# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-047032
**Filing Date:** 2026-5
**Character Count:** 414532
**Document Hash:** adae22585db9be1219d78d5cf6e47829
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-047032.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-047032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992602

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund (Series ID: S000021660)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000062033 | Standard Class |  |
| C000062034 | Service Class  |  |

## Nport-Ex

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value** <br>**(U.S. $)**<br>|
| **COMMON STOCK–98.12%** | **COMMON STOCK–98.12%** | **COMMON STOCK–98.12%** |
| **Aerospace & Defense–2.47%** | **Aerospace & Defense–2.47%** | **Aerospace & Defense–2.47%** |
| †AAR Corp. | 11924 | $1305201 |
| †AeroVironment, Inc. | 2704 | 494967 |
| †Astronics Corp. | 17755 | 1184791 |
| Cadre Holdings, Inc. | 17042 | 522849 |
| Carpenter Technology Corp. | 4172 | 1644394 |
| Curtiss-Wright Corp. | 9513 | 6479494 |
| †Ducommun, Inc. | 8162 | 995764 |
| &nbsp;&nbsp; †Kratos Defense & Security <br> Solutions, Inc.<br>| 57337 | 4042832 |
| †Mercury Systems, Inc. | 14178 | 1033718 |
| Moog, Inc. Class A | 12945 | 3788225 |
| †V2X, Inc. | 12999 | 890431 |
|  |  | **22382666** |
| **Air Freight & Logistics–0.10%** | **Air Freight & Logistics–0.10%** | **Air Freight & Logistics–0.10%** |
| †GXO Logistics, Inc. | 3882 | 201282 |
| Hub Group, Inc. Class A | 18998 | 684688 |
|  |  | **885970** |
| **Automobile Components–0.86%** | **Automobile Components–0.86%** | **Automobile Components–0.86%** |
| †Adient PLC | 39094 | 790090 |
| BorgWarner, Inc. | 41487 | 2251084 |
| Dana, Inc. | 71980 | 2422127 |
| †Dauch Corp. | 77487 | 459498 |
| Lear Corp. | 2599 | 314687 |
| Patrick Industries, Inc. | 8633 | 958867 |
| &nbsp;&nbsp; Standard Motor Products, <br> Inc.<br>| 12186 | 423342 |
| †Strattec Security Corp. | 2561 | 200629 |
|  |  | **7820324** |
| **Automobiles–0.48%** | **Automobiles–0.48%** | **Automobiles–0.48%** |
| Harley-Davidson, Inc. | 58305 | 1178927 |
| Thor Industries, Inc. | 32910 | 2629180 |
| Winnebago Industries, Inc. | 17593 | 545207 |
|  |  | **4353314** |
| **Banks–8.74%** | **Banks–8.74%** | **Banks–8.74%** |
| 1st Source Corp. | 9167 | 634448 |
| ACNB Corp. | 6638 | 317761 |
| &nbsp;&nbsp; Amalgamated Financial <br> Corp.<br>| 6944 | 269913 |
| Arrow Financial Corp. | 10699 | 359165 |
| Associated Banc-Corp. | 27774 | 718236 |
| †Axos Financial, Inc. | 31900 | 2714371 |
| Banc of California, Inc. | 25292 | 444633 |
| Bank of Marin Bancorp | 8045 | 206193 |
| &nbsp;&nbsp; Bank of NT Butterfield & Son <br> Ltd.<br>| 26079 | 1368626 |
| Bank OZK | 63211 | 2900753 |
| Banner Corp. | 18045 | 1094971 |
| Bar Harbor Bankshares | 9212 | 298929 |
| &nbsp;&nbsp; †Bridgewater Bancshares, <br> Inc.<br>| 12257 | 216949 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Burke & Herbert Financial <br> Services Corp.<br>| 8716 | $542920 |
| &nbsp;&nbsp; Business First Bancshares, <br> Inc.<br>| 18400 | 497536 |
| Byline Bancorp, Inc. | 14411 | 454955 |
| Camden National Corp. | 11153 | 529210 |
| &nbsp;&nbsp; Capitol Federal Financial, <br> Inc.<br>| 44293 | 315809 |
| †Carter Bankshares, Inc. | 14664 | 341965 |
| Cathay General Bancorp | 24109 | 1202075 |
| &nbsp;&nbsp; Central Pacific Financial <br> Corp.<br>| 16669 | 532741 |
| Citizens & Northern Corp. | 9596 | 214375 |
| City Holding Co. | 8404 | 1004446 |
| &nbsp;&nbsp; Community Trust Bancorp, <br> Inc.<br>| 9624 | 584369 |
| †Customers Bancorp, Inc. | 18053 | 1253059 |
| CVB Financial Corp. | 38084 | 738449 |
| &nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 23821 | 805626 |
| &nbsp;&nbsp; Enterprise Financial Services <br> Corp.<br>| 21848 | 1182195 |
| &nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 8308 | 213266 |
| &nbsp;&nbsp; First Bancorp/Southern Pines <br> NC<br>| 22228 | 1252548 |
| First Bank | 13617 | 217872 |
| &nbsp;&nbsp; First Business Financial <br> Services, Inc.<br>| 5111 | 275636 |
| &nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 66283 | 1165255 |
| &nbsp;&nbsp; First Community Bankshares, <br> Inc.<br>| 10150 | 421428 |
| First Financial Bancorp | 59735 | 1665412 |
| First Financial Corp. | 7507 | 474442 |
| First Hawaiian, Inc. | 76773 | 1891687 |
| First Horizon Corp. | 89253 | 2031398 |
| First Merchants Corp. | 35902 | 1390484 |
| First Mid Bancshares, Inc. | 12944 | 533163 |
| Five Star Bancorp | 7996 | 301609 |
| Flushing Financial Corp. | 13100 | 201216 |
| FNB Corp. | 223702 | 3740297 |
| Fulton Financial Corp. | 106534 | 2166902 |
| &nbsp;&nbsp; German American Bancorp, <br> Inc.<br>| 23396 | 977719 |
| Hanmi Financial Corp. | 19583 | 516208 |
| Heritage Commerce Corp. | 38656 | 482427 |
| &nbsp;&nbsp; Hingham Institution For <br> Savings<br>| 1023 | 292414 |
| HomeTrust Bancshares, Inc. | 9231 | 393702 |
| Independent Bank Corp. | 45026 | 2863830 |
| Kearny Financial Corp. | 30748 | 232147 |
| Mercantile Bank Corp. | 9993 | 504647 |
| &nbsp;&nbsp; Metropolitan Bank Holding <br> Corp.<br>| 3895 | 324415 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–1*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Mid Penn Bancorp, Inc. | 9418 | $302883 |
| Northfield Bancorp, Inc. | 24309 | 329144 |
| OceanFirst Financial Corp. | 37099 | 669266 |
| Origin Bancorp, Inc. | 18973 | 786621 |
| &nbsp;&nbsp; Orrstown Financial Services, <br> Inc.<br>| 11298 | 407632 |
| Pathward Financial, Inc. | 10371 | 925404 |
| &nbsp;&nbsp; Peoples Financial Services <br> Corp.<br>| 5554 | 296195 |
| Popular, Inc. | 15353 | 2059912 |
| Preferred Bank | 7643 | 693144 |
| &nbsp;&nbsp; Provident Financial Services, <br> Inc.<br>| 72584 | 1535877 |
| QCR Holdings, Inc. | 8630 | 737434 |
| RBB Bancorp | 10656 | 227719 |
| Red River Bancshares, Inc. | 3099 | 280274 |
| &nbsp;&nbsp; Republic Bancorp, Inc. <br> Class A<br>| 5494 | 387602 |
| S&T Bancorp, Inc. | 15753 | 658948 |
| Shore Bancshares, Inc. | 10448 | 195169 |
| Sierra Bancorp | 7898 | 267900 |
| South Plains Financial, Inc. | 7787 | 326275 |
| &nbsp;&nbsp; †Southern First Bancshares, <br> Inc.<br>| 4990 | 271955 |
| &nbsp;&nbsp; Southern Missouri Bancorp, <br> Inc.<br>| 5811 | 371555 |
| Southstate Bank Corp. | 15542 | 1437946 |
| Stellar Bancorp, Inc. | 25609 | 937546 |
| Stock Yards Bancorp, Inc. | 10895 | 722230 |
| Tompkins Financial Corp. | 7858 | 619525 |
| TriCo Bancshares | 19832 | 942813 |
| TrustCo Bank Corp. | 11941 | 522777 |
| United Bankshares, Inc. | 87239 | 3613439 |
| Univest Financial Corp. | 10951 | 375181 |
| Valley National Bancorp | 294362 | 3614765 |
| WaFd, Inc. | 11571 | 363329 |
| Webster Financial Corp. | 45116 | 3131953 |
| Western Alliance Bancorp | 18373 | 1301727 |
| WSFS Financial Corp. | 12065 | 789775 |
| Zions Bancorp NA | 51265 | 2953889 |
|  |  | **79332606** |
| **Beverages–0.10%** | **Beverages–0.10%** | **Beverages–0.10%** |
| †Celsius Holdings, Inc. | 15269 | 541744 |
| MGP Ingredients, Inc. | 9087 | 167110 |
| †National Beverage Corp. | 6931 | 233228 |
|  |  | **942082** |
| **Biotechnology–8.80%** | **Biotechnology–8.80%** | **Biotechnology–8.80%** |
| &nbsp;&nbsp; †ACADIA Pharmaceuticals, <br> Inc.<br>| 28219 | 628155 |
| †ADMA Biologics, Inc. | 101195 | 911767 |
| †Alkermes PLC | 32098 | 1134985 |
| †AnaptysBio, Inc. | 9122 | 505906 |
| †Anavex Life Sciences Corp. | 51928 | 159419 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| †Apellis Pharmaceuticals, Inc. | 9536 | $383633 |
| †Apogee Therapeutics, Inc. | 20108 | 1692490 |
| †Arcutis Biotherapeutics, Inc. | 68824 | 1621493 |
| †Ardelyx, Inc. | 157569 | 943838 |
| &nbsp;&nbsp; †Arrowhead Pharmaceuticals, <br> Inc.<br>| 65515 | 4107791 |
| †Atrium Therapeutics, Inc. | 2476 | 33104 |
| &nbsp;&nbsp; †Aurinia Pharmaceuticals, <br> Inc.<br>| 74510 | 1104238 |
| †Beam Therapeutics, Inc. | 13160 | 313603 |
| †Bicara Therapeutics, Inc. | 18993 | 377771 |
| &nbsp;&nbsp; †BioCryst Pharmaceuticals, <br> Inc.<br>| 78936 | 751471 |
| †Biohaven Ltd. | 19130 | 161840 |
| †Bridgebio Pharma, Inc. | 31064 | 2306813 |
| †CareDx, Inc. | 33788 | 586560 |
| &nbsp;&nbsp; †Catalyst Pharmaceuticals, <br> Inc.<br>| 67550 | 1672538 |
| †Celcuity, Inc. | 14586 | 1664846 |
| †CG oncology, Inc. | 21666 | 1466355 |
| †Cogent Biosciences, Inc. | 19011 | 731733 |
| †Compass Therapeutics, Inc. | 66607 | 352351 |
| †CRISPR Therapeutics AG | 12731 | 605614 |
| †Cytokinetics, Inc. | 19411 | 1279379 |
| &nbsp;&nbsp; †Day One Biopharmaceuticals, <br> Inc.<br>| 48211 | 1033644 |
| †Denali Therapeutics, Inc. | 43915 | 843168 |
| †Dianthus Therapeutics, Inc. | 6101 | 511996 |
| †Dyne Therapeutics, Inc. | 51899 | 940929 |
| †Erasca, Inc. | 84577 | 1368456 |
| †Exelixis, Inc. | 50655 | 2172593 |
| †GRAIL, Inc. | 14301 | 739076 |
| †Halozyme Therapeutics, Inc. | 21543 | 1392324 |
| †ImmunityBio, Inc. | 87073 | 667850 |
| †Immunome, Inc. | 35813 | 783230 |
| †Insmed, Inc. | 13169 | 2153395 |
| &nbsp;&nbsp; †Ironwood Pharmaceuticals, <br> Inc.<br>| 61664 | 216441 |
| †Janux Therapeutics, Inc. | 21017 | 292136 |
| †Krystal Biotech, Inc. | 8942 | 2309897 |
| †Kymera Therapeutics, Inc. | 25882 | 2155712 |
| &nbsp;&nbsp; †Madrigal Pharmaceuticals, <br> Inc.<br>| 5791 | 3031415 |
| †MannKind Corp. | 121122 | 296749 |
| †MiMedx Group, Inc. | 71523 | 282516 |
| †Mineralys Therapeutics, Inc. | 21631 | 585984 |
| †Mirum Pharmaceuticals, Inc. | 23132 | 2136934 |
| &nbsp;&nbsp; †Monte Rosa Therapeutics, <br> Inc.<br>| 30081 | 494832 |
| †Myriad Genetics, Inc. | 58723 | 264254 |
| †Nuvalent, Inc. Class A | 3415 | 349867 |
| †Olema Pharmaceuticals, Inc. | 27280 | 406745 |
| †ORIC Pharmaceuticals, Inc. | 30496 | 386384 |
| †Oruka Therapeutics, Inc. | 24940 | 1223307 |
| †Palvella Therapeutics, Inc. | 4643 | 578750 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–2*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| &nbsp;&nbsp; †Praxis Precision Medicines, <br> Inc.<br>| 5884 | $1895766 |
| &nbsp;&nbsp; †Protagonist Therapeutics, <br> Inc.<br>| 24472 | 2579349 |
| †PTC Therapeutics, Inc. | 25856 | 1761569 |
| †Relay Therapeutics, Inc. | 48553 | 483102 |
| †Rigel Pharmaceuticals, Inc. | 11030 | 298251 |
| †Sana Biotechnology, Inc. | 57466 | 165502 |
| †Scholar Rock Holding Corp. | 24277 | 1193457 |
| †Sionna Therapeutics, Inc. | 8261 | 331183 |
| †Soleno Therapeutics, Inc. | 29673 | 993452 |
| †Stoke Therapeutics, Inc. | 28934 | 942091 |
| &nbsp;&nbsp; †Syndax Pharmaceuticals, <br> Inc.<br>| 13436 | 313865 |
| †Taysha Gene Therapies, Inc. | 107968 | 482617 |
| †TG Therapeutics, Inc. | 60745 | 2017949 |
| †Travere Therapeutics, Inc. | 18237 | 541821 |
| †Twist Bioscience Corp. | 36533 | 1736048 |
| †Tyra Biosciences, Inc. | 12970 | 496751 |
| †United Therapeutics Corp. | 4557 | 2702210 |
| †Upstream Bio, Inc. | 14430 | 129870 |
| †UroGen Pharma Ltd. | 16669 | 299709 |
| †Vaxcyte, Inc. | 47494 | 2759876 |
| †Vera Therapeutics, Inc. | 6108 | 245725 |
| †Veracyte, Inc. | 45786 | 1474767 |
| †Vericel Corp. | 33134 | 1065921 |
| †Viking Therapeutics, Inc. | 16765 | 545533 |
| †Xencor, Inc. | 40024 | 482689 |
| †Zymeworks, Inc. | 32771 | 820586 |
|  |  | **79875936** |
| **Broadline Retail–0.10%** | **Broadline Retail–0.10%** | **Broadline Retail–0.10%** |
| Kohl's Corp. | 69343 | 894525 |
|  |  | **894525** |
| **Building Products–1.32%** | **Building Products–1.32%** | **Building Products–1.32%** |
| Apogee Enterprises, Inc. | 13775 | 462014 |
| &nbsp;&nbsp; Armstrong World Industries, <br> Inc.<br>| 1172 | 193146 |
| AZZ, Inc. | 7909 | 989653 |
| †Gibraltar Industries, Inc. | 16621 | 662679 |
| Griffon Corp. | 17288 | 1256492 |
| Insteel Industries, Inc. | 11960 | 401976 |
| &nbsp;&nbsp; †Janus International Group, <br> Inc.<br>| 89502 | 460935 |
| †Masterbrand, Inc. | 82149 | 682658 |
| †Modine Manufacturing Co. | 11302 | 2449256 |
| &nbsp;&nbsp; Quanex Building Products <br> Corp.<br>| 30380 | 545929 |
| †Resideo Technologies, Inc. | 62201 | 2096796 |
| Tecnoglass, Inc. | 12646 | 563379 |
| UFP Industries, Inc. | 12712 | 1171029 |
|  |  | **11935942** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Capital Markets–2.40%** | **Capital Markets–2.40%** | **Capital Markets–2.40%** |
| &nbsp;&nbsp; Acadian Asset Management, <br> Inc.<br>| 13632 | $741853 |
| &nbsp;&nbsp; Affiliated Managers Group, <br> Inc.<br>| 10555 | 2920569 |
| &nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc. Class A<br>| 35118 | 1277944 |
| &nbsp;&nbsp; Diamond Hill Investment <br> Group, Inc.<br>| 1373 | 236293 |
| &nbsp;&nbsp; †Donnelley Financial <br> Solutions, Inc.<br>| 8645 | 407525 |
| Invesco Ltd. | 146598 | 3560865 |
| Janus Henderson Group PLC | 53154 | 2730521 |
| Marex Group PLC | 34070 | 1518841 |
| PJT Partners, Inc. Class A | 1819 | 254151 |
| SEI Investments Co. | 15993 | 1254971 |
| Stifel Financial Corp. | 18144 | 1341204 |
| †StoneX Group, Inc. | 34995 | 2822347 |
| &nbsp;&nbsp; Victory Capital Holdings, Inc. <br> Class A<br>| 4117 | 269581 |
| &nbsp;&nbsp; Virtus Investment Partners, <br> Inc.<br>| 2668 | 358446 |
| †Webull Corp. | 67700 | 324960 |
| XP, Inc. Class A | 93057 | 1771805 |
|  |  | **21791876** |
| **Chemicals–1.66%** | **Chemicals–1.66%** | **Chemicals–1.66%** |
| AdvanSix, Inc. | 17435 | 425414 |
| Albemarle Corp. | 6684 | 1199979 |
| Avient Corp. | 15981 | 580110 |
| †Ecovyst, Inc. | 71025 | 913382 |
| Hawkins, Inc. | 7633 | 1172429 |
| Huntsman Corp. | 70455 | 937756 |
| †Ingevity Corp. | 21397 | 1524108 |
| Innospec, Inc. | 13361 | 975620 |
| †Intrepid Potash, Inc. | 6946 | 297080 |
| Koppers Holdings, Inc. | 11799 | 456385 |
| †LSB Industries, Inc. | 22359 | 333149 |
| Mativ Holdings, Inc. | 34314 | 298532 |
| Minerals Technologies, Inc. | 16911 | 1199328 |
| Orion SA | 36481 | 237127 |
| †Perimeter Solutions, Inc. | 71907 | 1755969 |
| Quaker Chemical Corp. | 4389 | 545246 |
| Scotts Miracle-Gro Co. | 15398 | 936352 |
| Sensient Technologies Corp. | 10139 | 876415 |
| Tronox Holdings PLC | 37121 | 362672 |
|  |  | **15027053** |
| **Commercial Services & Supplies–1.14%** | **Commercial Services & Supplies–1.14%** | **Commercial Services & Supplies–1.14%** |
| ACCO Brands Corp. | 56367 | 169101 |
| †BrightView Holdings, Inc. | 32704 | 385580 |
| Brink's Co. | 4267 | 442189 |
| †Cimpress PLC | 10166 | 742118 |
| †Clean Harbors, Inc. | 3965 | 1136885 |
| †CoreCivic, Inc. | 50597 | 956789 |
| Deluxe Corp. | 28540 | 785992 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–3*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| †GEO Group, Inc. | 32241 | $541971 |
| &nbsp;&nbsp; †Healthcare Services Group, <br> Inc.<br>| 31364 | 581802 |
| HNI Corp. | 22347 | 746166 |
| Interface, Inc. | 36645 | 913194 |
| †Liquidity Services, Inc. | 14853 | 454056 |
| MillerKnoll, Inc. | 16279 | 235394 |
| &nbsp;&nbsp; †Montrose Environmental <br> Group, Inc.<br>| 21126 | 462448 |
| Pitney Bowes, Inc. | 101680 | 1123564 |
| Tetra Tech, Inc. | 21471 | 646707 |
|  |  | **10323956** |
| **Communications Equipment–0.97%** | **Communications Equipment–0.97%** | **Communications Equipment–0.97%** |
| †ADTRAN Holdings, Inc. | 23647 | 297479 |
| †Applied Optoelectronics, Inc. | 8833 | 747184 |
| †Digi International, Inc. | 12529 | 603898 |
| †Extreme Networks, Inc. | 51453 | 775911 |
| †NetScout Systems, Inc. | 43865 | 1394468 |
| †Viasat, Inc. | 56416 | 2583853 |
| †Viavi Solutions, Inc. | 56686 | 1886510 |
| †Vistance Networks, Inc. | 27531 | 501064 |
|  |  | **8790367** |
| **Construction & Engineering–2.27%** | **Construction & Engineering–2.27%** | **Construction & Engineering–2.27%** |
| †Ameresco, Inc. Class A | 14851 | 378701 |
| Arcosa, Inc. | 3446 | 365758 |
| Argan, Inc. | 6353 | 3460161 |
| &nbsp;&nbsp; †Bowman Consulting Group <br> Ltd.<br>| 9137 | 259856 |
| Comfort Systems USA, Inc. | 3621 | 4993323 |
| †Dycom Industries, Inc. | 1396 | 472993 |
| †IES Holdings, Inc. | 4025 | 1917792 |
| †NWPX Infrastructure, Inc. | 6156 | 479306 |
| Primoris Services Corp. | 13939 | 1993835 |
| †Sterling Infrastructure, Inc. | 10438 | 4251084 |
| Tutor Perini Corp. | 25733 | 1986330 |
|  |  | **20559139** |
| **Construction Materials–0.24%** | **Construction Materials–0.24%** | **Construction Materials–0.24%** |
| †James Hardie Industries PLC | 39300 | 744342 |
| †Knife River Corp. | 6191 | 505495 |
| U.S. Lime & Minerals, Inc. | 6907 | 902123 |
|  |  | **2151960** |
| **Consumer Finance–0.73%** | **Consumer Finance–0.73%** | **Consumer Finance–0.73%** |
| &nbsp;&nbsp; Bread Financial Holdings, <br> Inc.<br>| 27678 | 2072806 |
| †Dave, Inc. | 4467 | 777660 |
| †Encore Capital Group, Inc. | 9541 | 669015 |
| †Enova International, Inc. | 13578 | 1844300 |
| FirstCash Holdings, Inc. | 1824 | 342912 |
| †Green Dot Corp. Class A | 29088 | 326367 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| †LendingClub Corp. | 30373 | $434941 |
| OneMain Holdings, Inc. | 3432 | 183578 |
|  |  | **6651579** |
| **Consumer Staples Distribution & Retail–0.59%** | **Consumer Staples Distribution & Retail–0.59%** | **Consumer Staples Distribution & Retail–0.59%** |
| Albertsons Cos., Inc. Class A | 49096 | 836596 |
| Andersons, Inc. | 19379 | 1391025 |
| Ingles Markets, Inc. Class A | 3352 | 301311 |
| PriceSmart, Inc. | 6350 | 955675 |
| †United Natural Foods, Inc. | 37109 | 1672132 |
| &nbsp;&nbsp; Village Super Market, Inc. <br> Class A<br>| 5754 | 242991 |
|  |  | **5399730** |
| **Containers & Packaging–0.17%** | **Containers & Packaging–0.17%** | **Containers & Packaging–0.17%** |
| Ardagh Metal Packaging SA | 62908 | 254777 |
| Myers Industries, Inc. | 23945 | 507155 |
| †O-I Glass, Inc. | 75913 | 797846 |
|  |  | **1559778** |
| **Distributors–0.07%** | **Distributors–0.07%** | **Distributors–0.07%** |
| &nbsp;&nbsp; †GigaCloud Technology, Inc. <br> Class A<br>| 14079 | 638905 |
|  |  | **638905** |
| **Diversified Consumer Services–1.15%** | **Diversified Consumer Services–1.15%** | **Diversified Consumer Services–1.15%** |
| ADT, Inc. | 45681 | 300124 |
| &nbsp;&nbsp; †American Public Education, <br> Inc.<br>| 10068 | 572668 |
| †Covista, Inc. | 9759 | 1124725 |
| †Duolingo, Inc. | 3234 | 318775 |
| †Frontdoor, Inc. | 34550 | 1826313 |
| &nbsp;&nbsp; †Grand Canyon Education, <br> Inc.<br>| 10537 | 1791606 |
| &nbsp;&nbsp; †Lincoln Educational Services <br> Corp.<br>| 16705 | 679560 |
| †Mister Car Wash, Inc. | 63200 | 440504 |
| Perdoceo Education Corp. | 38592 | 1436008 |
| †Stride, Inc. | 18497 | 1630881 |
| †Udemy, Inc. | 61678 | 284952 |
|  |  | **10406116** |
| **Diversified REITs–0.31%** | **Diversified REITs–0.31%** | **Diversified REITs–0.31%** |
| American Assets Trust, Inc. | 34129 | 628315 |
| Broadstone Net Lease, Inc. | 118329 | 2161871 |
|  |  | **2790186** |
| **Diversified Telecommunication Services–0.59%** | **Diversified Telecommunication Services–0.59%** | **Diversified Telecommunication Services–0.59%** |
| †Bandwidth, Inc. Class A | 16043 | 285886 |
| †GCI Liberty, Inc. Class C | 5668 | 210906 |
| †Globalstar, Inc. | 20308 | 1348857 |
| IDT Corp. Class B | 10326 | 507007 |
| †Lumen Technologies, Inc. | 426850 | 2966608 |
|  |  | **5319264** |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–4*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Electric Utilities–0.86%** | **Electric Utilities–0.86%** | **Electric Utilities–0.86%** |
| &nbsp;&nbsp; †Hawaiian Electric Industries, <br> Inc.<br>| 85675 | $1271417 |
| †Oklo, Inc. | 16308 | 808714 |
| Otter Tail Corp. | 23573 | 2069002 |
| &nbsp;&nbsp; Portland General Electric <br> Co.<br>| 69390 | 3661710 |
|  |  | **7810843** |
| **Electrical Equipment–3.51%** | **Electrical Equipment–3.51%** | **Electrical Equipment–3.51%** |
| Allient, Inc. | 9503 | 561532 |
| &nbsp;&nbsp; †American Superconductor <br> Corp.<br>| 22687 | 767955 |
| †Amprius Technologies, Inc. | 57750 | 973665 |
| †Array Technologies, Inc. | 81816 | 591530 |
| Atkore, Inc. | 17970 | 1058613 |
| †Bloom Energy Corp. Class A | 66074 | 8952366 |
| EnerSys | 19717 | 3425237 |
| †Fluence Energy, Inc. | 12185 | 167666 |
| LSI Industries, Inc. | 18018 | 335135 |
| †Nextpower, Inc. Class A | 48207 | 5811354 |
| †NuScale Power Corp. | 12350 | 133874 |
| nVent Electric PLC | 6905 | 816724 |
| Powell Industries, Inc. | 3942 | 2132937 |
| &nbsp;&nbsp; †Power Solutions <br> International, Inc.<br>| 3189 | 194146 |
| Preformed Line Products Co. | 1622 | 439157 |
| &nbsp;&nbsp; Sensata Technologies Holding <br> PLC<br>| 68679 | 2418874 |
| &nbsp;&nbsp; †Shoals Technologies Group, <br> Inc. Class A<br>| 109123 | 718029 |
| †Sunrun, Inc. | 15748 | 213543 |
| †Vicor Corp. | 13024 | 2096864 |
|  |  | **31809201** |
| **Electronic Equipment, Instruments & Components–3.37%** | **Electronic Equipment, Instruments & Components–3.37%** | **Electronic Equipment, Instruments & Components–3.37%** |
| &nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| 14433 | 4657673 |
| †Arlo Technologies, Inc. | 50781 | 722614 |
| †Arrow Electronics, Inc. | 1401 | 200917 |
| Bel Fuse, Inc. Class B | 6265 | 1240345 |
| Benchmark Electronics, Inc. | 22019 | 1234385 |
| †Coherent Corp. | 2236 | 532638 |
| †Daktronics, Inc. | 25298 | 494576 |
| &nbsp;&nbsp; †Evolv Technologies Holdings, <br> Inc.<br>| 71414 | 432055 |
| †Fabrinet | 7025 | 3663678 |
| Ingram Micro Holding Corp. | 11483 | 267669 |
| †Insight Enterprises, Inc. | 6737 | 451446 |
| †Itron, Inc. | 13969 | 1252042 |
| †Kimball Electronics, Inc. | 12959 | 306999 |
| †Knowles Corp. | 48015 | 1233025 |
| &nbsp;&nbsp; Napco Security Technologies, <br> Inc.<br>| 17801 | 701181 |
| †nLight, Inc. | 15742 | 897609 |
| †OSI Systems, Inc. | 7075 | 1878483 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| †Ouster, Inc. | 17983 | $330348 |
| PC Connection, Inc. | 3529 | 206305 |
| †Sanmina Corp. | 24899 | 3227906 |
| †ScanSource, Inc. | 14392 | 522430 |
| TD SYNNEX Corp. | 5144 | 867844 |
| †TTM Technologies, Inc. | 47907 | 4667100 |
| Vishay Intertechnology, Inc. | 14650 | 263700 |
| †Vishay Precision Group, Inc. | 7755 | 336722 |
|  |  | **30589690** |
| **Energy Equipment & Services–2.05%** | **Energy Equipment & Services–2.05%** | **Energy Equipment & Services–2.05%** |
| Archrock, Inc. | 64165 | 2232942 |
| Cactus, Inc. Class A | 17224 | 815901 |
| †Expro Group Holdings NV | 44240 | 770218 |
| &nbsp;&nbsp; †Forum Energy Technologies, <br> Inc.<br>| 6599 | 387097 |
| Helmerich & Payne, Inc. | 50281 | 1811624 |
| †Innovex International, Inc. | 11924 | 290826 |
| Liberty Energy, Inc. | 80607 | 2321482 |
| †Nabors Industries Ltd. | 9315 | 801649 |
| Noble Corp. PLC | 20259 | 994109 |
| &nbsp;&nbsp; †Oceaneering International, <br> Inc.<br>| 16890 | 599088 |
| Patterson-UTI Energy, Inc. | 209932 | 2273564 |
| †ProPetro Holding Corp. | 23650 | 340797 |
| &nbsp;&nbsp; Ranger Energy Services, Inc. <br> Class A<br>| 12957 | 222083 |
| RPC, Inc. | 56125 | 397365 |
| TechnipFMC PLC | 10063 | 695655 |
| †TETRA Technologies, Inc. | 65522 | 558248 |
| †Valaris Ltd. | 18041 | 1768740 |
| &nbsp;&nbsp; Weatherford International <br> PLC<br>| 14276 | 1350224 |
|  |  | **18631612** |
| **Entertainment–0.61%** | **Entertainment–0.61%** | **Entertainment–0.61%** |
| Cinemark Holdings, Inc. | 49864 | 1422121 |
| †IMAX Corp. | 25223 | 958726 |
| &nbsp;&nbsp; †Madison Square Garden <br> Entertainment Corp.<br>| 10023 | 590455 |
| Marcus Corp. | 14466 | 248381 |
| †Roku, Inc. | 2453 | 232103 |
| †Sphere Entertainment Co. | 17416 | 2044639 |
|  |  | **5496425** |
| **Financial Services–2.28%** | **Financial Services–2.28%** | **Financial Services–2.28%** |
| &nbsp;&nbsp; Banco Latinoamericano de <br> Comercio Exterior SA<br>| 18453 | 942579 |
| Enact Holdings, Inc. | 18196 | 742579 |
| Essent Group Ltd. | 22822 | 1333718 |
| &nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. Class C<br>| 2283 | 338683 |
| &nbsp;&nbsp; HA Sustainable <br> Infrastructure Capital, Inc.<br>| 24744 | 909342 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–5*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| &nbsp;&nbsp; Jackson Financial, Inc. <br> Class A<br>| 42409 | $4483479 |
| Merchants Bancorp | 14138 | 606662 |
| MGIC Investment Corp. | 128743 | 3379504 |
| †NCR Atleos Corp. | 12903 | 562313 |
| †NMI Holdings, Inc. Class A | 48744 | 1828387 |
| &nbsp;&nbsp; Pagseguro Digital Ltd. <br> Class A<br>| 99106 | 993042 |
| Radian Group, Inc. | 49343 | 1632266 |
| †Sezzle, Inc. | 7717 | 488409 |
| †StoneCo Ltd. Class A | 47910 | 676489 |
| Western Union Co. | 200071 | 1746620 |
|  |  | **20664072** |
| **Food Products–0.61%** | **Food Products–0.61%** | **Food Products–0.61%** |
| Calavo Growers, Inc. | 10917 | 281549 |
| Cal-Maine Foods, Inc. | 27166 | 2150189 |
| Flowers Foods, Inc. | 99334 | 809572 |
| &nbsp;&nbsp; Fresh Del Monte Produce, <br> Inc.<br>| 17267 | 695169 |
| †Mission Produce, Inc. | 28152 | 387372 |
| †Simply Good Foods Co. | 59827 | 858518 |
| †SunOpta, Inc. | 51111 | 331199 |
|  |  | **5513568** |
| **Gas Utilities–0.87%** | **Gas Utilities–0.87%** | **Gas Utilities–0.87%** |
| &nbsp;&nbsp; Brookfield Infrastructure <br> Corp. Class A<br>| 75100 | 2967952 |
| National Fuel Gas Co. | 18247 | 1714488 |
| UGI Corp. | 88015 | 3205506 |
|  |  | **7887946** |
| **Ground Transportation–0.40%** | **Ground Transportation–0.40%** | **Ground Transportation–0.40%** |
| ArcBest Corp. | 3485 | 342784 |
| &nbsp;&nbsp; Covenant Logistics Group, <br> Inc.<br>| 9286 | 252115 |
| †Lyft, Inc. Class A | 27079 | 360151 |
| Marten Transport Ltd. | 21161 | 277844 |
| Ryder System, Inc. | 11728 | 2400839 |
|  |  | **3633733** |
| **Health Care Equipment & Supplies–2.78%** | **Health Care Equipment & Supplies–2.78%** | **Health Care Equipment & Supplies–2.78%** |
| †Alphatec Holdings, Inc. | 58874 | 640549 |
| †AngioDynamics, Inc. | 25261 | 287218 |
| †Artivion, Inc. | 24839 | 909604 |
| †AtriCure, Inc. | 30492 | 869937 |
| †Avanos Medical, Inc. | 15936 | 223263 |
| †Axogen, Inc. | 26438 | 875891 |
| †Bioventus, Inc. Class A | 27511 | 251175 |
| †Butterfly Network, Inc. | 126911 | 512720 |
| †Ceribell, Inc. | 15092 | 276636 |
| †Cerus Corp. | 119804 | 218043 |
| Dentsply Sirona, Inc. | 36455 | 422878 |
| Embecta Corp. | 34877 | 308313 |
| †Enovis Corp. | 9128 | 207662 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| †Envista Holdings Corp. | 73557 | $1866141 |
| †Glaukos Corp. | 7845 | 844593 |
| †Haemonetics Corp. | 20373 | 1148222 |
| †ICU Medical, Inc. | 11920 | 1539468 |
| †Inspire Medical Systems, Inc. | 13954 | 719747 |
| †Integer Holdings Corp. | 6611 | 581768 |
| iRadimed Corp. | 2860 | 275304 |
| †IRhythm Holdings, Inc. | 9491 | 1120128 |
| †Lantheus Holdings, Inc. | 13647 | 1035125 |
| LeMaitre Vascular, Inc. | 11287 | 1232202 |
| †LivaNova PLC | 5107 | 324601 |
| †Masimo Corp. | 2193 | 390069 |
| †Merit Medical Systems, Inc. | 5535 | 381528 |
| †Neogen Corp. | 133105 | 1236545 |
| †Novocure Ltd. | 47563 | 518437 |
| †=OmniAb, Inc. Earnout Shares | 8030 | 0 |
| &nbsp;&nbsp; †=OmniAb, Inc. Earnout <br> Shares.<br>| 8030 | 0 |
| †Omnicell, Inc. | 28789 | 960977 |
| †Penumbra, Inc. | 2270 | 745400 |
| †PROCEPT BioRobotics Corp. | 12369 | 309349 |
| †QuidelOrtho Corp. | 32412 | 532529 |
| †SI-BONE, Inc. | 20316 | 256591 |
| †STAAR Surgical Co. | 32158 | 601355 |
| &nbsp;&nbsp; †Tactile Systems Technology, <br> Inc.<br>| 11810 | 308595 |
| †TransMedics Group, Inc. | 12239 | 1216679 |
| †UFP Technologies, Inc. | 3942 | 763171 |
| †Varex Imaging Corp. | 25567 | 271266 |
|  |  | **25183679** |
| **Health Care Providers & Services–2.56%** | **Health Care Providers & Services–2.56%** | **Health Care Providers & Services–2.56%** |
| †Acadia Healthcare Co., Inc. | 50124 | 1172400 |
| †AdaptHealth Corp. | 60493 | 719867 |
| †Addus HomeCare Corp. | 7444 | 697131 |
| †Alignment Healthcare, Inc. | 62876 | 1107875 |
| &nbsp;&nbsp; †AMN Healthcare Services, <br> Inc.<br>| 10750 | 197155 |
| †Astrana Health, Inc. | 16659 | 408479 |
| &nbsp;&nbsp; †Aveanna Healthcare Holdings, <br> Inc.<br>| 31280 | 201443 |
| &nbsp;&nbsp; †BrightSpring Health Services, <br> Inc.<br>| 32947 | 1403872 |
| †Castle Biosciences, Inc. | 16535 | 405934 |
| &nbsp;&nbsp; †Clover Health Investments <br> Corp.<br>| 247854 | 436223 |
| Encompass Health Corp. | 15140 | 1464492 |
| †Enhabit, Inc. | 32360 | 455952 |
| Ensign Group, Inc. | 9168 | 1847352 |
| †Fulgent Genetics, Inc. | 13415 | 213299 |
| †GeneDx Holdings Corp. | 8520 | 547154 |
| †Guardant Health, Inc. | 28732 | 2653975 |
| &nbsp;&nbsp; †Guardian Pharmacy Services, <br> Inc. Class A<br>| 11102 | 418101 |
| †HealthEquity, Inc. | 9632 | 804946 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–6*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| †Hims & Hers Health, Inc. | 76300 | $1583988 |
| &nbsp;&nbsp; †LifeStance Health Group, <br> Inc.<br>| 72468 | 461621 |
| National HealthCare Corp. | 5454 | 871004 |
| †NeoGenomics, Inc. | 81400 | 603988 |
| †Nutex Health, Inc. | 2251 | 213935 |
| †PACS Group, Inc. | 5868 | 188480 |
| &nbsp;&nbsp; †Pediatrix Medical Group, <br> Inc.<br>| 55368 | 1184322 |
| †Privia Health Group, Inc. | 10290 | 211665 |
| †Progyny, Inc. | 40074 | 680457 |
| †RadNet, Inc. | 17570 | 981987 |
| †Surgery Partners, Inc. | 19481 | 232214 |
| †Talkspace, Inc. | 95674 | 495113 |
| &nbsp;&nbsp; Universal Health Services, <br> Inc. Class B<br>| 2236 | 400177 |
|  |  | **23264601** |
| **Health Care REITs–0.72%** | **Health Care REITs–0.72%** | **Health Care REITs–0.72%** |
| CareTrust REIT, Inc. | 6265 | 229612 |
| Chiron Real Estate, Inc. | 6948 | 229840 |
| &nbsp;&nbsp; Community Healthcare Trust, <br> Inc.<br>| 16295 | 258927 |
| LTC Properties, Inc. | 16791 | 623954 |
| &nbsp;&nbsp; National Health Investors, <br> Inc.<br>| 14904 | 1205137 |
| &nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>| 67912 | 2975904 |
| Sabra Health Care REIT, Inc. | 54829 | 1054362 |
|  |  | **6577736** |
| **Health Care Technology–0.24%** | **Health Care Technology–0.24%** | **Health Care Technology–0.24%** |
| †Certara, Inc. | 70251 | 400431 |
| †Doximity, Inc. Class A | 23453 | 546455 |
| HealthStream, Inc. | 15351 | 317919 |
| †Phreesia, Inc. | 32587 | 273079 |
| †Teladoc Health, Inc. | 117804 | 642032 |
|  |  | **2179916** |
| **Hotel & Resort REITs–0.70%** | **Hotel & Resort REITs–0.70%** | **Hotel & Resort REITs–0.70%** |
| Apple Hospitality REIT, Inc. | 125397 | 1443319 |
| DiamondRock Hospitality Co. | 114435 | 1072256 |
| Host Hotels & Resorts, Inc. | 32413 | 621033 |
| Pebblebrook Hotel Trust | 58185 | 734877 |
| RLJ Lodging Trust | 82413 | 611504 |
| &nbsp;&nbsp; Ryman Hospitality Properties, <br> Inc.<br>| 10962 | 1011464 |
| &nbsp;&nbsp; Summit Hotel Properties, <br> Inc.<br>| 54252 | 239794 |
| Xenia Hotels & Resorts, Inc. | 44102 | 654033 |
|  |  | **6388280** |
| **Hotels, Restaurants & Leisure–1.51%** | **Hotels, Restaurants & Leisure–1.51%** | **Hotels, Restaurants & Leisure–1.51%** |
| †Accel Entertainment, Inc. | 33313 | 363445 |
| †BJ's Restaurants, Inc. | 11358 | 398666 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Bloomin' Brands, Inc. | 51307 | $277058 |
| Boyd Gaming Corp. | 16131 | 1325645 |
| †Brinker International, Inc. | 11620 | 1658987 |
| Cheesecake Factory, Inc. | 12123 | 663734 |
| &nbsp;&nbsp; Cracker Barrel Old Country <br> Store, Inc.<br>| 13871 | 389914 |
| &nbsp;&nbsp; †Dave & Buster's <br> Entertainment, Inc.<br>| 14820 | 160500 |
| Dine Brands Global, Inc. | 9692 | 254318 |
| †Kura Sushi USA, Inc. Class A | 3856 | 269110 |
| &nbsp;&nbsp; †Lindblad Expeditions <br> Holdings, Inc.<br>| 20823 | 360238 |
| &nbsp;&nbsp; Marriott Vacations Worldwide <br> Corp.<br>| 3781 | 246219 |
| &nbsp;&nbsp; Monarch Casino & Resort, <br> Inc.<br>| 6330 | 605148 |
| †Planet Fitness, Inc. Class A | 4934 | 366991 |
| †Portillo's, Inc. Class A | 38123 | 201671 |
| &nbsp;&nbsp; Red Rock Resorts, Inc. <br> Class A<br>| 25291 | 1349528 |
| †Rush Street Interactive, Inc. | 29209 | 635296 |
| †Sabre Corp. | 235326 | 341223 |
| Super Group SGHC Ltd. | 95635 | 1032858 |
| Travel & Leisure Co. | 16695 | 1155127 |
| Vail Resorts, Inc. | 8765 | 1124725 |
| Wendy's Co. | 75834 | 527046 |
|  |  | **13707447** |
| **Household Durables–1.28%** | **Household Durables–1.28%** | **Household Durables–1.28%** |
| †Cavco Industries, Inc. | 2457 | 1189901 |
| Century Communities, Inc. | 16205 | 929843 |
| †Champion Homes, Inc. | 12394 | 921742 |
| Ethan Allen Interiors, Inc. | 14714 | 327534 |
| †Helen of Troy Ltd. | 13631 | 196559 |
| &nbsp;&nbsp; †Hovnanian Enterprises, Inc. <br> Class A<br>| 3211 | 356132 |
| &nbsp;&nbsp; Installed Building Products, <br> Inc.<br>| 9636 | 2554986 |
| Leggett & Platt, Inc. | 59826 | 591081 |
| †M/I Homes, Inc. | 7614 | 932334 |
| †Sonos, Inc. | 46036 | 616882 |
| †Taylor Morrison Home Corp. | 10514 | 612335 |
| †TopBuild Corp. | 2004 | 704005 |
| †Tri Pointe Homes, Inc. | 36099 | 1686906 |
|  |  | **11620240** |
| **Household Products–0.25%** | **Household Products–0.25%** | **Household Products–0.25%** |
| &nbsp;&nbsp; †Central Garden & Pet Co. <br> Class A<br>| 22948 | 743974 |
| Energizer Holdings, Inc. | 12100 | 198682 |
| Oil-Dri Corp. of America | 6352 | 413452 |
| &nbsp;&nbsp; Spectrum Brands Holdings, <br> Inc.<br>| 12280 | 905036 |
|  |  | **2261144** |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–7*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Independent Power and Renewable Electricity Producers–0.23%** | **Independent Power and Renewable Electricity Producers–0.23%** | **Independent Power and Renewable Electricity Producers–0.23%** |
| Clearway Energy, Inc. Class A | 29987 | $1175464 |
| †Hallador Energy Co. | 14854 | 241823 |
| Ormat Technologies, Inc. | 6173 | 690882 |
|  |  | **2108169** |
| **Industrial Conglomerates–0.02%** | **Industrial Conglomerates–0.02%** | **Industrial Conglomerates–0.02%** |
| &nbsp;&nbsp; Brookfield Business Corp. <br> Class A<br>| 5863 | 185505 |
|  |  | **185505** |
| **Industrial REITs–0.44%** | **Industrial REITs–0.44%** | **Industrial REITs–0.44%** |
| &nbsp;&nbsp; First Industrial Realty Trust, <br> Inc.<br>| 6983 | 403967 |
| &nbsp;&nbsp; Innovative Industrial <br> Properties, Inc.<br>| 17771 | 891394 |
| LXP Industrial Trust | 7662 | 354444 |
| &nbsp;&nbsp; Rexford Industrial Realty, <br> Inc.<br>| 48284 | 1580335 |
| STAG Industrial, Inc. | 8119 | 292771 |
| Terreno Realty Corp. | 8208 | 504135 |
|  |  | **4027046** |
| **Insurance–1.51%** | **Insurance–1.51%** | **Insurance–1.51%** |
| Axis Capital Holdings Ltd. | 38256 | 3879541 |
| †Brighthouse Financial, Inc. | 36013 | 2156458 |
| F&G Annuities & Life, Inc. | 7212 | 182608 |
| &nbsp;&nbsp; Fidelis Insurance Holdings <br> Ltd.<br>| 36092 | 689718 |
| &nbsp;&nbsp; †Genworth Financial, Inc. <br> Class A<br>| 96555 | 784027 |
| Globe Life, Inc. | 9027 | 1256288 |
| &nbsp;&nbsp; Hamilton Insurance Group <br> Ltd. Class B<br>| 19158 | 571483 |
| HCI Group, Inc. | 3889 | 601278 |
| &nbsp;&nbsp; †Heritage Insurance Holdings, <br> Inc.<br>| 15190 | 398737 |
| Investors Title Co. | 905 | 196693 |
| †SiriusPoint Ltd. | 36585 | 788041 |
| &nbsp;&nbsp; †Slide Insurance Holdings, <br> Inc.<br>| 17248 | 310464 |
| United Fire Group, Inc. | 8306 | 307820 |
| &nbsp;&nbsp; Universal Insurance Holdings, <br> Inc.<br>| 15186 | 518754 |
| &nbsp;&nbsp; White Mountains Insurance <br> Group Ltd.<br>| 498 | 1094086 |
|  |  | **13735996** |
| **Interactive Media & Services–0.43%** | **Interactive Media & Services–0.43%** | **Interactive Media & Services–0.43%** |
| †Cargurus, Inc. | 35170 | 1197538 |
| †Cars.com, Inc. | 18065 | 146688 |
| †EverQuote, Inc. Class A | 18486 | 285054 |
| †QuinStreet, Inc. | 32177 | 386446 |
| †Yelp, Inc. | 33547 | 829953 |
| †Ziff Davis, Inc. | 26232 | 1100695 |
|  |  | **3946374** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **IT Services–0.92%** | **IT Services–0.92%** | **IT Services–0.92%** |
| †Applied Digital Corp. | 38683 | $918335 |
| †ASGN, Inc. | 12949 | 501256 |
| †DigitalOcean Holdings, Inc. | 22144 | 1899512 |
| †DXC Technology Co. | 106460 | 1338202 |
| †Fastly, Inc. Class A | 73696 | 2141606 |
| †Grid Dynamics Holdings, Inc. | 36367 | 207292 |
| †Kyndryl Holdings, Inc. | 105819 | 1388345 |
|  |  | **8394548** |
| **Leisure Products–0.33%** | **Leisure Products–0.33%** | **Leisure Products–0.33%** |
| Acushnet Holdings Corp. | 2722 | 254452 |
| †Callaway Golf Co. | 79579 | 1104556 |
| †Malibu Boats, Inc. Class A | 12316 | 319231 |
| &nbsp;&nbsp; †Peloton Interactive, Inc. <br> Class A<br>| 77452 | 332269 |
| Polaris, Inc. | 14964 | 815538 |
| †YETI Holdings, Inc. | 4379 | 160228 |
|  |  | **2986274** |
| **Life Sciences Tools & Services–0.53%** | **Life Sciences Tools & Services–0.53%** | **Life Sciences Tools & Services–0.53%** |
| †10X Genomics, Inc. Class A | 39014 | 828267 |
| &nbsp;&nbsp; †Adaptive Biotechnologies <br> Corp.<br>| 75734 | 1051188 |
| †Azenta, Inc. | 26480 | 559522 |
| &nbsp;&nbsp; †Charles River Laboratories <br> International, Inc.<br>| 5620 | 969450 |
| †CryoPort, Inc. | 28905 | 239333 |
| †Cytek Biosciences, Inc. | 75831 | 331382 |
| †Fortrea Holdings, Inc. | 58649 | 552474 |
| †Medpace Holdings, Inc. | 530 | 254501 |
|  |  | **4786117** |
| **Machinery–2.93%** | **Machinery–2.93%** | **Machinery–2.93%** |
| &nbsp;&nbsp; Allison Transmission <br> Holdings, Inc.<br>| 5439 | 636689 |
| Astec Industries, Inc. | 14615 | 786872 |
| †Blue Bird Corp. | 20560 | 1167602 |
| †CECO Environmental Corp. | 13637 | 812492 |
| †Chart Industries, Inc. | 4529 | 936371 |
| Columbus McKinnon Corp. | 9897 | 143803 |
| †Energy Recovery, Inc. | 18033 | 181592 |
| ESCO Technologies, Inc. | 14041 | 3950716 |
| Greenbrier Cos., Inc. | 20040 | 1055106 |
| Helios Technologies, Inc. | 18243 | 1180505 |
| †Hillman Solutions Corp. | 112846 | 938879 |
| Hyster-Yale, Inc. | 6143 | 199709 |
| Kadant, Inc. | 2973 | 869157 |
| Kennametal, Inc. | 49252 | 1779475 |
| &nbsp;&nbsp; Lincoln Electric Holdings, <br> Inc.<br>| 8439 | 2101986 |
| Lindsay Corp. | 6619 | 788124 |
| Luxfer Holdings PLC | 17475 | 212846 |
| †Manitowoc Co., Inc. | 22132 | 257838 |
| †Microvast Holdings, Inc. | 125138 | 187707 |
| Mueller Industries, Inc. | 30303 | 3357572 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–8*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| †Proto Labs, Inc. | 15785 | $900061 |
| Snap-on, Inc. | 7770 | 2822219 |
| Terex Corp. | 12847 | 759258 |
| †Titan International, Inc. | 23517 | 162502 |
| &nbsp;&nbsp; Worthington Enterprises, <br> Inc.<br>| 8505 | 443451 |
|  |  | **26632532** |
| **Marine Transportation–0.19%** | **Marine Transportation–0.19%** | **Marine Transportation–0.19%** |
| Costamare, Inc. | 16836 | 284528 |
| Matson, Inc. | 8820 | 1445951 |
|  |  | **1730479** |
| **Media–0.97%** | **Media–0.97%** | **Media–0.97%** |
| †Cable One, Inc. | 3430 | 312850 |
| †EchoStar Corp. Class A | 31944 | 3739684 |
| Gray Media, Inc. | 52837 | 229313 |
| †iHeartMedia, Inc. Class A | 64119 | 187228 |
| &nbsp;&nbsp; John Wiley & Sons, Inc. <br> Class A<br>| 24837 | 946290 |
| †Magnite, Inc. | 67730 | 804632 |
| Nexstar Media Group, Inc. | 2376 | 429652 |
| Sirius XM Holdings, Inc. | 61425 | 1417689 |
| †Stagwell, Inc. | 38161 | 240033 |
| †USA TODAY Co., Inc. | 75487 | 532183 |
|  |  | **8839554** |
| **Metals & Mining–2.87%** | **Metals & Mining–2.87%** | **Metals & Mining–2.87%** |
| Alcoa Corp. | 7406 | 491240 |
| &nbsp;&nbsp; †Alpha Metallurgical <br> Resources, Inc.<br>| 6568 | 1348213 |
| Caledonia Mining Corp. PLC | 10943 | 247202 |
| †Century Aluminum Co. | 31558 | 1852139 |
| †Coeur Mining, Inc. | 184442 | 3461976 |
| Commercial Metals Co. | 18970 | 1165327 |
| &nbsp;&nbsp; †Compass Minerals <br> International, Inc.<br>| 22129 | 516712 |
| †Constellium SE | 88738 | 2181180 |
| †Contango Silver & Gold, Inc. | 7051 | 132206 |
| Ferroglobe PLC | 58121 | 239459 |
| Hecla Mining Co. | 221557 | 4127607 |
| Materion Corp. | 2772 | 400970 |
| †Metallus, Inc. | 12027 | 196521 |
| †MP Materials Corp. | 3140 | 151537 |
| &nbsp;&nbsp; Ramaco Resources, Inc. <br> Class B<br>| 37528 | 382786 |
| Reliance, Inc. | 4717 | 1433591 |
| Royal Gold, Inc. | 6346 | 1614994 |
| Ryerson Holding Corp. | 27407 | 616109 |
| †SSR Mining, Inc. | 116418 | 3422689 |
| SunCoke Energy, Inc. | 55218 | 359469 |
| Warrior Met Coal, Inc. | 11228 | 1045888 |
| Worthington Steel, Inc. | 21552 | 654103 |
|  |  | **26041918** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Mortgage Real Estate Investment Trusts (REITs)–0.61%** | **Mortgage Real Estate Investment Trusts (REITs)–0.61%** | **Mortgage Real Estate Investment Trusts (REITs)–0.61%** |
| Adamas Trust, Inc. | 29822 | $219490 |
| Chimera Investment Corp. | 52060 | 653353 |
| &nbsp;&nbsp; Invesco Mortgage Capital, <br> Inc.<br>| 44946 | 363163 |
| MFA Financial, Inc. | 64229 | 615314 |
| Redwood Trust, Inc. | 67416 | 378204 |
| Rithm Capital Corp. | 316181 | 2997396 |
| TPG RE Finance Trust, Inc. | 37847 | 295585 |
|  |  | **5522505** |
| **Multi-Utilities–0.26%** | **Multi-Utilities–0.26%** | **Multi-Utilities–0.26%** |
| Avista Corp. | 26995 | 1083579 |
| Black Hills Corp. | 17812 | 1236331 |
|  |  | **2319910** |
| **Office REITs–0.54%** | **Office REITs–0.54%** | **Office REITs–0.54%** |
| COPT Defense Properties | 62188 | 1902953 |
| Highwoods Properties, Inc. | 53334 | 1141881 |
| Kilroy Realty Corp. | 38361 | 1082164 |
| &nbsp;&nbsp; Postal Realty Trust, Inc. <br> Class A<br>| 14313 | 265649 |
| Vornado Realty Trust | 19886 | 516837 |
|  |  | **4909484** |
| **Oil, Gas & Consumable Fuels–3.62%** | **Oil, Gas & Consumable Fuels–3.62%** | **Oil, Gas & Consumable Fuels–3.62%** |
| APA Corp. | 83749 | 3554308 |
| †Centrus Energy Corp. Class A | 6651 | 1154547 |
| Chord Energy Corp. | 5956 | 846824 |
| †Clean Energy Fuels Corp. | 105671 | 262064 |
| †CNX Resources Corp. | 23200 | 894360 |
| Delek U.S. Holdings, Inc. | 12117 | 546113 |
| Dorian LPG Ltd. | 18000 | 615600 |
| DT Midstream, Inc. | 14076 | 1895615 |
| †Energy Fuels, Inc. | 25750 | 469938 |
| †FLEX LNG Ltd. | 20284 | 602638 |
| †Green Plains, Inc. | 43032 | 707876 |
| HF Sinclair Corp. | 20381 | 1271571 |
| International Seaways, Inc. | 17321 | 1262354 |
| Matador Resources Co. | 39563 | 2499590 |
| Northern Oil & Gas, Inc. | 52964 | 1548138 |
| †Par Pacific Holdings, Inc. | 31129 | 1949921 |
| Peabody Energy Corp. | 74251 | 2446570 |
| &nbsp;&nbsp; †REX American Resources <br> Corp.<br>| 11596 | 528430 |
| SandRidge Energy, Inc. | 21037 | 343113 |
| Scorpio Tankers, Inc. | 13454 | 1004476 |
| SM Energy Co. | 147469 | 4598083 |
| †Talos Energy, Inc. | 82603 | 1301823 |
| Teekay Corp. Ltd. | 24689 | 301453 |
| Teekay Tankers Ltd. Class A | 12565 | 921266 |
| †Uranium Energy Corp. | 71684 | 967734 |
| VAALCO Energy, Inc. | 60048 | 380704 |
|  |  | **32875109** |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–9*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Paper & Forest Products–0.07%** | **Paper & Forest Products–0.07%** | **Paper & Forest Products–0.07%** |
| †Magnera Corp. | 18241 | $173472 |
| Sylvamo Corp. | 10942 | 462190 |
|  |  | **635662** |
| **Passenger Airlines–0.45%** | **Passenger Airlines–0.45%** | **Passenger Airlines–0.45%** |
| †Alaska Air Group, Inc. | 18905 | 695326 |
| †Allegiant Travel Co. | 8884 | 719959 |
| †SkyWest, Inc. | 22575 | 2073062 |
| &nbsp;&nbsp; †Sun Country Airlines <br> Holdings, Inc.<br>| 33497 | 553371 |
|  |  | **4041718** |
| **Personal Care Products–0.24%** | **Personal Care Products–0.24%** | **Personal Care Products–0.24%** |
| †Coty, Inc. Class A | 218189 | 438560 |
| †Herbalife Ltd. | 64383 | 947718 |
| Interparfums, Inc. | 3292 | 299045 |
| &nbsp;&nbsp; †Nature's Sunshine Products, <br> Inc.<br>| 10710 | 256933 |
| &nbsp;&nbsp; Nu Skin Enterprises, Inc. <br> Class A<br>| 31768 | 231271 |
|  |  | **2173527** |
| **Pharmaceuticals–2.77%** | **Pharmaceuticals–2.77%** | **Pharmaceuticals–2.77%** |
| &nbsp;&nbsp; †Amneal Pharmaceuticals, <br> Inc.<br>| 65944 | 819684 |
| &nbsp;&nbsp; †Amphastar Pharmaceuticals, <br> Inc.<br>| 23766 | 465576 |
| †ANI Pharmaceuticals, Inc. | 12018 | 924184 |
| †BioAge Labs, Inc. | 15299 | 267580 |
| &nbsp;&nbsp; †Collegium Pharmaceutical, <br> Inc.<br>| 20171 | 667055 |
| †Corcept Therapeutics, Inc. | 35584 | 1434391 |
| †CorMedix, Inc. | 40280 | 273501 |
| &nbsp;&nbsp; †Crinetics Pharmaceuticals, <br> Inc.<br>| 15885 | 576943 |
| †Edgewise Therapeutics, Inc. | 39310 | 1238265 |
| †Elanco Animal Health, Inc. | 53507 | 1280423 |
| †Enliven Therapeutics, Inc. | 20151 | 789919 |
| †Esperion Therapeutics, Inc. | 95456 | 261549 |
| †EyePoint, Inc. | 33171 | 427574 |
| †Fulcrum Therapeutics, Inc. | 19428 | 149013 |
| &nbsp;&nbsp; †Harmony Biosciences <br> Holdings, Inc.<br>| 20175 | 565102 |
| †Harrow, Inc. | 19569 | 690003 |
| &nbsp;&nbsp; †Indivior Pharmaceuticals, <br> Inc.<br>| 71720 | 2186026 |
| †Innoviva, Inc. | 15109 | 352040 |
| †Jazz Pharmaceuticals PLC | 5100 | 964155 |
| †Ligand Pharmaceuticals, Inc. | 9119 | 1820608 |
| †Nuvation Bio, Inc. | 117491 | 504036 |
| Organon & Co. | 48809 | 292366 |
| †Pacira BioSciences, Inc. | 25047 | 566062 |
| Perrigo Co. PLC | 45100 | 484374 |
| &nbsp;&nbsp; Phibro Animal Health Corp. <br> Class A<br>| 12683 | 701497 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp; †Supernus Pharmaceuticals, <br> Inc.<br>| 24615 | $1272349 |
| †Tarsus Pharmaceuticals, Inc. | 11230 | 787785 |
| †Terns Pharmaceuticals, Inc. | 35028 | 1846676 |
| †Theravance Biopharma, Inc. | 24325 | 394795 |
| †Trevi Therapeutics, Inc. | 49512 | 590678 |
| Viatris, Inc. | 58262 | 787120 |
| &nbsp;&nbsp; †Xeris Biopharma Holdings, <br> Inc.<br>| 64754 | 375573 |
| †Zevra Therapeutics, Inc. | 36729 | 342314 |
|  |  | **25099216** |
| **Professional Services–1.47%** | **Professional Services–1.47%** | **Professional Services–1.47%** |
| Alight, Inc. Class A | 235088 | 136986 |
| &nbsp;&nbsp; Barrett Business Services, <br> Inc.<br>| 15102 | 440676 |
| †Clarivate PLC | 234196 | 592516 |
| Concentrix Corp. | 27058 | 740307 |
| CRA International, Inc. | 4009 | 648977 |
| &nbsp;&nbsp; CSG Systems International, <br> Inc.<br>| 16932 | 1353544 |
| †ExlService Holdings, Inc. | 10124 | 308276 |
| Genpact Ltd. | 30869 | 1149870 |
| †Huron Consulting Group, Inc. | 10031 | 1278852 |
| ICF International, Inc. | 10631 | 694098 |
| †Innodata, Inc. | 18404 | 710762 |
| Kelly Services, Inc. Class A | 20176 | 178558 |
| Kforce, Inc. | 10801 | 315821 |
| †Legalzoom.com, Inc. | 79478 | 450640 |
| ManpowerGroup, Inc. | 14126 | 416152 |
| †Paylocity Holding Corp. | 1788 | 193176 |
| †Planet Labs PBC | 21095 | 589605 |
| &nbsp;&nbsp; †Resolute Holdings <br> Management, Inc.<br>| 2537 | 411755 |
| Robert Half, Inc. | 43375 | 1101725 |
| TriNet Group, Inc. | 4339 | 158070 |
| †Upwork, Inc. | 79377 | 869972 |
| †Willdan Group, Inc. | 7416 | 567769 |
|  |  | **13308107** |
| **Real Estate Management & Development–0.66%** | **Real Estate Management & Development–0.66%** | **Real Estate Management & Development–0.66%** |
| †Cushman & Wakefield Ltd. | 97188 | 1191525 |
| †Jones Lang LaSalle, Inc. | 6960 | 2118067 |
| &nbsp;&nbsp; Kennedy-Wilson Holdings, <br> Inc.<br>| 48895 | 529044 |
| Newmark Group, Inc. Class A | 78561 | 1177629 |
| St. Joe Co. | 15491 | 972835 |
|  |  | **5989100** |
| **Residential REITs–0.14%** | **Residential REITs–0.14%** | **Residential REITs–0.14%** |
| &nbsp;&nbsp; American Homes 4 Rent <br> Class A<br>| 6592 | 184049 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–10*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| &nbsp;&nbsp; Equity LifeStyle Properties, <br> Inc.<br>| 4236 | $264411 |
| &nbsp;&nbsp; Independence Realty Trust, <br> Inc.<br>| 57286 | 852988 |
|  |  | **1301448** |
| **Retail REITs–1.29%** | **Retail REITs–1.29%** | **Retail REITs–1.29%** |
| Agree Realty Corp. | 24674 | 1859926 |
| Alexander's, Inc. | 1184 | 279661 |
| Brixmor Property Group, Inc. | 9504 | 273715 |
| &nbsp;&nbsp; CBL & Associates Properties, <br> Inc.<br>| 11937 | 458739 |
| Getty Realty Corp. | 35491 | 1128614 |
| NNN REIT, Inc. | 67118 | 2820969 |
| Regency Centers Corp. | 36198 | 2738741 |
| Saul Centers, Inc. | 6510 | 212096 |
| Tanger, Inc. | 43845 | 1489853 |
| Whitestone REIT | 29279 | 472856 |
|  |  | **11735170** |
| **Semiconductors & Semiconductor Equipment–3.56%** | **Semiconductors & Semiconductor Equipment–3.56%** | **Semiconductors & Semiconductor Equipment–3.56%** |
| †Aehr Test Systems | 13251 | 491347 |
| &nbsp;&nbsp; †Alpha & Omega <br> Semiconductor Ltd.<br>| 13252 | 293664 |
| †Ambarella, Inc. | 16563 | 852581 |
| Amkor Technology, Inc. | 48436 | 2181073 |
| †Astera Labs, Inc. | 2334 | 255806 |
| †Axcelis Technologies, Inc. | 14631 | 1361854 |
| †Cirrus Logic, Inc. | 16828 | 2433665 |
| &nbsp;&nbsp; †Credo Technology Group <br> Holding Ltd.<br>| 44639 | 4190263 |
| †Diodes, Inc. | 27870 | 1902406 |
| †FormFactor, Inc. | 5766 | 559244 |
| †Impinj, Inc. | 7796 | 800649 |
| &nbsp;&nbsp; Kulicke & Soffa Industries, <br> Inc.<br>| 18553 | 1219303 |
| MKS, Inc. | 3788 | 870520 |
| †Navitas Semiconductor Corp. | 64300 | 563911 |
| NVE Corp. | 3098 | 202919 |
| †Onto Innovation, Inc. | 2638 | 540975 |
| †Penguin Solutions, Inc. | 12226 | 215178 |
| †Photronics, Inc. | 34258 | 1384366 |
| †Rambus, Inc. | 36217 | 3115749 |
| †Rigetti Computing, Inc. | 86546 | 1215106 |
| †Semtech Corp. | 14813 | 1138972 |
| †Silicon Laboratories, Inc. | 7269 | 1513042 |
| †SiTime Corp. | 5459 | 1885266 |
| †SkyWater Technology, Inc. | 11295 | 309596 |
| Skyworks Solutions, Inc. | 24075 | 1289216 |
| †Ultra Clean Holdings, Inc. | 9574 | 595311 |
| †Veeco Instruments, Inc. | 26112 | 884152 |
|  |  | **32266134** |
| **Software–5.28%** | **Software–5.28%** | **Software–5.28%** |
| †8x8, Inc. | 86282 | 143228 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| A10 Networks, Inc. | 45376 | $1049093 |
| †ACI Worldwide, Inc. | 49002 | 2009572 |
| Adeia, Inc. | 67950 | 1632839 |
| †Agilysys, Inc. | 7615 | 541731 |
| †Alkami Technology, Inc. | 27987 | 438556 |
| †Appfolio, Inc. Class A | 5292 | 835183 |
| †Asana, Inc. Class A | 53257 | 340845 |
| †AvePoint, Inc. | 69666 | 662524 |
| †Bill Holdings, Inc. | 21117 | 808781 |
| †Braze, Inc. Class A | 55057 | 1299896 |
| &nbsp;&nbsp; †CCC Intelligent Solutions <br> Holdings, Inc.<br>| 89255 | 535530 |
| †Cerence, Inc. | 26018 | 164174 |
| †Cipher Digital, Inc. | 54939 | 707065 |
| †Cleanspark, Inc. | 64303 | 547219 |
| Clear Secure, Inc. Class A | 43881 | 2124279 |
| †Commvault Systems, Inc. | 17684 | 1377407 |
| &nbsp;&nbsp; †Consensus Cloud Solutions, <br> Inc.<br>| 9676 | 229708 |
| †Digital Turbine, Inc. | 50266 | 144766 |
| &nbsp;&nbsp; Dolby Laboratories, Inc. <br> Class A<br>| 3977 | 238859 |
| †Dropbox, Inc. Class A | 75436 | 1713906 |
| †D-Wave Quantum, Inc. | 80507 | 1161716 |
| †Dynatrace, Inc. | 51453 | 1902732 |
| †Five9, Inc. | 39196 | 594603 |
| †Freshworks, Inc. Class A | 129632 | 1040945 |
| †Gitlab, Inc. Class A | 30553 | 661167 |
| †Hut 8 Corp. | 32129 | 1507171 |
| †Intapp, Inc. | 36855 | 946805 |
| InterDigital, Inc. | 10922 | 3298444 |
| †Life360, Inc. | 6629 | 270596 |
| †LiveRamp Holdings, Inc. | 41709 | 1106123 |
| †Manhattan Associates, Inc. | 5114 | 680776 |
| †Mitek Systems, Inc. | 28262 | 381537 |
| †NCR Voyix Corp. | 85480 | 541088 |
| &nbsp;&nbsp; †Pagaya Technologies Ltd. <br> Class A<br>| 29964 | 349081 |
| †PagerDuty, Inc. | 57804 | 358963 |
| †PAR Technology Corp. | 17228 | 229649 |
| Pegasystems, Inc. | 15988 | 680449 |
| †Porch Group, Inc. | 43498 | 311881 |
| †Progress Software Corp. | 23842 | 611547 |
| †Q2 Holdings, Inc. | 27881 | 1318771 |
| †Qualys, Inc. | 11808 | 1037333 |
| †Rapid7, Inc. | 36791 | 202718 |
| †Red Violet, Inc. | 7025 | 243065 |
| RingCentral, Inc. Class A | 38802 | 1443046 |
| †Riot Platforms, Inc. | 81536 | 1007785 |
| &nbsp;&nbsp; †=Sapiens International Corp. <br> NV<br>| 17756 | 772386 |
| &nbsp;&nbsp; †SEMrush Holdings, Inc. <br> Class A<br>| 23179 | 276757 |
| †SoundHound AI, Inc. Class A | 70084 | 481477 |
| †Sprinklr, Inc. Class A | 39888 | 239328 |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–11*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| †Sprout Social, Inc. Class A | 33986 | $193720 |
| †SPS Commerce, Inc. | 23443 | 1305072 |
| †Teradata Corp. | 44598 | 1143047 |
| †Terawulf, Inc. | 44146 | 637027 |
| †UiPath, Inc. Class A | 76063 | 844299 |
| †Varonis Systems, Inc. | 16954 | 364002 |
| †Weave Communications, Inc. | 37697 | 174160 |
| †Yext, Inc. | 55642 | 213665 |
| &nbsp;&nbsp; †Zeta Global Holdings Corp. <br> Class A<br>| 115915 | 1845367 |
|  |  | **47923459** |
| **Specialized REITs–0.34%** | **Specialized REITs–0.34%** | **Specialized REITs–0.34%** |
| EPR Properties | 40407 | 2018734 |
| Millrose Properties, Inc. | 20065 | 561820 |
| Safehold, Inc. | 37077 | 501652 |
|  |  | **3082206** |
| **Specialty Retail–2.29%** | **Specialty Retail–2.29%** | **Specialty Retail–2.29%** |
| &nbsp;&nbsp; †Abercrombie & Fitch Co. <br> Class A<br>| 20289 | 1853806 |
| &nbsp;&nbsp; Academy Sports & Outdoors, <br> Inc.<br>| 21212 | 1197417 |
| Advance Auto Parts, Inc. | 16767 | 884459 |
| &nbsp;&nbsp; American Eagle Outfitters, <br> Inc.<br>| 94906 | 1584930 |
| Arko Corp. | 47878 | 266202 |
| &nbsp;&nbsp; †Asbury Automotive Group, <br> Inc.<br>| 3621 | 707580 |
| †Boot Barn Holdings, Inc. | 3517 | 514748 |
| Buckle, Inc. | 14477 | 729062 |
| Build-A-Bear Workshop, Inc. | 4359 | 163245 |
| Caleres, Inc. | 21430 | 225872 |
| Gap, Inc. | 9176 | 222059 |
| Group 1 Automotive, Inc. | 4495 | 1486182 |
| †MarineMax, Inc. | 11108 | 300583 |
| Monro, Inc. | 19273 | 309139 |
| &nbsp;&nbsp; †National Vision Holdings, <br> Inc.<br>| 43220 | 1119398 |
| †RealReal, Inc. | 40080 | 363926 |
| †Revolve Group, Inc. | 23328 | 527446 |
| †Sally Beauty Holdings, Inc. | 64003 | 886442 |
| Shoe Carnival, Inc. | 11016 | 171739 |
| Signet Jewelers Ltd. | 24644 | 2085868 |
| &nbsp;&nbsp; Sonic Automotive, Inc. <br> Class A<br>| 9298 | 637564 |
| †Stitch Fix, Inc. Class A | 55652 | 184208 |
| Upbound Group, Inc. | 24639 | 444734 |
| †Urban Outfitters, Inc. | 25146 | 1592999 |
| †Victoria's Secret & Co. | 21204 | 983017 |
| †Wayfair, Inc. Class A | 7332 | 551440 |
| Winmark Corp. | 1865 | 797381 |
|  |  | **20791446** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Technology Hardware, Storage & Peripherals–0.69%** | **Technology Hardware, Storage & Peripherals–0.69%** | **Technology Hardware, Storage & Peripherals–0.69%** |
| †Diebold Nixdorf, Inc. | 8230 | $620871 |
| †Eastman Kodak Co. | 28049 | 253844 |
| †Everpure, Inc. Class A | 9487 | 560113 |
| †IonQ, Inc. | 60216 | 1736027 |
| †Quantum Computing, Inc. | 61972 | 424508 |
| †Sandisk Corp. | 4198 | 2667157 |
|  |  | **6262520** |
| **Textiles, Apparel & Luxury Goods–0.61%** | **Textiles, Apparel & Luxury Goods–0.61%** | **Textiles, Apparel & Luxury Goods–0.61%** |
| †Capri Holdings Ltd. | 12093 | 213078 |
| †Crocs, Inc. | 13488 | 1119774 |
| †Figs, Inc. Class A | 58598 | 865492 |
| G-III Apparel Group Ltd. | 23454 | 649676 |
| Kontoor Brands, Inc. | 4061 | 285448 |
| Oxford Industries, Inc. | 9117 | 351096 |
| PVH Corp. | 3052 | 212907 |
| Tapestry, Inc. | 12852 | 1813546 |
|  |  | **5511017** |
| **Tobacco–0.07%** | **Tobacco–0.07%** | **Tobacco–0.07%** |
| Turning Point Brands, Inc. | 7457 | 647193 |
|  |  | **647193** |
| **Trading Companies & Distributors–1.22%** | **Trading Companies & Distributors–1.22%** | **Trading Companies & Distributors–1.22%** |
| Air Lease Corp. | 16538 | 1073978 |
| &nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| 10129 | 2687426 |
| †DNOW, Inc. | 109841 | 1308206 |
| †DXP Enterprises, Inc. | 7847 | 1096461 |
| GATX Corp. | 2800 | 478072 |
| Herc Holdings, Inc. | 7500 | 746625 |
| †NPK International, Inc. | 42744 | 619361 |
| &nbsp;&nbsp; Rush Enterprises, Inc. <br> Class A<br>| 16946 | 1110346 |
| †Titan Machinery, Inc. | 13373 | 223597 |
| †Transcat, Inc. | 5951 | 437101 |
| Willis Lease Finance Corp. | 1848 | 314640 |
| †Xometry, Inc. Class A | 23753 | 970072 |
|  |  | **11065885** |
| **Water Utilities–0.52%** | **Water Utilities–0.52%** | **Water Utilities–0.52%** |
| American States Water Co. | 11459 | 866530 |
| &nbsp;&nbsp; California Water Service <br> Group<br>| 38674 | 1753479 |
| Consolidated Water Co. Ltd. | 9452 | 313050 |
| H2O America | 20254 | 1188302 |
| Middlesex Water Co. | 11737 | 610911 |
|  |  | **4732272** |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–12*

------

**LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Wireless Telecommunication Services–0.19%** | **Wireless Telecommunication Services–0.19%** | **Wireless Telecommunication Services–0.19%** |
| &nbsp;&nbsp; Millicom International <br> Cellular SA<br>| 20853 | $1562724 |
| &nbsp;&nbsp; Telephone & Data Systems, <br> Inc.<br>| 4624 | 194670 |
|  |  | **1757394** |
| **Total Common Stock** <br>**(Cost $699,606,594)** | **Total Common Stock** <br>**(Cost $699,606,594)** | **890418401** |
| **RIGHTS–0.02%** | **RIGHTS–0.02%** | **RIGHTS–0.02%** |
| †=89bio, Inc. | 40558 | 13790 |
| †=Akero Therapeutics, Inc. | 45523 | 29590 |
| †=Avadel Pharmaceuticals PLC | 49184 | 31478 |
| †=Blueprint Medicines Corp. | 26273 | 12085 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **RIGHTS (continued)** | **RIGHTS (continued)** | **RIGHTS (continued)** |
| †=Chinook Therapeutics, Inc. | 24718 | $0 |
| †=Mirati Therapeutics, Inc. | 21713 | 64705 |
| **Total Rights** <br>**(Cost $102,142)** | **Total Rights** <br>**(Cost $102,142)** | **151648** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUND–1.67%** | **MONEY MARKET FUND–1.67%** | **MONEY MARKET FUND–1.67%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 15182602 | 15182602 |
| **Total Money Market Fund** <br>**(Cost $15,182,602)** | **Total Money Market Fund** <br>**(Cost $15,182,602)** | **15182602** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–99.81% (Cost $714,891,338)** | **905752651** |
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.19%** | **1678817** |
| **NET ASSETS APPLICABLE TO 61,441,577 SHARES OUTSTANDING–100.00%** | **$907431468** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

†Non-income producing. <br> =The value of this security was determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following futures contracts were outstanding at March 31, 2026:<br>

**Futures Contract** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Buy (Sell)** | **Contracts to Buy (Sell)** | **Notional** <br>**Amount**<br>| **Notional** <br>**Cost (Proceeds)**<br>| **Expiration** <br>**Date**<br>| **Value/** <br>**Unrealized** <br>**Appreciation**<sup>1</sup> <br>| **Value/** <br>**Unrealized** <br>**Depreciation**<sup>1</sup> <br>|
| **Equity Contract:** | **Equity Contract:** | **Equity Contract:** | **Equity Contract:** | **Equity Contract:** | **Equity Contract:** | **Equity Contract:** |
| 132 | CME E-mini Russell 2000 Index Futures | &nbsp;&nbsp; $16580520 | &nbsp;&nbsp; $16615576 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(35056)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The use of futures contracts involves elements of market risk and risks in excess of the amounts recognized in the financial statements. The <br> notional amounts presented above represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation <br> (depreciation) is reflected in the Fund's net assets.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures contracts from the date the contracts were opened through March 31, 2026.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Summary of Abbreviations:** |
| CME–Chicago Mercantile Exchange |
| IT–Information Technology |
| LNG–Liquefied Natural Gas |
| REIT–Real Estate Investment Trust |

---

*LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund–13*

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000021660

- **c. LEI of Series:** XDP4P8WUU8MSZILKKQ09

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $908565625.93

**Total Liabilities:** $353602.69

**Net Assets:** $908212023.24

**Cash Not Reported:** $2034343.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000062033 | 5.00%                | 1.41%                | -4.21%               |
| Class ID C000062034 | 4.98%                | 1.38%                | -4.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5813210.84              | $39875523.31                               |
| Month 2  | $10317139.42             | $2705491.27                                |
| Month 3  | $9327942.37              | $-50215975.87                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAR Corp                                                   | AAR Corp                                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     11924 | NS      | $1305201.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                           | ACCO Brands Corp                                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     56367 | NS      | $169101.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                                  | ACNB Corp                                                  | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6638 | NS      | $317761.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                         | ADMA Biologics Inc                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101195 | NS      | $911766.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                    | ADT Inc                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45681 | NS      | $300124.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     10750 | NS      | $197155.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                    | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12018 | NS      | $924184.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                   | ASGN Inc                                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     12949 | NS      | $501255.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                           | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     45376 | NS      | $1049093.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                    | AZZ Inc                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      7909 | NS      | $989653.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                     | Abercrombie & Fitch Co                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     20289 | NS      | $1853805.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                              | Academy Sports & Outdoors Inc                              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     21212 | NS      | $1197417.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                   | Acadia Healthcare Co Inc                                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     50124 | NS      | $1172400.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                 | ACADIA Pharmaceuticals Inc                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     28219 | NS      | $628154.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                    | Accel Entertainment Inc                                    | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33313 | NS      | $363444.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     49002 | NS      | $2009572.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                        | ADTRAN Holdings Inc                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     23647 | NS      | $297479.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                     | Acushnet Holdings Corp                                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      2722 | NS      | $254452.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                              | Adaptive Biotechnologies Corp                              | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     75734 | NS      | $1051187.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                           | AdaptHealth Corp                                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60493 | NS      | $719866.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      7444 | NS      | $697130.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                  | Adeia Inc                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67950 | NS      | $1632838.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                                | Covista Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      9759 | NS      | $1124724.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                     | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     16767 | NS      | $884459.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                          | Aehr Test Systems                                          | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |     13251 | NS      | $491347.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                               | AdvanSix Inc                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     17435 | NS      | $425414.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                             | Advanced Energy Industries Inc                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     14433 | NS      | $4657673.43   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                          | AeroVironment Inc                                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      2704 | NS      | $494967.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                              | Affiliated Managers Group Inc                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     10555 | NS      | $2920568.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                               | Agilysys Inc                                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      7615 | NS      | $541731.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                          | Agree Realty Corp                                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     24674 | NS      | $1859926.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     16538 | NS      | $1073977.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                     | CONTRA AKERO THERAPEUT                                     | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |     45523 | NS      | $29589.95     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alaska Air Group Inc                                       | Alaska Air Group Inc                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     18905 | NS      | $695325.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                             | Albemarle Corp                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      6684 | NS      | $1199978.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                         | Albertsons Cos Inc                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     49096 | NS      | $836595.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                 | Alcoa Corp                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      7406 | NS      | $491239.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                            | Alexander's Inc                                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |      1184 | NS      | $279660.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                   | Alignment Healthcare Inc                                   | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62876 | NS      | $1107875.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                 | Alight Inc                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    235088 | NS      | $136985.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                      | Alkami Technology Inc                                      | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |     27987 | NS      | $438556.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                        | Allegiant Travel Co                                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      8884 | NS      | $719959.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                               | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     27678 | NS      | $2072805.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                                | Allient Inc                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      9503 | NS      | $561532.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                          | Allison Transmission Holdings Inc                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      5439 | NS      | $636689.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                          | Alpha Metallurgical Resources Inc                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      6568 | NS      | $1348213.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                      | Alphatec Holdings Inc                                      | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     58874 | NS      | $640549.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                   | Oklo Inc                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16308 | NS      | $808713.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                 | Amalgamated Financial Corp                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6944 | NS      | $269913.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                               | Ameresco Inc                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     14851 | NS      | $378700.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     34129 | NS      | $628314.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                                          | Dauch Corporation                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     77487 | NS      | $459497.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     94906 | NS      | $1584930.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                      | American Homes 4 Rent                                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      6592 | NS      | $184048.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                              | American Public Education Inc                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     10068 | NS      | $572667.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     11459 | NS      | $866529.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                               | American Superconductor Corp                               | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     22687 | NS      | $767954.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                       | Amkor Technology Inc                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     48436 | NS      | $2181073.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                 | Amneal Pharmaceuticals Inc                                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     65944 | NS      | $819683.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                              | Amphastar Pharmaceuticals Inc                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     23766 | NS      | $465575.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                                   | Amprius Technologies Inc                                   | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57750 | NS      | $973665.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                             | AnaptysBio Inc                                             | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      9122 | NS      | $505906.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                  | Anavex Life Sciences Corp                                  | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     51928 | NS      | $159418.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                          | Andersons Inc/The                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     19379 | NS      | $1391024.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                          | AngioDynamics Inc                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     25261 | NS      | $287217.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                   | APA Corp                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     83749 | NS      | $3554307.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                | Apellis Pharmaceuticals Inc                                | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      9536 | NS      | $383633.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                     | Apogee Enterprises Inc                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     13775 | NS      | $462013.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                         | Astrana Health Inc                                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     16659 | NS      | $408478.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                    | Apogee Therapeutics Inc                                    | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20108 | NS      | $1692490.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                               | Appfolio Inc                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      5292 | NS      | $835183.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                 | Apple Hospitality REIT Inc                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    125397 | NS      | $1443319.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                       | Applied Digital Corp                                       | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     38683 | NS      | $918334.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                        | Applied Industrial Technologies Inc                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     10129 | NS      | $2687426.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                | Applied Optoelectronics Inc                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      8833 | NS      | $747183.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                               | ArcBest Corp                                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3485 | NS      | $342784.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                               | Archrock Inc                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     64165 | NS      | $2232942.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                 | Arcosa Inc                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3446 | NS      | $365758.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                                | Ardelyx Inc                                                | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    157569 | NS      | $943838.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                | Arcutis Biotherapeutics Inc                                | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68824 | NS      | $1621493.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                  | Argan Inc                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      6353 | NS      | $3460161.45   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                                  | Arko Corp                                                  | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47878 | NS      | $266201.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                      | Arlo Technologies Inc                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     50781 | NS      | $722613.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                             | Armstrong World Industries Inc                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1172 | NS      | $193145.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                     | Array Technologies Inc                                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     81816 | NS      | $591529.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                      | Arrow Electronics Inc                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1401 | NS      | $200917.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                       | Arrow Financial Corp                                       | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     10699 | NS      | $359165.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                              | Arrowhead Pharmaceuticals Inc                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     65515 | NS      | $4107790.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                      | Artisan Partners Asset Management Inc                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     35118 | NS      | $1277944.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                  | Asana Inc                                                  | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     53257 | NS      | $340844.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                | Asbury Automotive Group Inc                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3621 | NS      | $707579.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                       | Associated Banc-Corp                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     27774 | NS      | $718235.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     14615 | NS      | $786871.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                            | Astera Labs Inc                                            | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      2334 | NS      | $255806.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                             | Astronics Corp                                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     17755 | NS      | $1184791.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                 | Atkore Inc                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     17970 | NS      | $1058612.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                               | AtriCure Inc                                               | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |     30492 | NS      | $869936.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                                    | Atrium Therapeutics Inc                                    | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2476 | NS      | $33104.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                | Aurinia Pharmaceuticals Inc                                | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     74510 | NS      | $1104238.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                         | Avanos Medical Inc                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     15936 | NS      | $223263.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                            | Aveanna Healthcare Holdings Inc                            | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31280 | NS      | $201443.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                               | AvePoint Inc                                               | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69666 | NS      | $662523.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                | Avient Corp                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     15981 | NS      | $580110.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                | Avista Corp                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     26995 | NS      | $1083579.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                   | Axcelis Technologies Inc                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     14631 | NS      | $1361853.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                                 | Axogen Inc                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26438 | NS      | $875890.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                         | Axos Financial Inc                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     31900 | NS      | $2714371.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                                    | Bicara Therapeutics Inc                                    | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18993 | NS      | $377770.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                              | Bandwidth Inc                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     16043 | NS      | $285886.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                     | Banc of California Inc                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     25292 | NS      | $444633.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                      | Bank of Marin Bancorp                                      | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8045 | NS      | $206193.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                   | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     63211 | NS      | $2900752.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18045 | NS      | $1094970.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                      | Bar Harbor Bankshares                                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9212 | NS      | $298929.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                              | Barrett Business Services Inc                              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     15102 | NS      | $440676.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                      | Beam Therapeutics Inc                                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13160 | NS      | $313602.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                               | Bel Fuse Inc                                               | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      6265 | NS      | $1240344.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                  | Benchmark Electronics Inc                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22019 | NS      | $1234385.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                          | BILL Holdings Inc                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     21117 | NS      | $808781.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                               | BioCryst Pharmaceuticals Inc                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     78936 | NS      | $751470.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                              | Bioventus Inc                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27511 | NS      | $251175.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc                                            | BioAge Labs Inc                                            | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |     15299 | NS      | $267579.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                       | BJ's Restaurants Inc                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     11358 | NS      | $398665.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                           | Black Hills Corp                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     17812 | NS      | $1236330.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                          | Bloom Energy Corp                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     66074 | NS      | $8952366.26   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     51307 | NS      | $277057.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                             | Blue Bird Corp                                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     20560 | NS      | $1167602.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                     | CONTRA BLUEPRINT MEDIC                                     | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |     26273 | NS      | $12085.58     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boot Barn Holdings Inc                                     | Boot Barn Holdings Inc                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3517 | NS      | $514748.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                             | BorgWarner Inc                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     41487 | NS      | $2251084.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                                | Bowman Consulting Group Ltd                                | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9137 | NS      | $259856.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                           | Boyd Gaming Corp                                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     16131 | NS      | $1325645.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                                  | Braze Inc                                                  | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     55057 | NS      | $1299895.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                       | Bridgebio Pharma Inc                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     31064 | NS      | $2306812.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                                 | Bridgewater Bancshares Inc                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     12257 | NS      | $216948.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                  | Brighthouse Financial Inc                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     36013 | NS      | $2156458.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                    | BrightView Holdings Inc                                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     32704 | NS      | $385580.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                               | Acadian Asset Management Inc                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     13632 | NS      | $741853.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                           | BrightSpring Health Services Inc                           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32947 | NS      | $1403871.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                  | Brinker International Inc                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     11620 | NS      | $1658987.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                             | Brink's Co/The                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4267 | NS      | $442189.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                 | Brixmor Property Group Inc                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      9504 | NS      | $273715.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                   | Broadstone Net Lease Inc                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |    118329 | NS      | $2161870.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                             | Brookfield Infrastructure Corp                             | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |     75100 | NS      | $2967952.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                   | Brookfield Business Corp                                   | CUSIP: 113006100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5863 | NS      | $185505.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     26480 | NS      | $559522.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     14477 | NS      | $729061.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                                  | Build-A-Bear Workshop Inc                                  | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      4359 | NS      | $163244.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp                    | Burke & Herbert Financial Services Corp                    | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8716 | NS      | $542919.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                              | Business First Bancshares Inc                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     18400 | NS      | $497536.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                      | Butterfly Network Inc                                      | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126911 | NS      | $512720.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                         | Byline Bancorp Inc                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     14411 | NS      | $454955.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                            | CBL & Associates Properties Inc                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |     11937 | NS      | $458738.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                     | CCC Intelligent Solutions Holdings Inc                     | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89255 | NS      | $535530.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                                    | CECO Environmental Corp                                    | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     13637 | NS      | $812492.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                      | CRA International Inc                                      | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4009 | NS      | $648976.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                              | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     16932 | NS      | $1353544.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                         | CNX Resources Corp                                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     23200 | NS      | $894360.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                         | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38084 | NS      | $738448.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                              | Cable One Inc                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      3430 | NS      | $312850.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                 | Cactus Inc                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     17224 | NS      | $815900.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                         | Cadre Holdings Inc                                         | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |     17042 | NS      | $522848.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                        | Cal-Maine Foods Inc                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     27166 | NS      | $2150188.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                         | Calavo Growers Inc                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10917 | NS      | $281549.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                | Caleres Inc                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     21430 | NS      | $225872.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                             | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     38674 | NS      | $1753479.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                           | Callaway Golf Co                                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     79579 | NS      | $1104556.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                       | Camden National Corp                                       | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     11153 | NS      | $529209.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                              | Capitol Federal Financial Inc                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44293 | NS      | $315809.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                 | CareDx Inc                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     33788 | NS      | $586559.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      6265 | NS      | $229612.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                               | Cargurus Inc                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     35170 | NS      | $1197538.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                  | Carpenter Technology Corp                                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      4172 | NS      | $1644393.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                               | Cars.com Inc                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     18065 | NS      | $146687.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                      | Carter Bankshares Inc                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14664 | NS      | $341964.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                     | Castle Biosciences Inc                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     16535 | NS      | $405934.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                               | Catalyst Pharmaceuticals Inc                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     67550 | NS      | $1672538.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                     | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     24109 | NS      | $1202074.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2457 | NS      | $1189900.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                               | Celcuity Inc                                               | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |     14586 | NS      | $1664846.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                       | Celsius Holdings Inc                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15269 | NS      | $541744.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     22948 | NS      | $743974.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                             | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     16669 | NS      | $532741.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                        | Century Aluminum Co                                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     31558 | NS      | $1852139.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                        | Centrus Energy Corp                                        | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      6651 | NS      | $1154547.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                    | Century Communities Inc                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     16205 | NS      | $929842.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                | Cerence Inc                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     26018 | NS      | $164173.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc                                               | Ceribell Inc                                               | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15092 | NS      | $276636.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                | Certara Inc                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70251 | NS      | $400430.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                            | CG oncology Inc                                            | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21666 | NS      | $1466354.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                                 | Cerus Corp                                                 | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    119804 | NS      | $218043.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc               | Charles River Laboratories International Inc               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      5620 | NS      | $969450.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                       | Chart Industries Inc                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      4529 | NS      | $936370.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     12123 | NS      | $663734.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                    | Chimera Investment Corp                                    | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     52060 | NS      | $653353.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                     | CONTRA CHINOOK THERAPE                                     | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |     24718 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cinemark Holdings Inc                                      | Cinemark Holdings Inc                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     49864 | NS      | $1422121.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc                                         | Cipher Digital Inc                                         | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     54939 | NS      | $707064.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                           | Cirrus Logic Inc                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     16828 | NS      | $2433665.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                   | Citizens & Northern Corp                                   | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9596 | NS      | $214374.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                            | City Holding Co                                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8404 | NS      | $1004446.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                          | Clean Harbors Inc                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      3965 | NS      | $1136884.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                    | Clean Energy Fuels Corp                                    | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    105671 | NS      | $262064.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                             | Cleanspark Inc                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     64303 | NS      | $547218.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                           | Clear Secure Inc                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43881 | NS      | $2124279.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                        | Clearway Energy Inc                                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     22709 | NS      | $889511.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                        | Clearway Energy Inc                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7278 | NS      | $285952.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                             | Clover Health Investments Corp                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    247854 | NS      | $436223.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                           | Coeur Mining Inc                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    184442 | NS      | $3461976.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                     | Cogent Biosciences Inc                                     | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19011 | NS      | $731733.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                              | Coherent Corp                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2236 | NS      | $532637.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                | Enovis Corp                                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      9128 | NS      | $207662.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                               | Collegium Pharmaceutical Inc                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     20171 | NS      | $667054.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                                  | Columbus McKinnon Corp/NY                                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      9897 | NS      | $143803.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                    | Comfort Systems USA Inc                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3621 | NS      | $4993322.79   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                       | Commercial Metals Co                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     18970 | NS      | $1165327.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                                      | Vistance Networks Inc                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     27531 | NS      | $501064.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                             | Community Healthcare Trust Inc                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     16295 | NS      | $258927.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                                | Community Trust Bancorp Inc                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9624 | NS      | $584369.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                      | Commvault Systems Inc                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     17684 | NS      | $1377406.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                         | Compass Minerals International Inc                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     22129 | NS      | $516712.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                                   | Compass Therapeutics Inc                                   | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66607 | NS      | $352351.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                            | Concentrix Corp                                            | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     27058 | NS      | $740306.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                              | Consensus Cloud Solutions Inc                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9676 | NS      | $229708.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc                                 | Contango Silver & Gold Inc                                 | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |      7051 | NS      | $132206.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                   | Corcept Therapeutics Inc                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     35584 | NS      | $1434391.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                              | CoreCivic Inc                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     50597 | NS      | $956789.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                               | CorMedix Inc                                               | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |     40280 | NS      | $273501.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                           | QuidelOrtho Corp                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     32412 | NS      | $532529.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                    | COPT Defense Properties                                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     62188 | NS      | $1902952.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                   | Coty Inc                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    218189 | NS      | $438559.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                               | Covenant Logistics Group Inc                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9286 | NS      | $252114.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                       | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     13871 | NS      | $389913.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                              | Crinetics Pharmaceuticals Inc                              | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     15885 | NS      | $576943.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                  | Crocs Inc                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     13488 | NS      | $1119773.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                               | Artivion Inc                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     24839 | NS      | $909604.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                               | CryoPort Inc                                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     28905 | NS      | $239333.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                        | Curtiss-Wright Corp                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      9513 | NS      | $6479494.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                      | Customers Bancorp Inc                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     18053 | NS      | $1253058.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                           | Cytokinetics Inc                                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     19411 | NS      | $1279379.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                      | Cytek Biosciences Inc                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     75831 | NS      | $331381.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                     | DXP Enterprises Inc/TX                                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7847 | NS      | $1096461.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                           | DT Midstream Inc                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14076 | NS      | $1895614.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                          | DXC Technology Co                                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    106460 | NS      | $1338202.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                             | Daktronics Inc                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     25298 | NS      | $494575.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     71980 | NS      | $2422127.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                          | Dave & Buster's Entertainment Inc                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     14820 | NS      | $160500.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                   | Dave Inc                                                   | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |      4467 | NS      | $777660.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                             | Day One Biopharmaceuticals Inc                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48211 | NS      | $1033643.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                      | Delek US Holdings Inc                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     12117 | NS      | $546113.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                | Deluxe Corp                                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     28540 | NS      | $785991.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                    | Denali Therapeutics Inc                                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     43915 | NS      | $843168.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                        | DENTSPLY SIRONA Inc                                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     36455 | NS      | $422878.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                          | Diamond Hill Investment Group Inc                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1373 | NS      | $236293.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                 | DiamondRock Hospitality Co                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    114435 | NS      | $1072255.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                                  | Dianthus Therapeutics Inc                                  | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      6101 | NS      | $511995.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                        | Diebold Nixdorf Inc                                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      8230 | NS      | $620871.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                     | Digi International Inc                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     12529 | NS      | $603897.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                        | Digital Turbine Inc                                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     50266 | NS      | $144766.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                  | DigitalOcean Holdings Inc                                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     22144 | NS      | $1899512.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                              | Dime Community Bancshares Inc                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23821 | NS      | $805626.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                     | Dine Brands Global Inc                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      9692 | NS      | $254318.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     27870 | NS      | $1902406.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                     | Dolby Laboratories Inc                                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3977 | NS      | $238858.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                          | Donnelley Financial Solutions Inc                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      8645 | NS      | $407525.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                | Dropbox Inc                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     75436 | NS      | $1713905.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                               | Ducommun Inc                                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      8162 | NS      | $995764.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                               | Duolingo Inc                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3234 | NS      | $318775.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                               | Doximity Inc                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23453 | NS      | $546454.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                         | D-Wave Quantum Inc                                         | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |     80507 | NS      | $1161716.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                       | Dycom Industries Inc                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1396 | NS      | $472992.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                              | Dynatrace Inc                                              | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     51453 | NS      | $1902731.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                      | Dyne Therapeutics Inc                                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51899 | NS      | $940928.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     40407 | NS      | $2018733.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                           | Eastman Kodak Co                                           | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     28049 | NS      | $253843.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                              | EchoStar Corp                                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     31944 | NS      | $3739684.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                                | Ecovyst Inc                                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71025 | NS      | $913381.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                  | Edgewise Therapeutics Inc                                  | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39310 | NS      | $1238265.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                    | 8x8 Inc                                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     86282 | NS      | $143228.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA 89BIO INC                                           | CONTRA 89BIO INC                                           | CUSIP: 282CVR018<br>LEI: N/A                  | N/A              | DE               |  | US        |     40558 | NS      | $13789.72     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elanco Animal Health Inc                                   | Elanco Animal Health Inc                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     53507 | NS      | $1280422.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                               | Embecta Corp                                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     34877 | NS      | $308312.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                         | Enact Holdings Inc                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     18196 | NS      | $742578.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                   | Encore Capital Group Inc                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      9541 | NS      | $669014.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                      | Encompass Health Corp                                      | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     15140 | NS      | $1464492.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                    | Energy Fuels Inc/Canada                                    | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     25750 | NS      | $469937.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                        | Energy Recovery Inc                                        | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     18033 | NS      | $181592.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                     | Energizer Holdings Inc                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     12100 | NS      | $198682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                    | EnerSys                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     19717 | NS      | $3425237.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                                | Enhabit Inc                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     32360 | NS      | $455952.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                   | Enliven Therapeutics Inc                                   | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20151 | NS      | $789919.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                    | Enova International Inc                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     13578 | NS      | $1844299.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                       | Ensign Group Inc/The                                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      9168 | NS      | $1847352.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                         | Enterprise Financial Services Corp                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     21848 | NS      | $1182195.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                      | Envista Holdings Corp                                      | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     73557 | NS      | $1866141.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                            | Equity LifeStyle Properties Inc                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      4236 | NS      | $264411.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                 | Erasca Inc                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84577 | NS      | $1368455.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                      | ESCO Technologies Inc                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     14041 | NS      | $3950716.17   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                                  | Esperion Therapeutics Inc                                  | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     95456 | NS      | $261549.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                  | Ethan Allen Interiors Inc                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14714 | NS      | $327533.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                              | EverQuote Inc                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18486 | NS      | $285054.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                            | Evolv Technologies Holdings Inc                            | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71414 | NS      | $432054.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                               | Exelixis Inc                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     50655 | NS      | $2172592.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                   | F&G Annuities & Life Inc                                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7212 | NS      | $182607.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                    | ExlService Holdings Inc                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     10124 | NS      | $308275.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                       | Extreme Networks Inc                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     51453 | NS      | $775911.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                               | EyePoint Inc                                               | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     33171 | NS      | $427574.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                                | FNB Corp/PA                                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    223702 | NS      | $3740297.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                   | Figs Inc                                                   | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58598 | NS      | $865492.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH                | Farmers & Merchants Bancorp Inc/Archbold OH                | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8308 | NS      | $213266.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                                 | Fastly Inc                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     73696 | NS      | $2141605.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                         | Federal Agricultural Mortgage Corp                         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      2283 | NS      | $338683.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                            | First Bancorp/Southern Pines NC                            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22228 | NS      | $1252547.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                     | First Bank/Hamilton NJ                                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     13617 | NS      | $217872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                      | First Business Financial Services Inc                      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      5111 | NS      | $275636.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                          | First Commonwealth Financial Corp                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     66283 | NS      | $1165255.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                             | First Community Bankshares Inc                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10150 | NS      | $421428.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                    | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     59735 | NS      | $1665411.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                       | First Financial Corp                                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7507 | NS      | $474442.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                         | First Horizon Corp                                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     89253 | NS      | $2031398.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                         | First Hawaiian Inc                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     76773 | NS      | $1891686.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                          | First Industrial Realty Trust Inc                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      6983 | NS      | $403966.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                       | First Merchants Corp                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     35902 | NS      | $1390484.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                   | First Mid Bancshares Inc                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12944 | NS      | $533163.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                            | 1st Source Corp                                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9167 | NS      | $634448.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                     | FirstCash Holdings Inc                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1824 | NS      | $342912.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                  | Five9 Inc                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     39196 | NS      | $594603.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                          | Five Star Bancorp                                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      7996 | NS      | $301609.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                          | Flowers Foods Inc                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     99334 | NS      | $809572.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                         | Fluence Energy Inc                                         | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |     12185 | NS      | $167665.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                    | Flushing Financial Corp                                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $201216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                             | FormFactor Inc                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      5766 | NS      | $559244.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                       | Fortrea Holdings Inc                                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     58649 | NS      | $552473.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                              | Forum Energy Technologies Inc                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      6599 | NS      | $387097.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                             | Freshworks Inc                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |    129632 | NS      | $1040944.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                              | Frontdoor Inc                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     34550 | NS      | $1826313.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                   | Fulcrum Therapeutics Inc                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19428 | NS      | $149012.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                       | Fulgent Genetics Inc                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     13415 | NS      | $213298.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    106534 | NS      | $2166901.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                  | GATX Corp                                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      2800 | NS      | $478072.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                          | GEO Group Inc/The                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     32241 | NS      | $541971.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                                            | GCI Liberty Inc                                            | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |      5668 | NS      | $210906.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                    | G-III Apparel Group Ltd                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     23454 | NS      | $649675.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                          | GXO Logistics Inc                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      3882 | NS      | $201281.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                                           | USA TODAY Co Inc                                           | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     75487 | NS      | $532183.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                | Gap Inc/The                                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      9176 | NS      | $222059.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                     | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     96555 | NS      | $784026.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                                | German American Bancorp Inc                                | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |     23396 | NS      | $977718.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                          | Getty Realty Corp                                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     35491 | NS      | $1128613.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16621 | NS      | $662679.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                                                 | Gitlab Inc                                                 | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |     30553 | NS      | $661166.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                               | Glaukos Corp                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      7845 | NS      | $844592.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                             | Globalstar Inc                                             | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     20308 | NS      | $1348857.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiron Real Estate Inc                                     | Chiron Real Estate Inc                                     | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |      6948 | NS      | $229839.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                             | Globe Life Inc                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      9027 | NS      | $1256287.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                                  | GRAIL Inc                                                  | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |     14301 | NS      | $739075.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                 | Grand Canyon Education Inc                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     10537 | NS      | $1791606.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                             | Gray Media Inc                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     52837 | NS      | $229312.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                             | Green Dot Corp                                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29088 | NS      | $326367.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                           | Green Plains Inc                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     43032 | NS      | $707876.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                     | Greenbrier Cos Inc/The                                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     20040 | NS      | $1055106.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                 | Grid Dynamics Holdings Inc                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     36367 | NS      | $207291.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                               | Griffon Corp                                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     17288 | NS      | $1256491.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4495 | NS      | $1486181.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                        | Guardant Health Inc                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     28732 | NS      | $2653974.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                             | Guardian Pharmacy Services Inc                             | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11102 | NS      | $418101.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                           | HF Sinclair Corp                                           | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     20381 | NS      | $1271570.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                              | HCI Group Inc                                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3889 | NS      | $601278.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                   | HNI Corp                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     22347 | NS      | $746166.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                           | Haemonetics Corp                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     20373 | NS      | $1148222.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                         | Hallador Energy Co                                         | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     14854 | NS      | $241823.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                  | Halozyme Therapeutics Inc                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     21543 | NS      | $1392324.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                       | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     19583 | NS      | $516207.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     24744 | NS      | $909342.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                        | Harley-Davidson Inc                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     58305 | NS      | $1178927.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                           | Harmony Biosciences Holdings Inc                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20175 | NS      | $565101.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                                 | Harrow Inc                                                 | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Long             | EC               | CORP              | US        |     19569 | NS      | $690002.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                           | Hawaiian Electric Industries Inc                           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     85675 | NS      | $1271417.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                | Hawkins Inc                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7633 | NS      | $1172428.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                              | Healthcare Services Group Inc                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     31364 | NS      | $581802.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                           | HealthStream Inc                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     15351 | NS      | $317919.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                           | HealthEquity Inc                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      9632 | NS      | $804946.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                            | Hecla Mining Co                                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    221557 | NS      | $4127606.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                    | Helios Technologies Inc                                    | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     18243 | NS      | $1180504.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     50281 | NS      | $1811624.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                     | Heritage Commerce Corp                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     38656 | NS      | $482426.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings Inc                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      7500 | NS      | $746625.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                            | Heritage Insurance Holdings Inc                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     15190 | NS      | $398737.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                   | Highwoods Properties Inc                                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     53334 | NS      | $1141880.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                     | Hillman Solutions Corp                                     | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112846 | NS      | $938878.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                     | Hims & Hers Health Inc                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     76300 | NS      | $1583988.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                        | Hingham Institution For Savings The                        | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      1023 | NS      | $292414.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                   | HomeTrust Bancshares Inc                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9231 | NS      | $393702.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     32413 | NS      | $621033.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                  | Hovnanian Enterprises Inc                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      3211 | NS      | $356132.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                              | Hub Group Inc                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18998 | NS      | $684687.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                              | Huntsman Corp                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     70455 | NS      | $937756.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                 | Huron Consulting Group Inc                                 | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     10031 | NS      | $1278852.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                                 | Hut 8 Corp                                                 | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     32129 | NS      | $1507171.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                   | IDT Corp                                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     10326 | NS      | $507006.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                            | Hyster-Yale Inc                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6143 | NS      | $199708.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                      | ICF International Inc                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     10631 | NS      | $694097.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     11920 | NS      | $1539468.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                           | IES Holdings Inc                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      4025 | NS      | $1917791.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                                       | IRhythm Holdings Inc                                       | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      9491 | NS      | $1120127.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                            | iHeartMedia Inc                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64119 | NS      | $187227.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                                  | IMAX Corp                                                  | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |     25223 | NS      | $958726.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                            | ImmunityBio Inc                                            | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     87073 | NS      | $667849.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc                                               | Immunome Inc                                               | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35813 | NS      | $783230.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                 | Impinj Inc                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      7796 | NS      | $800649.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                              | Independence Realty Trust Inc                              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     57286 | NS      | $852988.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     32557 | NS      | $2448611.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                   | Independent Bank Corp/MI                                   | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     12469 | NS      | $415217.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                               | Indivior Pharmaceuticals Inc                               | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71720 | NS      | $2186025.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     21397 | NS      | $1524108.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                         | Ingles Markets Inc                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      3352 | NS      | $301311.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Holding Corp                                  | Ingram Micro Holding Corp                                  | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Long             | EC               | CORP              | US        |     11483 | NS      | $267668.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                               | Innodata Inc                                               | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |     18404 | NS      | $710762.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                  | Innovex International Inc                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     11924 | NS      | $290826.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                    | Insight Enterprises Inc                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      6737 | NS      | $451446.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                 | Insmed Inc                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     13169 | NS      | $2153394.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     13361 | NS      | $975620.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                | Inspire Medical Systems Inc                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     13954 | NS      | $719747.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                     | Insteel Industries Inc                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     11960 | NS      | $401975.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                            | Installed Building Products Inc                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      9636 | NS      | $2554985.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                               | Innoviva Inc                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     15109 | NS      | $352039.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                       | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |     17771 | NS      | $891393.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                      | Integer Holdings Corp                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      6611 | NS      | $581768.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                 | Intapp Inc                                                 | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |     36855 | NS      | $946804.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                           | Interparfums Inc                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3292 | NS      | $299045.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                              | Interface Inc                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     36645 | NS      | $913193.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                           | InterDigital Inc                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10922 | NS      | $3298444.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                        | Intrepid Potash Inc                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      6946 | NS      | $297080.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                               | Invesco Mortgage Capital Inc                               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     44946 | NS      | $363163.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                         | Investors Title Co                                         | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $196692.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                   | IonQ Inc                                                   | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     60216 | NS      | $1736027.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                              | iRadimed Corp                                              | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      2860 | NS      | $275303.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                               | Ironwood Pharmaceuticals Inc                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     61664 | NS      | $216440.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                  | Itron Inc                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     13969 | NS      | $1252041.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                      | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     42409 | NS      | $4483479.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                     | Janux Therapeutics Inc                                     | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21017 | NS      | $292136.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                              | Janus International Group Inc                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89502 | NS      | $460935.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                     | Jones Lang LaSalle Inc                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      6960 | NS      | $2118067.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     26232 | NS      | $1100694.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                 | Kadant Inc                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2973 | NS      | $869156.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                   | Kearny Financial Corp/MD                                   | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30748 | NS      | $232147.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                         | Kelly Services Inc                                         | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     20176 | NS      | $178557.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                                     | Zevra Therapeutics Inc                                     | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |     36729 | NS      | $342314.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                             | Kennametal Inc                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     49252 | NS      | $1779474.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                | Kennedy-Wilson Holdings Inc                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     48895 | NS      | $529043.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                 | Kforce Inc                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     10801 | NS      | $315821.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                         | Kilroy Realty Corp                                         | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     38361 | NS      | $1082163.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                    | Kimball Electronics Inc                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     12959 | NS      | $306998.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                           | Knife River Corp                                           | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6191 | NS      | $505495.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                               | Knowles Corp                                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     48015 | NS      | $1233025.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                | Kohl's Corp                                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     69343 | NS      | $894524.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                         | Kontoor Brands Inc                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      4061 | NS      | $285447.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                       | Koppers Holdings Inc                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11799 | NS      | $456385.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                    | Kratos Defense & Security Solutions Inc                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     57337 | NS      | $4042831.87   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                        | Krystal Biotech Inc                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      8942 | NS      | $2309897.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                             | Kulicke & Soffa Industries Inc                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     18553 | NS      | $1219303.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                         | Kura Sushi USA Inc                                         | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3856 | NS      | $269110.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                       | Kyndryl Holdings Inc                                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    105819 | NS      | $1388345.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                    | Kymera Therapeutics Inc                                    | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25882 | NS      | $2155711.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                         | LSB Industries Inc                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     22359 | NS      | $333149.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                                         | LSI Industries Inc                                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     18018 | NS      | $335134.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                         | LTC Properties Inc                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     16791 | NS      | $623953.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                      | Lantheus Holdings Inc                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     13647 | NS      | $1035124.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                  | Lear Corp                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2599 | NS      | $314686.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                        | Leggett & Platt Inc                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     59826 | NS      | $591080.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                          | Legalzoom.com Inc                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     79478 | NS      | $450640.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                      | LeMaitre Vascular Inc                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     11287 | NS      | $1232201.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                           | LendingClub Corp                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     30373 | NS      | $434941.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                       | LXP Industrial Trust                                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      7662 | NS      | $354444.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                         | Liberty Energy Inc                                         | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     80607 | NS      | $2321481.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                | Life360 Inc                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      6629 | NS      | $270595.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                 | Ligand Pharmaceuticals Inc                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      9119 | NS      | $1820608.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                                | LifeStance Health Group Inc                                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72468 | NS      | $461621.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp                          | Lincoln Educational Services Corp                          | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     16705 | NS      | $679559.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                              | Lincoln Electric Holdings Inc                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      8439 | NS      | $2101986.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                          | Lindblad Expeditions Holdings Inc                          | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     20823 | NS      | $360237.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                               | Lindsay Corp                                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      6619 | NS      | $788124.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                     | Liquidity Services Inc                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     14853 | NS      | $454056.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                      | LiveRamp Holdings Inc                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     41709 | NS      | $1106122.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                     | Lumen Technologies Inc                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    426850 | NS      | $2966607.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                   | Lyft Inc                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     27079 | NS      | $360150.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                          | MFA Financial Inc                                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     64229 | NS      | $615313.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                       | MGIC Investment Corp                                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    128743 | NS      | $3379503.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                        | MGP Ingredients Inc                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      9087 | NS      | $167109.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                              | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7614 | NS      | $932334.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                    | MKS Inc                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      3788 | NS      | $870520.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                          | MP Materials Corp                                          | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      3140 | NS      | $151536.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                   | Madison Square Garden Entertainment Corp                   | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10023 | NS      | $590454.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                                    | Sphere Entertainment Co                                    | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     17416 | NS      | $2044638.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                               | Madrigal Pharmaceuticals Inc                               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      5791 | NS      | $3031414.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp                                               | Magnera Corp                                               | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     18241 | NS      | $173471.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                                | Magnite Inc                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     67730 | NS      | $804632.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                           | Malibu Boats Inc                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12316 | NS      | $319230.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                   | Manhattan Associates Inc                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      5114 | NS      | $680775.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                       | Manitowoc Co Inc/The                                       | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     22132 | NS      | $257837.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                              | MannKind Corp                                              | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    121122 | NS      | $296748.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                          | ManpowerGroup Inc                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     14126 | NS      | $416151.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                            | Marcus Corp/The                                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     14466 | NS      | $248381.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                              | MarineMax Inc                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     11108 | NS      | $300582.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                          | Marriott Vacations Worldwide Corp                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3781 | NS      | $246218.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                       | Marten Transport Ltd                                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21161 | NS      | $277843.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                | Masimo Corp                                                | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2193 | NS      | $390068.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                            | Masterbrand Inc                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     82149 | NS      | $682658.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                       | Matador Resources Co                                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     39563 | NS      | $2499590.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2772 | NS      | $400969.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                 | Matson Inc                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      8820 | NS      | $1445950.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                | Pediatrix Medical Group Inc                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55368 | NS      | $1184321.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                       | Medpace Holdings Inc                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       530 | NS      | $254500.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                       | Mercantile Bank Corp                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      9993 | NS      | $504646.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                       | Merchants Bancorp/IN                                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     14138 | NS      | $606661.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                        | Mercury Systems Inc                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     14178 | NS      | $1033717.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                  | Merit Medical Systems Inc                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5535 | NS      | $381527.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                     | Pathward Financial Inc                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     10371 | NS      | $925404.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                             | Metropolitan Bank Holding Corp                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3895 | NS      | $324414.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                     | Microvast Holdings Inc                                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    125138 | NS      | $187707.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                       | Mid Penn Bancorp Inc                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9418 | NS      | $302882.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                         | Middlesex Water Co                                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11737 | NS      | $610910.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                            | MillerKnoll Inc                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     16279 | NS      | $235394.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                                    | Millrose Properties Inc                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |     20065 | NS      | $561820.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                           | MiMedx Group Inc                                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71523 | NS      | $282515.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                  | Minerals Technologies Inc                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     16911 | NS      | $1199328.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                 | Mineralys Therapeutics Inc                                 | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21631 | NS      | $585983.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                  | Mirum Pharmaceuticals Inc                                  | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     23132 | NS      | $2136934.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU                                     | CONTRA MIRATI THERAPEU                                     | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |     21713 | NS      | $64704.74     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Mission Produce Inc                                        | Mission Produce Inc                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     28152 | NS      | $387371.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                        | Mister Car Wash Inc                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63200 | NS      | $440504.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                          | Mitek Systems Inc                                          | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     28262 | NS      | $381537.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                    | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     11302 | NS      | $2449256.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                | Monarch Casino & Resort Inc                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      6330 | NS      | $605148.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19273 | NS      | $309138.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                | Monte Rosa Therapeutics Inc                                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30081 | NS      | $494832.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                           | Montrose Environmental Group Inc                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     21126 | NS      | $462448.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                   | Moog Inc                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12945 | NS      | $3788224.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                     | Mueller Industries Inc                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     30303 | NS      | $3357572.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                       | Myers Industries Inc                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     23945 | NS      | $507155.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                        | Myriad Genetics Inc                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     58723 | NS      | $264253.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                             | NCR Voyix Corp                                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     85480 | NS      | $541088.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                           | NMI Holdings Inc                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     48744 | NS      | $1828387.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                                   | NVE Corp                                                   | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      3098 | NS      | $202919.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                                            | NCR Atleos Corp                                            | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     12903 | NS      | $562312.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                            | Napco Security Technologies Inc                            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     17801 | NS      | $701181.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                     | National Beverage Corp                                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      6931 | NS      | $233228.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                   | National HealthCare Corp                                   | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      5454 | NS      | $871003.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                       | National Fuel Gas Co                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     18247 | NS      | $1714488.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                              | National Health Investors Inc                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     14904 | NS      | $1205137.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                               | NNN REIT Inc                                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     67118 | NS      | $2820969.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                               | National Vision Holdings Inc                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     43220 | NS      | $1119398.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                             | Nature's Sunshine Products Inc                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10710 | NS      | $256932.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                                 | Navitas Semiconductor Corp                                 | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |     64300 | NS      | $563911.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                | Neogen Corp                                                | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    133105 | NS      | $1236545.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                            | NeoGenomics Inc                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81400 | NS      | $603988.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                       | NetScout Systems Inc                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     43865 | NS      | $1394468.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                         | Rithm Capital Corp                                         | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |    316181 | NS      | $2997395.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                                           | Adamas Trust Inc                                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     29822 | NS      | $219489.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                          | Newmark Group Inc                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78561 | NS      | $1177629.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                                      | NPK International Inc                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     42744 | NS      | $619360.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                              | Nextpower Inc                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48207 | NS      | $5811353.85   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                    | Nexstar Media Group Inc                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2376 | NS      | $429652.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                                 | nLight Inc                                                 | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15742 | NS      | $897608.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                     | Northern Oil & Gas Inc                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     52964 | NS      | $1548137.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                     | Northfield Bancorp Inc                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24309 | NS      | $329143.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                    | NWPX Infrastructure Inc                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      6156 | NS      | $479306.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                   | DNOW Inc                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    109841 | NS      | $1308206.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                    | Nu Skin Enterprises Inc                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     31768 | NS      | $231271.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                               | Nuvalent Inc                                               | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $349866.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                         | NuScale Power Corp                                         | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12350 | NS      | $133874.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                           | Nutex Health Inc                                           | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |      2251 | NS      | $213935.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                           | Nuvation Bio Inc                                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117491 | NS      | $504036.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                              | O-I Glass Inc                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75913 | NS      | $797845.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                            | OSI Systems Inc                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      7075 | NS      | $1878483.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                          | Chord Energy Corp                                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      5956 | NS      | $846824.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                              | Oceaneering International Inc                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     16890 | NS      | $599088.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                  | OceanFirst Financial Corp                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37099 | NS      | $669265.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                                    | Oil-Dri Corp of America                                    | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      6352 | NS      | $413451.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                                  | Olema Pharmaceuticals Inc                                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27280 | NS      | $406744.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                             | Omega Healthcare Investors Inc                             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     67912 | NS      | $2975903.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     28789 | NS      | $960976.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                 | OMNIAB INC                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8030 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OMNIAB INC                                                 | OMNIAB INC                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8030 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OneMain Holdings Inc                                       | OneMain Holdings Inc                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      3432 | NS      | $183577.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                        | Onto Innovation Inc                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2638 | NS      | $540974.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                         | Origin Bancorp Inc                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     18973 | NS      | $786620.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                                   | ORIC Pharmaceuticals Inc                                   | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     30496 | NS      | $386384.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                               | Organon & Co                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     48809 | NS      | $292365.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                     | Ormat Technologies Inc                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6173 | NS      | $690882.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                            | Orrstown Financial Services Inc                            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     11298 | NS      | $407631.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                                     | Oruka Therapeutics Inc                                     | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |     24940 | NS      | $1223307.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                            | Otter Tail Corp                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23573 | NS      | $2069002.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                                 | Ouster Inc                                                 | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17983 | NS      | $330347.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                      | Oxford Industries Inc                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      9117 | NS      | $351095.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                          | PC Connection Inc                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3529 | NS      | $206305.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                           | PJT Partners Inc                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1819 | NS      | $254150.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                   | PVH Corp                                                   | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3052 | NS      | $212907.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                       | PTC Therapeutics Inc                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     25856 | NS      | $1761569.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                             | PACS Group Inc                                             | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5868 | NS      | $188480.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                     | Pacira BioSciences Inc                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25047 | NS      | $566062.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                              | PagerDuty Inc                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     57804 | NS      | $358962.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc                                  | Palvella Therapeutics Inc                                  | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |      4643 | NS      | $578749.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                        | PAR Technology Corp                                        | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     17228 | NS      | $229649.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                   | Par Pacific Holdings Inc                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     31129 | NS      | $1949920.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                     | Patrick Industries Inc                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      8633 | NS      | $958867.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                   | Patterson-UTI Energy Inc                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    209932 | NS      | $2273563.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                     | Paylocity Holding Corp                                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1788 | NS      | $193175.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                        | Peabody Energy Corp                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     74251 | NS      | $2446570.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                    | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     58185 | NS      | $734876.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                            | Pegasystems Inc                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     15988 | NS      | $680449.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                    | Peloton Interactive Inc                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     77452 | NS      | $332269.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                      | Penguin Solutions Inc                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     12226 | NS      | $215177.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                               | Penumbra Inc                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2270 | NS      | $745399.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                            | Peoples Financial Services Corp                            | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |      5554 | NS      | $296194.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                    | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     38592 | NS      | $1436008.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                    | Perimeter Solutions Inc                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71907 | NS      | $1755968.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                  | Phibro Animal Health Corp                                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     12683 | NS      | $701496.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                             | Photronics Inc                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     34258 | NS      | $1384365.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                               | Phreesia Inc                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     32587 | NS      | $273079.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                           | Pitney Bowes Inc                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    101680 | NS      | $1123564.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                         | Planet Fitness Inc                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4934 | NS      | $366990.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                            | Planet Labs PBC                                            | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |     21095 | NS      | $589605.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     14964 | NS      | $815538.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                | Popular Inc                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     15353 | NS      | $2059912.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                            | Porch Group Inc                                            | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     43498 | NS      | $311880.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                             | Portillo's Inc                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38123 | NS      | $201670.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                               | Portland General Electric Co                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     69390 | NS      | $3661710.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                    | Postal Realty Trust Inc                                    | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |     14313 | NS      | $265649.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                      | Powell Industries Inc                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3942 | NS      | $2132937.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                          | Power Solutions International Inc                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      3189 | NS      | $194146.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                             | Praxis Precision Medicines Inc                             | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5884 | NS      | $1895765.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                              | Preferred Bank/Los Angeles CA                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7643 | NS      | $693143.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                                 | Preformed Line Products Co                                 | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      1622 | NS      | $439156.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                             | PriceSmart Inc                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      6350 | NS      | $955675.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                     | Primoris Services Corp                                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     13939 | NS      | $1993834.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                   | PROCEPT BioRobotics Corp                                   | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12369 | NS      | $309348.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                    | Privia Health Group Inc                                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10290 | NS      | $211665.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     23842 | NS      | $611547.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                | Progyny Inc                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40074 | NS      | $680456.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                      | ProPetro Holding Corp                                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23650 | NS      | $340796.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                               | Protagonist Therapeutics Inc                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24472 | NS      | $2579348.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                             | Proto Labs Inc                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     15785 | NS      | $900060.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                           | Provident Financial Services Inc                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     72584 | NS      | $1535877.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                                               | Everpure Inc                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      9487 | NS      | $560112.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                           | QCR Holdings Inc                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      8630 | NS      | $737433.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4389 | NS      | $545245.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                            | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     27881 | NS      | $1318771.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                 | Qualys Inc                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     11808 | NS      | $1037332.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                              | Quanex Building Products Corp                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     30380 | NS      | $545928.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                      | Quantum Computing Inc                                      | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61972 | NS      | $424508.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                             | QuinStreet Inc                                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     32177 | NS      | $386445.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                                | RBB Bancorp                                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     10656 | NS      | $227718.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                          | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     82413 | NS      | $611504.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                    | RPC Inc                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56125 | NS      | $397365.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                           | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     49343 | NS      | $1632266.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                 | RadNet Inc                                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     17570 | NS      | $981987.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                 | Rambus Inc                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     36217 | NS      | $3115748.51   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                       | Ramaco Resources Inc                                       | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     37528 | NS      | $382785.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                                 | Ranger Energy Services Inc                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     12957 | NS      | $222082.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                 | Rapid7 Inc                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     36791 | NS      | $202718.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                   | Red River Bancshares Inc                                   | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      3099 | NS      | $280273.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                       | Red Rock Resorts Inc                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25291 | NS      | $1349527.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                             | Red Violet Inc                                             | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      7025 | NS      | $243065.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                          | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     67416 | NS      | $378203.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                       | Regency Centers Corp                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     36198 | NS      | $2738740.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                     | Relay Therapeutics Inc                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48553 | NS      | $483102.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                               | Reliance Inc                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4717 | NS      | $1433590.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                          | Upbound Group Inc                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     24639 | NS      | $444733.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                    | Republic Bancorp Inc/KY                                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5494 | NS      | $387601.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                   | Resideo Technologies Inc                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     62201 | NS      | $2096795.71   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc                           | Resolute Holdings Management Inc                           | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2537 | NS      | $411755.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                          | Revolve Group Inc                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23328 | NS      | $527446.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                | REX American Resources Corp                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11596 | NS      | $528429.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                              | Rexford Industrial Realty Inc                              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     48284 | NS      | $1580335.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                  | Rigel Pharmaceuticals Inc                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     11030 | NS      | $298251.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                      | Rigetti Computing Inc                                      | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |     86546 | NS      | $1215105.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                            | RingCentral Inc                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     38802 | NS      | $1443046.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                         | Riot Platforms Inc                                         | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     81536 | NS      | $1007784.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                            | Robert Half Inc                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     43375 | NS      | $1101725.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                   | Roku Inc                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2453 | NS      | $232102.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                             | Royal Gold Inc                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      6346 | NS      | $1614993.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                       | Rush Enterprises Inc                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     11290 | NS      | $746381.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                       | Rush Enterprises Inc                                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5656 | NS      | $363963.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                | Rush Street Interactive Inc                                | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29209 | NS      | $635295.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                           | Ryder System Inc                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     11728 | NS      | $2400838.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                       | Ryerson Holding Corp                                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     27407 | NS      | $616109.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                           | Ryman Hospitality Properties Inc                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     10962 | NS      | $1011463.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                            | S&T Bancorp Inc                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15753 | NS      | $658947.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  15182602 | NS      | $15182602.35  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                         | SEI Investments Co                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     15993 | NS      | $1254970.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                | H2O America                                                | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |     20254 | NS      | $1188302.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                 | Sezzle Inc                                                 | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      7717 | NS      | $488408.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    147469 | NS      | $4598083.42   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                           | SPS Commerce Inc                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     23443 | NS      | $1305071.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                             | SSR Mining Inc                                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |    116418 | NS      | $3422689.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                 | Sabra Health Care REIT Inc                                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     54829 | NS      | $1054361.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                 | Sabre Corp                                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    235326 | NS      | $341222.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                               | Safehold Inc                                               | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     37077 | NS      | $501651.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                              | St Joe Co/The                                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     15491 | NS      | $972834.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     64003 | NS      | $886441.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                     | Sana Biotechnology Inc                                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57466 | NS      | $165502.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                            | Sandisk Corp/DE                                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4198 | NS      | $2667157.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                       | SandRidge Energy Inc                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     21037 | NS      | $343113.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                               | Sanmina Corp                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     24899 | NS      | $3227906.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                           | Saul Centers Inc                                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      6510 | NS      | $212095.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                             | ScanSource Inc                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     14392 | NS      | $522429.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                  | Scholar Rock Holding Corp                                  | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     24277 | NS      | $1193457.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                         | Mativ Holdings Inc                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     34314 | NS      | $298531.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                  | Scotts Miracle-Gro Co/The                                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     15398 | NS      | $936352.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                       | GeneDx Holdings Corp                                       | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8520 | NS      | $547154.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     14813 | NS      | $1138971.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                       | SEMrush Holdings Inc                                       | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |     23179 | NS      | $276757.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                 | Sensient Technologies Corp                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     10139 | NS      | $876415.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                          | Shoe Carnival Inc                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11016 | NS      | $171739.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                              | Shoals Technologies Group Inc                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109123 | NS      | $718029.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                       | Shore Bancshares Inc                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10448 | NS      | $195168.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                                | SI-BONE Inc                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     20316 | NS      | $256591.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                             | Sierra Bancorp                                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7898 | NS      | $267900.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                   | Silicon Laboratories Inc                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      7269 | NS      | $1513042.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                   | Simply Good Foods Co/The                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59827 | NS      | $858517.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc                                    | Sionna Therapeutics Inc                                    | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8261 | NS      | $331183.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                | SiTime Corp                                                | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5459 | NS      | $1885265.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                                     | Sirius XM Holdings Inc                                     | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     61425 | NS      | $1417689.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                         | Champion Homes Inc                                         | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |     12394 | NS      | $921741.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                | SkyWest Inc                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     22575 | NS      | $2073062.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                     | Skyworks Solutions Inc                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     24075 | NS      | $1289216.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                    | SkyWater Technology Inc                                    | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11295 | NS      | $309595.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                               | Slide Insurance Holdings Inc                               | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     17248 | NS      | $310464.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                | Snap-on Inc                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      7770 | NS      | $2822219.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                    | Soleno Therapeutics Inc                                    | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |     29673 | NS      | $993452.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                       | Sonic Automotive Inc                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      9298 | NS      | $637563.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                  | Sonos Inc                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     46036 | NS      | $616882.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                          | SoundHound AI Inc                                          | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70084 | NS      | $481477.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                                 | South Plains Financial Inc                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      7787 | NS      | $326275.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                              | Southern First Bancshares Inc                              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4990 | NS      | $271955.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                              | Southern Missouri Bancorp Inc                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5811 | NS      | $371555.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                       | SOUTHSTATE BANK CORP                                       | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     15542 | NS      | $1437945.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                               | Spectrum Brands Holdings Inc                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     12280 | NS      | $905036.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                               | Sprinklr Inc                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     39888 | NS      | $239328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                          | Sprout Social Inc                                          | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |     33986 | NS      | $193720.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                          | STAAR Surgical Co                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     32158 | NS      | $601354.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                        | STAG Industrial Inc                                        | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      8119 | NS      | $292771.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                               | Stagwell Inc                                               | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     38161 | NS      | $240032.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     12186 | NS      | $423341.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                        | Stellar Bancorp Inc                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     25609 | NS      | $937545.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                | Sterling Infrastructure Inc                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     10438 | NS      | $4251084.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                      | Stifel Financial Corp                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     18144 | NS      | $1341204.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                             | Stitch Fix Inc                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     55652 | NS      | $184208.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                    | Stock Yards Bancorp Inc                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     10895 | NS      | $722229.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                     | Stoke Therapeutics Inc                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     28934 | NS      | $942091.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                           | StoneX Group Inc                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     34995 | NS      | $2822346.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                     | Strattec Security Corp                                     | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      2561 | NS      | $200628.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     18497 | NS      | $1630880.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                | Summit Hotel Properties Inc                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     54252 | NS      | $239793.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                          | Sun Country Airlines Holdings Inc                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     33497 | NS      | $553370.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                         | SunCoke Energy Inc                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     55218 | NS      | $359469.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                                | SunOpta Inc                                                | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     51111 | NS      | $331199.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                 | Sunrun Inc                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     15748 | NS      | $213542.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                               | Supernus Pharmaceuticals Inc                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     24615 | NS      | $1272349.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                       | Surgery Partners Inc                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     19481 | NS      | $232213.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                               | Sylvamo Corp                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     10942 | NS      | $462190.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                             | TD SYNNEX Corp                                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5144 | NS      | $867844.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                 | Syndax Pharmaceuticals Inc                                 | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     13436 | NS      | $313864.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                       | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36099 | NS      | $1686906.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                   | TPG RE Finance Trust Inc                                   | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     37847 | NS      | $295585.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                       | TTM Technologies Inc                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     47907 | NS      | $4667099.94   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                             | Tactile Systems Technology Inc                             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     11810 | NS      | $308595.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                                              | Talkspace Inc                                              | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95674 | NS      | $495112.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                           | Talos Energy Inc                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     82603 | NS      | $1301823.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                 | Tanger Inc                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     43845 | NS      | $1489853.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                               | Tapestry Inc                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     12852 | NS      | $1813545.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                 | Tarsus Pharmaceuticals Inc                                 | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11230 | NS      | $787784.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                  | Taylor Morrison Home Corp                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     10514 | NS      | $612335.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                  | Taysha Gene Therapies Inc                                  | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107968 | NS      | $482616.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                         | Teladoc Health Inc                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    117804 | NS      | $642031.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                             | Telephone and Data Systems Inc                             | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |      4624 | NS      | $194670.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                           | 10X Genomics Inc                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     39014 | NS      | $828267.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                              | Teradata Corp                                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     44598 | NS      | $1143046.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                 | Terex Corp                                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12847 | NS      | $759257.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                               | Terawulf Inc                                               | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |     44146 | NS      | $637026.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                                  | Terns Pharmaceuticals Inc                                  | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     35028 | NS      | $1846676.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                        | Terreno Realty Corp                                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      8208 | NS      | $504135.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                     | TETRA Technologies Inc                                     | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     65522 | NS      | $558247.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                             | Tetra Tech Inc                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     21471 | NS      | $646706.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                        | TG Therapeutics Inc                                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     60745 | NS      | $2017948.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                           | RealReal Inc/The                                           | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     40080 | NS      | $363926.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                        | Thor Industries Inc                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     32910 | NS      | $2629179.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                               | Metallus Inc                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     12027 | NS      | $196521.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                    | Titan International Inc                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     23517 | NS      | $162502.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                        | Titan Machinery Inc                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     13373 | NS      | $223596.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                    | Tompkins Financial Corp                                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      7858 | NS      | $619524.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                              | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2004 | NS      | $704005.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                               | Transcat Inc                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      5951 | NS      | $437100.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                      | TransMedics Group Inc                                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     12239 | NS      | $1216678.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                        | Travel + Leisure Co                                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     16695 | NS      | $1155127.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                   | Travere Therapeutics Inc                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18237 | NS      | $541821.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                                     | Trevi Therapeutics Inc                                     | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49512 | NS      | $590678.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                           | TriCo Bancshares                                           | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19832 | NS      | $942813.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                           | TriNet Group Inc                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      4339 | NS      | $158069.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                       | TrustCo Bank Corp NY                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11941 | NS      | $522776.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                   | Turning Point Brands Inc                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      7457 | NS      | $647193.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                          | Tutor Perini Corp                                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     25733 | NS      | $1986330.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                      | Twist Bioscience Corp                                      | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     36533 | NS      | $1736048.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                       | Tyra Biosciences Inc                                       | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12970 | NS      | $496751.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                       | UFP Technologies Inc                                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      3942 | NS      | $763171.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                   | UGI Corp                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     88015 | NS      | $3205506.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                  | Udemy Inc                                                  | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     61678 | NS      | $284952.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                         | UFP Industries Inc                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     12712 | NS      | $1171029.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                                 | UiPath Inc                                                 | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     76063 | NS      | $844299.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                   | Ultra Clean Holdings Inc                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      9574 | NS      | $595311.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                   | United Bankshares Inc/WV                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     87239 | NS      | $3613439.38   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                      | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8306 | NS      | $307820.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                   | United Natural Foods Inc                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     37109 | NS      | $1672131.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                          | United States Lime & Minerals Inc                          | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      6907 | NS      | $902123.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                   | United Therapeutics Corp                                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4557 | NS      | $2702209.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                           | Universal Insurance Holdings Inc                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     15186 | NS      | $518753.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                              | Universal Health Services Inc                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2236 | NS      | $400176.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                     | Univest Financial Corp                                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     10951 | NS      | $375181.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc                                           | Upstream Bio Inc                                           | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14430 | NS      | $129870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                 | Upwork Inc                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     79377 | NS      | $869971.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                        | Uranium Energy Corp                                        | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     71684 | NS      | $967734.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                       | Urban Outfitters Inc                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     25146 | NS      | $1592999.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                          | VAALCO Energy Inc                                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     60048 | NS      | $380704.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                           | Vail Resorts Inc                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      8765 | NS      | $1124724.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                    | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    294362 | NS      | $3614765.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                         | Varex Imaging Corp                                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     25567 | NS      | $271265.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                        | Varonis Systems Inc                                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     16954 | NS      | $364002.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                      | Veeco Instruments Inc                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     26112 | NS      | $884152.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                    | V2X Inc                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12999 | NS      | $890431.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                | Vaxcyte Inc                                                | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     47494 | NS      | $2759876.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                               | Veracyte Inc                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     45786 | NS      | $1474767.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                      | Vera Therapeutics Inc                                      | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6108 | NS      | $245724.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                               | Vericel Corp                                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     33134 | NS      | $1065920.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                 | Viasat Inc                                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     56416 | NS      | $2583852.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                        | Viavi Solutions Inc                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     56686 | NS      | $1886510.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                | Viatris Inc                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     58262 | NS      | $787119.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                 | Vicor Corp                                                 | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     13024 | NS      | $2096864.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                     | Victoria's Secret & Co                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     21204 | NS      | $983017.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                               | Victory Capital Holdings Inc                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      4117 | NS      | $269581.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                    | Viking Therapeutics Inc                                    | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |     16765 | NS      | $545533.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                   | Village Super Market Inc                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      5754 | NS      | $242991.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                             | Virtus Investment Partners Inc                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2668 | NS      | $358445.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                 | Vishay Intertechnology Inc                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     14650 | NS      | $263700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                                 | Vishay Precision Group Inc                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7755 | NS      | $336722.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                       | Vornado Realty Trust                                       | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     19886 | NS      | $516837.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                        | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     12065 | NS      | $789774.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                       | Warrior Met Coal Inc                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     11228 | NS      | $1045888.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                   | WaFd Inc                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11571 | NS      | $363329.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                | Wayfair Inc                                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      7332 | NS      | $551439.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                   | Weave Communications Inc                                   | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37697 | NS      | $174160.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                     | Webster Financial Corp                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     45116 | NS      | $3131952.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                             | Wendy's Co/The                                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     75834 | NS      | $527046.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                   | Western Alliance Bancorp                                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18373 | NS      | $1301727.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                       | Western Union Co/The                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    200071 | NS      | $1746619.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                            | Whitestone REIT                                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     29279 | NS      | $472855.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     24837 | NS      | $946289.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                          | Willdan Group Inc                                          | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      7416 | NS      | $567768.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                                  | Willis Lease Finance Corp                                  | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |      1848 | NS      | $314640.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                               | Winmark Corp                                               | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $797380.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                   | Winnebago Industries Inc                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     17593 | NS      | $545207.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                | Worthington Enterprises Inc                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      8505 | NS      | $443450.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                                      | Worthington Steel Inc                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     21552 | NS      | $654103.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                 | Xenia Hotels & Resorts Inc                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     44102 | NS      | $654032.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                 | Xencor Inc                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     40024 | NS      | $482689.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                               | Xeris Biopharma Holdings Inc                               | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64754 | NS      | $375573.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                                | Xometry Inc                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     23753 | NS      | $970072.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                   | Yelp Inc                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     33547 | NS      | $829952.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                   | Yext Inc                                                   | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     55642 | NS      | $213665.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                          | YETI Holdings Inc                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      4379 | NS      | $160227.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                  | Zeta Global Holdings Corp                                  | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |    115915 | NS      | $1845366.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                           | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     51265 | NS      | $2953889.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                              | Zymeworks Inc                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |     32771 | NS      | $820585.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | E-MINI RUSS 2000 JUN26                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       132 | NC      | $-35055.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                             | Constellium SE                                             | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     88738 | NS      | $2181180.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                 | Adient PLC                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     39094 | NS      | $790089.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                               | Alkermes PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     32098 | NS      | $1134985.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                              | Ambarella Inc                                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     16563 | NS      | $852580.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                  | Axis Capital Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     38256 | NS      | $3879540.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                       | Bank of NT Butterfield & Son Ltd/The                       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     26079 | NS      | $1368625.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                               | Biohaven Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     19130 | NS      | $161839.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                                  | Caledonia Mining Corp PLC                                  | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |     10943 | NS      | $247202.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                         | Capri Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     12093 | NS      | $213078.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                               | Cimpress PLC                                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |     10166 | NS      | $742118.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                              | Clarivate PLC                                              | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    234196 | NS      | $592515.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                  | Consolidated Water Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      9452 | NS      | $313050.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                         | Credo Technology Group Holding Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44639 | NS      | $4190262.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                    | Cushman & Wakefield Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     97188 | NS      | $1191524.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AVADEL PHARMACE                                     | CONTRA AVADEL PHARMACE                                     | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | N/A              | DE               |  | IE        |     49184 | NS      | $31477.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Essent Group Ltd                                           | Essent Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     22822 | NS      | $1333717.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                   | Fabrinet                                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      7025 | NS      | $3663678.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                             | Ferroglobe PLC                                             | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |     58121 | NS      | $239458.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                             | Fidelis Insurance Holdings Ltd                             | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     36092 | NS      | $689718.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                               | FLEX LNG Ltd                                               | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |     20284 | NS      | $602637.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                | Fresh Del Monte Produce Inc                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     17267 | NS      | $695169.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                   | GigaCloud Technology Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14079 | NS      | $638905.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                                | Genpact Ltd                                                | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     30869 | NS      | $1149870.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                | James Hardie Industries PLC                                | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     39300 | NS      | $744342.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                               | Hamilton Insurance Group Ltd                               | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     19158 | NS      | $571483.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                          | Helen of Troy Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13631 | NS      | $196559.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                              | Herbalife Ltd                                              | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     64383 | NS      | $947717.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                  | Janus Henderson Group PLC                                  | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     53154 | NS      | $2730520.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                              | Weatherford International PLC                              | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     14276 | NS      | $1350224.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                | Invesco Ltd                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    146598 | NS      | $3560865.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                   | Jazz Pharmaceuticals PLC                                   | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      5100 | NS      | $964155.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                               | LivaNova PLC                                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      5107 | NS      | $324600.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                        | Luxfer Holdings PLC                                        | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     17475 | NS      | $212845.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                            | Marex Group PLC                                            | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |     34070 | NS      | $1518840.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                            | Alpha & Omega Semiconductor Ltd                            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     13252 | NS      | $293664.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                      | Nabors Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9315 | NS      | $801648.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                             | Noble Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     20259 | NS      | $994109.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                               | Novocure Ltd                                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     47563 | NS      | $518436.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                         | nVent Electric PLC                                         | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |      6905 | NS      | $816723.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                      | Pagseguro Digital Ltd                                      | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     99106 | NS      | $993042.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                              | Sapiens International Corp NV                              | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |     17756 | NS      | $772386.00    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Sensata Technologies Holding PLC                           | Sensata Technologies Holding PLC                           | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     68679 | NS      | $2418874.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                        | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     24644 | NS      | $2085868.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                            | SiriusPoint Ltd                                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     36585 | NS      | $788040.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                                | StoneCo Ltd                                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     47910 | NS      | $676489.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                       | Super Group SGHC Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     95635 | NS      | $1032858.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                             | TechnipFMC PLC                                             | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     10063 | NS      | $695655.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                             | Tecnoglass Inc                                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     12646 | NS      | $563379.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                            | Teekay Corp Ltd                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     24689 | NS      | $301452.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                         | Teekay Tankers Ltd                                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |     12565 | NS      | $921265.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                   | Theravance Biopharma Inc                                   | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     24325 | NS      | $394794.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                        | Tronox Holdings PLC                                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     37121 | NS      | $362672.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                                | Valaris Ltd                                                | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |     18041 | NS      | $1768739.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                                | Webull Corp                                                | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | KY        |     67700 | NS      | $324960.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                        | White Mountains Insurance Group Ltd                        | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       498 | NS      | $1094086.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                             | Perrigo Co PLC                                             | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     45100 | NS      | $484374.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                     | XP Inc                                                     | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     93057 | NS      | $1771805.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                     | CRISPR Therapeutics AG                                     | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     12731 | NS      | $605613.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                                  | Ardagh Metal Packaging SA                                  | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     62908 | NS      | $254777.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                         | Millicom International Cellular SA                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     20853 | NS      | $1562723.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                                   | Orion SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     36481 | NS      | $237126.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                                    | Pagaya Technologies Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     29964 | NS      | $349080.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                                          | UroGen Pharma Ltd                                          | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |     16669 | NS      | $299708.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                    | Expro Group Holdings NV                                    | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     44240 | NS      | $770218.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA              | Banco Latinoamericano de Comercio Exterior SA              | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     18453 | NS      | $942579.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                              | Costamare Inc                                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     16836 | NS      | $284528.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                             | Dorian LPG Ltd                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     18000 | NS      | $615600.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                  | International Seaways Inc                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     17321 | NS      | $1262354.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                        | Scorpio Tankers Inc                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |     13454 | NS      | $1004475.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP