Inc                                     | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     31641 | NS      | $2891038.17   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6151 | NS      | $806580.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     22075 | NS      | $2853635.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC            | Weatherford International PLC                                               | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     13466 | NS      | $921478.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                 | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      3422 | NS      | $959494.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     34924 | NS      | $1311046.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                              | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127794 | NS      | $1594869.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8555 | NS      | $788257.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      4149 | NS      | $1764403.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      4123 | NS      | $2056469.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     55014 | NS      | $1846269.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                        | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     20708 | NS      | $1471096.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      9011 | NS      | $754851.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                             | NNN REIT Inc                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     35388 | NS      | $1506467.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     21937 | NS      | $985629.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20982 | NS      | $1201848.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     24064 | NS      | $2836664.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                               | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     28762 | NS      | $2878788.58   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3874 | NS      | $414169.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                              | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     48182 | NS      | $1945589.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     12746 | NS      | $653742.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      9984 | NS      | $1689891.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                         | Cytokinetics Inc                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     22430 | NS      | $1232752.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      9031 | NS      | $440170.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23263 | NS      | $1390196.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     77146 | NS      | $2104542.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     30934 | NS      | $2023702.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                | Chewy Inc                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     41783 | NS      | $1690122.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     30374 | NS      | $1743467.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     48534 | NS      | $1596283.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                      | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     34997 | NS      | $1235044.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3291 | NS      | $1277763.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                    | Commvault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      8334 | NS      | $1573292.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      9450 | NS      | $2194479.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1482 | NS      | $313324.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     22223 | NS      | $1081593.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     22785 | NS      | $635701.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5113 | NS      | $612844.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                           | elf Beauty Inc                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     11119 | NS      | $1473045.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     14914 | NS      | $935107.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     42659 | NS      | $912476.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     18881 | NS      | $2398264.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     44263 | NS      | $1819651.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26509 | NS      | $851469.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     14313 | NS      | $1143608.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     29340 | NS      | $3052533.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      9973 | NS      | $1034100.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                 | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     93129 | NS      | $1875618.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                   | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3700 | NS      | $1434601.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29979 | NS      | $1723492.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     65910 | NS      | $1188357.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      8283 | NS      | $1657842.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33014 | NS      | $519310.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     90232 | NS      | $956459.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     31486 | NS      | $911204.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                  | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     61507 | NS      | $887546.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     25661 | NS      | $1881464.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc          | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     36326 | NS      | $2204988.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     11997 | NS      | $1556010.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                          | Morningstar Inc                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      4586 | NS      | $1063997.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     11383 | NS      | $1095613.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                           | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     10477 | NS      | $823492.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                                                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     15736 | NS      | $1320879.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB Corp/PA                              | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     67322 | NS      | $1084557.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5245 | NS      | $2050060.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                     | Roivant Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     80645 | NS      | $1220158.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      6974 | NS      | $448497.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                 | AAON Inc                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12685 | NS      | $1185286.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Graco Inc                                | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     31060 | NS      | $2638857.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                             | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      9859 | NS      | $2768702.97   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     42850 | NS      | $1819839.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc               | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     20187 | NS      | $1487781.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     37474 | NS      | $415211.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting Inc                       | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5951 | NS      | $961979.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     12756 | NS      | $811791.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     30381 | NS      | $1272660.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation Inc                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      9186 | NS      | $1187014.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6705 | NS      | $1217829.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      8823 | NS      | $2240424.39   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     16939 | NS      | $1564655.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      9654 | NS      | $1168134.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     23615 | NS      | $858405.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    120359 | NS      | $2432455.39   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     17612 | NS      | $1494378.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11880 | NS      | $893138.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** Calvert Variable Trust, Inc.

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer