# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-047025
**Filing Date:** 2026-5
**Character Count:** 833096
**Document Hash:** ddbe914345b4ada961176ec006288265
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-047025.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-047025

**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:** 26992596

**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 State Street Small-Cap Index Fund (Series ID: S000015974)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000043863 | Standard Class |  |
| C000043864 | Service Class  |  |

## Nport-Ex

**LVIP SSGA Small-Cap Index 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–99.64%** | **COMMON STOCK–99.64%** | **COMMON STOCK–99.64%** |
| **Aerospace & Defense–2.04%** | **Aerospace & Defense–2.04%** | **Aerospace & Defense–2.04%** |
| †AAR Corp. | 25798 | $2823849 |
| †AeroVironment, Inc. | 25045 | 4584487 |
| †AerSale Corp. | 23500 | 146170 |
| †AIRO Group Holdings, Inc. | 3200 | 24336 |
| †Archer Aviation, Inc. Class A | 402200 | 2079374 |
| †Astronics Corp. | 20805 | 1388318 |
| &nbsp;&nbsp; †Beta Technologies, Inc. <br> Class A<br>| 22100 | 324870 |
| †Byrna Technologies, Inc. | 13000 | 119340 |
| Cadre Holdings, Inc. | 19600 | 601328 |
| †Ducommun, Inc. | 9300 | 1134600 |
| †Eve Holding, Inc. | 58400 | 144832 |
| †Firefly Aerospace, Inc. | 13800 | 392886 |
| †Intuitive Machines, Inc. | 73900 | 1371584 |
| &nbsp;&nbsp; †Kratos Defense & Security <br> Solutions, Inc.<br>| 119750 | 8443573 |
| †Mercury Systems, Inc. | 35200 | 2566432 |
| Moog, Inc. Class A | 18681 | 5466808 |
| &nbsp;&nbsp; National Presto Industries, <br> Inc.<br>| 3572 | 489578 |
| Park Aerospace Corp. | 12288 | 336445 |
| †Red Cat Holdings, Inc. | 68900 | 901901 |
| †Redwire Corp. | 70400 | 598400 |
| †Satellogic, Inc. Class A | 53600 | 291584 |
| †V2X, Inc. | 17600 | 1205600 |
| &nbsp;&nbsp; †Voyager Technologies, Inc. <br> Class A<br>| 31800 | 743802 |
| VSE Corp. | 17766 | 3276050 |
| †York Space Systems, Inc. | 11800 | 261606 |
|  |  | **39717753** |
| **Air Freight & Logistics–0.09%** | **Air Freight & Logistics–0.09%** | **Air Freight & Logistics–0.09%** |
| †Forward Air Corp. | 14639 | 244618 |
| Hub Group, Inc. Class A | 39688 | 1430355 |
| †Radiant Logistics, Inc. | 19076 | 134486 |
|  |  | **1809459** |
| **Automobile Components–1.06%** | **Automobile Components–1.06%** | **Automobile Components–1.06%** |
| †Adient PLC | 53900 | 1089319 |
| &nbsp;&nbsp; †Cooper-Standard Holdings, <br> Inc.<br>| 11500 | 320505 |
| Dana, Inc. | 76372 | 2569918 |
| †Dauch Corp. | 147684 | 875766 |
| †Dorman Products, Inc. | 18273 | 1906970 |
| †Fox Factory Holding Corp. | 29104 | 479052 |
| Garrett Motion, Inc. | 116300 | 2113171 |
| †Gentherm, Inc. | 21064 | 585158 |
| †Goodyear Tire & Rubber Co. | 186316 | 1235275 |
| †Holley, Inc. | 43600 | 133852 |
| LCI Industries | 15443 | 1899180 |
| &nbsp;&nbsp; †Motorcar Parts of America, <br> Inc.<br>| 7100 | 78526 |
| Patrick Industries, Inc. | 21156 | 2349797 |
| Phinia, Inc. | 24500 | 1676780 |
| †Solid Power, Inc. | 103400 | 310200 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Automobile Components (continued)** | **Automobile Components (continued)** | **Automobile Components (continued)** |
| &nbsp;&nbsp; Standard Motor Products, <br> Inc.<br>| 13451 | $467288 |
| †Strattec Security Corp. | 2800 | 219352 |
| Visteon Corp. | 18200 | 1658202 |
| †XPEL, Inc. | 17164 | 759678 |
|  |  | **20727989** |
| **Automobiles–0.03%** | **Automobiles–0.03%** | **Automobiles–0.03%** |
| &nbsp;&nbsp; †Faraday Future Intelligent <br> Electric, Inc.<br>| 87800 | 24128 |
| †Livewire Group, Inc. | 28500 | 47310 |
| Winnebago Industries, Inc. | 18573 | 575577 |
|  |  | **647015** |
| **Banks–9.77%** | **Banks–9.77%** | **Banks–9.77%** |
| 1st Source Corp. | 12134 | 839794 |
| ACNB Corp. | 6900 | 330303 |
| &nbsp;&nbsp; Amalgamated Financial <br> Corp.<br>| 15900 | 618033 |
| Amerant Bancorp, Inc. | 22200 | 489288 |
| Ameris Bancorp | 43212 | 3370104 |
| Ames National Corp. | 5900 | 166498 |
| Arrow Financial Corp. | 10979 | 368565 |
| Associated Banc-Corp. | 106700 | 2759262 |
| &nbsp;&nbsp; Atlantic Union Bankshares <br> Corp.<br>| 91737 | 3278680 |
| †Axos Financial, Inc. | 35960 | 3059836 |
| Banc of California, Inc. | 86930 | 1528229 |
| BancFirst Corp. | 14086 | 1528331 |
| †Bancorp, Inc. | 28347 | 1523084 |
| Bank First Corp. | 6200 | 837372 |
| Bank of Hawaii Corp. | 26700 | 1982475 |
| Bank of Marin Bancorp | 9598 | 245997 |
| &nbsp;&nbsp; Bank of NT Butterfield & Son <br> Ltd.<br>| 26800 | 1406464 |
| Bank7 Corp. | 2900 | 115652 |
| BankUnited, Inc. | 49200 | 2221872 |
| &nbsp;&nbsp; Bankwell Financial Group, <br> Inc.<br>| 4700 | 228044 |
| Banner Corp. | 22219 | 1348249 |
| Bar Harbor Bankshares | 11268 | 365647 |
| BayCom Corp. | 7500 | 222938 |
| BCB Bancorp, Inc. | 6100 | 54778 |
| Beacon Financial Corp. | 56547 | 1696410 |
| †Blue Foundry Bancorp | 12100 | 160204 |
| Blue Ridge Bankshares, Inc. | 50000 | 210000 |
| &nbsp;&nbsp; †Bridgewater Bancshares, <br> Inc.<br>| 14900 | 263730 |
| &nbsp;&nbsp; Burke & Herbert Financial <br> Services Corp.<br>| 9320 | 580543 |
| &nbsp;&nbsp; Business First Bancshares, <br> Inc.<br>| 19400 | 524576 |
| †BV Financial, Inc. | 4400 | 84216 |
| Byline Bancorp, Inc. | 20200 | 637714 |
| C&F Financial Corp. | 1900 | 138586 |

---

*LVIP SSGA Small-Cap Index Fund–1*

------

**LVIP SSGA Small-Cap Index 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)** |
| California BanCorp | 13117 | $232433 |
| Camden National Corp. | 11355 | 538795 |
| Capital Bancorp, Inc. | 7700 | 228998 |
| Capital City Bank Group, Inc. | 9384 | 407829 |
| &nbsp;&nbsp; Capitol Federal Financial, <br> Inc.<br>| 85100 | 606763 |
| †Carter Bankshares, Inc. | 14719 | 343247 |
| Cathay General Bancorp | 43603 | 2174046 |
| CB Financial Services, Inc. | 3100 | 105958 |
| &nbsp;&nbsp; Central Pacific Financial <br> Corp.<br>| 18030 | 576239 |
| CF Bankshares, Inc. | 1700 | 47447 |
| &nbsp;&nbsp; †Chain Bridge Bancorp, Inc. <br> Class A<br>| 1400 | 48860 |
| Chemung Financial Corp. | 2400 | 129168 |
| &nbsp;&nbsp; ChoiceOne Financial <br> Services, Inc.<br>| 9900 | 278388 |
| Citizens & Northern Corp. | 10213 | 228158 |
| &nbsp;&nbsp; Citizens Community Bancorp, <br> Inc.<br>| 4000 | 79200 |
| &nbsp;&nbsp; Citizens Financial Services, <br> Inc.<br>| 3362 | 205586 |
| City Holding Co. | 9097 | 1087273 |
| Civista Bancshares, Inc. | 11600 | 264364 |
| CNB Financial Corp. | 19908 | 576536 |
| †Coastal Financial Corp. | 8900 | 677290 |
| &nbsp;&nbsp; CoastalSouth Bancshares, <br> Inc.<br>| 1600 | 39344 |
| Colony Bankcorp, Inc. | 11400 | 227658 |
| †Columbia Financial, Inc. | 18900 | 330939 |
| Commercial Bancgroup, Inc. | 1000 | 26020 |
| &nbsp;&nbsp; Community Financial System, <br> Inc.<br>| 35828 | 2101312 |
| &nbsp;&nbsp; Community Trust Bancorp, <br> Inc.<br>| 10730 | 651526 |
| Community West Bancshares | 11400 | 265620 |
| ConnectOne Bancorp, Inc. | 32780 | 877521 |
| †Customers Bancorp, Inc. | 21180 | 1470104 |
| CVB Financial Corp. | 85059 | 1649294 |
| &nbsp;&nbsp; Dime Community <br> Bancshares, Inc.<br>| 27463 | 928799 |
| Eagle Bancorp Montana, Inc. | 3800 | 78204 |
| Eagle Bancorp, Inc. | 19346 | 481135 |
| &nbsp;&nbsp; Eagle Financial Services, <br> Inc.<br>| 3000 | 104940 |
| Eastern Bankshares, Inc. | 143904 | 2814762 |
| †ECB Bancorp, Inc. | 5800 | 97034 |
| &nbsp;&nbsp; Enterprise Financial Services <br> Corp.<br>| 24970 | 1351127 |
| &nbsp;&nbsp; Equity Bancshares, Inc. <br> Class A<br>| 9300 | 413013 |
| &nbsp;&nbsp; Esquire Financial Holdings, <br> Inc.<br>| 5000 | 537500 |
| &nbsp;&nbsp; Farmers & Merchants <br> Bancorp, Inc.<br>| 8600 | 220762 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| Farmers National Banc Corp. | 38412 | $505502 |
| †FB Bancorp, Inc. | 8500 | 116790 |
| FB Financial Corp. | 28331 | 1471512 |
| Fidelity D&D Bancorp, Inc. | 3600 | 155808 |
| Financial Institutions, Inc. | 7567 | 239950 |
| Finward Bancorp | 2100 | 76230 |
| †Finwise Bancorp | 7100 | 112606 |
| First BanCorp | 105035 | 2243548 |
| First Bancorp, Inc. | 7480 | 209664 |
| &nbsp;&nbsp; First Bancorp/Southern Pines <br> NC<br>| 27409 | 1544497 |
| First Bank | 13600 | 217600 |
| First Busey Corp. | 57296 | 1447870 |
| &nbsp;&nbsp; First Business Financial <br> Services, Inc.<br>| 5700 | 307401 |
| First Capital, Inc. | 2300 | 114149 |
| &nbsp;&nbsp; First Commonwealth <br> Financial Corp.<br>| 69139 | 1215464 |
| &nbsp;&nbsp; First Community Bankshares, <br> Inc.<br>| 10734 | 445676 |
| First Community Corp. | 4700 | 137381 |
| First Financial Bancorp | 67953 | 1894530 |
| &nbsp;&nbsp; First Financial Bankshares, <br> Inc.<br>| 88984 | 2620579 |
| First Financial Corp. | 7669 | 484681 |
| †First Foundation, Inc. | 42905 | 253139 |
| First Internet Bancorp | 6000 | 122280 |
| &nbsp;&nbsp; First Interstate BancSystem, <br> Inc. Class A<br>| 58143 | 1941976 |
| First Merchants Corp. | 41943 | 1624452 |
| First Mid Bancshares, Inc. | 14813 | 610147 |
| First National Corp. | 5200 | 139984 |
| First United Corp. | 4100 | 150224 |
| †First Western Financial, Inc. | 5900 | 145022 |
| †Firstsun Capital Bancorp | 8500 | 309910 |
| Five Star Bancorp | 10900 | 411148 |
| Flagstar Bank NA | 200866 | 2645405 |
| Flushing Financial Corp. | 22897 | 351698 |
| &nbsp;&nbsp; Franklin Financial Services <br> Corp.<br>| 2900 | 148132 |
| FS Bancorp, Inc. | 4500 | 173655 |
| Fulton Financial Corp. | 121000 | 2461140 |
| FVCBankcorp, Inc. | 10550 | 160255 |
| &nbsp;&nbsp; †GBank Financial Holdings, <br> Inc.<br>| 6600 | 176616 |
| &nbsp;&nbsp; German American Bancorp, <br> Inc.<br>| 24477 | 1022894 |
| Glacier Bancorp, Inc. | 84910 | 3792930 |
| Great Southern Bancorp, Inc. | 5670 | 357947 |
| Greene County Bancorp, Inc. | 5100 | 114291 |
| Hancock Whitney Corp. | 54133 | 3442317 |
| Hanmi Financial Corp. | 20242 | 533579 |
| Hanover Bancorp, Inc. | 2100 | 45339 |
| Hawthorn Bancshares, Inc. | 4300 | 144867 |
| HBT Financial, Inc. | 7700 | 205744 |

---

*LVIP SSGA Small-Cap Index Fund–2*

------

**LVIP SSGA Small-Cap Index 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)** |
| Heritage Commerce Corp. | 41938 | $523386 |
| Heritage Financial Corp. | 23055 | 599430 |
| Hilltop Holdings, Inc. | 29475 | 1055794 |
| &nbsp;&nbsp; Hingham Institution For <br> Savings<br>| 1160 | 331574 |
| Home Bancorp, Inc. | 4874 | 295267 |
| Home BancShares, Inc. | 119528 | 3218889 |
| HomeTrust Bancshares, Inc. | 10841 | 462369 |
| Hope Bancorp, Inc. | 81658 | 912120 |
| Horizon Bancorp, Inc. | 30882 | 511715 |
| Independent Bank Corp. | 47103 | 2976455 |
| &nbsp;&nbsp; International Bancshares <br> Corp.<br>| 36264 | 2440205 |
| Investar Holding Corp. | 6800 | 185436 |
| John Marshall Bancorp, Inc. | 9300 | 188604 |
| Kearny Financial Corp. | 38637 | 291709 |
| Lakeland Financial Corp. | 16917 | 970697 |
| Landmark Bancorp, Inc. | 3580 | 88784 |
| LCNB Corp. | 8400 | 130956 |
| LINKBANCORP, Inc. | 16600 | 138444 |
| Live Oak Bancshares, Inc. | 24000 | 793680 |
| MainStreet Bancshares, Inc. | 4400 | 97680 |
| Mechanics Bancorp Class A | 32629 | 481278 |
| Mercantile Bank Corp. | 10933 | 552116 |
| Meridian Corp. | 5800 | 109968 |
| Metrocity Bankshares, Inc. | 13100 | 375577 |
| &nbsp;&nbsp; Metropolitan Bank Holding <br> Corp.<br>| 6300 | 524727 |
| Mid Penn Bancorp, Inc. | 13200 | 424512 |
| Midland States Bancorp, Inc. | 14604 | 325815 |
| MVB Financial Corp. | 7500 | 186225 |
| &nbsp;&nbsp; National Bank Holdings Corp. <br> Class A<br>| 25952 | 1016280 |
| National Bankshares, Inc. | 4100 | 149281 |
| NB Bancorp, Inc. | 27239 | 573926 |
| NBT Bancorp, Inc. | 34939 | 1487703 |
| Nicolet Bankshares, Inc. | 12347 | 1835011 |
| Northeast Bank | 5000 | 561850 |
| &nbsp;&nbsp; Northeast Community <br> Bancorp, Inc.<br>| 8300 | 197540 |
| Northfield Bancorp, Inc. | 25756 | 348736 |
| Northpointe Bancshares, Inc. | 8900 | 153614 |
| Northrim BanCorp, Inc. | 15400 | 352352 |
| Northwest Bancshares, Inc. | 98203 | 1246196 |
| Norwood Financial Corp. | 5500 | 161810 |
| Oak Valley Bancorp | 4900 | 158907 |
| OceanFirst Financial Corp. | 38767 | 699357 |
| OFG Bancorp | 28688 | 1160716 |
| Ohio Valley Banc Corp. | 2700 | 118422 |
| Old National Bancorp | 230851 | 5101807 |
| Old Second Bancorp, Inc. | 32746 | 660159 |
| OP Bancorp | 6800 | 90440 |
| Orange County Bancorp, Inc. | 7000 | 223860 |
| Origin Bancorp, Inc. | 20500 | 849930 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Orrstown Financial Services, <br> Inc.<br>| 12700 | $458216 |
| Park National Corp. | 10076 | 1646922 |
| Parke Bancorp, Inc. | 6700 | 190280 |
| Pathward Financial, Inc. | 14900 | 1329527 |
| &nbsp;&nbsp; †Patriot National Bancorp, <br> Inc.<br>| 38500 | 49665 |
| PCB Bancorp | 7400 | 166426 |
| &nbsp;&nbsp; Peapack-Gladstone Financial <br> Corp.<br>| 11191 | 394035 |
| &nbsp;&nbsp; Peoples Bancorp of North <br> Carolina, Inc.<br>| 3200 | 125312 |
| Peoples Bancorp, Inc. | 23540 | 773760 |
| &nbsp;&nbsp; Peoples Financial Services <br> Corp.<br>| 6277 | 334752 |
| †Pioneer Bancorp, Inc. | 8300 | 115536 |
| Plumas Bancorp | 4100 | 200162 |
| †Ponce Financial Group, Inc. | 13200 | 220572 |
| Preferred Bank | 8046 | 729692 |
| Primis Financial Corp. | 15000 | 199200 |
| Princeton Bancorp, Inc. | 3500 | 118195 |
| &nbsp;&nbsp; Provident Financial Services, <br> Inc.<br>| 84663 | 1791469 |
| QCR Holdings, Inc. | 11200 | 957040 |
| RBB Bancorp | 11132 | 237891 |
| Red River Bancshares, Inc. | 3400 | 307496 |
| Renasant Corp. | 62808 | 2269253 |
| &nbsp;&nbsp; Republic Bancorp, Inc. <br> Class A<br>| 5725 | 403899 |
| &nbsp;&nbsp; Richmond Mutual BanCorp, <br> Inc.<br>| 5600 | 75992 |
| Riverview Bancorp, Inc. | 14200 | 78100 |
| S&T Bancorp, Inc. | 24624 | 1030022 |
| SB Financial Group, Inc. | 4700 | 98700 |
| &nbsp;&nbsp; Seacoast Banking Corp. of <br> Florida<br>| 64531 | 1954644 |
| ServisFirst Bancshares, Inc. | 34800 | 2534484 |
| Shore Bancshares, Inc. | 20844 | 389366 |
| Sierra Bancorp | 8266 | 280383 |
| &nbsp;&nbsp; Simmons First National Corp. <br> Class A<br>| 93970 | 1827716 |
| SmartFinancial, Inc. | 10100 | 394708 |
| &nbsp;&nbsp; Sound Financial Bancorp, <br> Inc.<br>| 1100 | 48081 |
| South Plains Financial, Inc. | 8877 | 371946 |
| &nbsp;&nbsp; †Southern First Bancshares, <br> Inc.<br>| 5215 | 284217 |
| &nbsp;&nbsp; Southern Missouri Bancorp, <br> Inc.<br>| 6798 | 434664 |
| Southside Bancshares, Inc. | 19467 | 605229 |
| SR Bancorp, Inc. | 4900 | 82712 |
| Stellar Bancorp, Inc. | 30610 | 1120632 |
| †=Sterling Bancorp, Inc. | 14600 | 0 |
| Stock Yards Bancorp, Inc. | 18032 | 1195341 |

---

*LVIP SSGA Small-Cap Index Fund–3*

------

**LVIP SSGA Small-Cap Index 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)** |
| &nbsp;&nbsp; †Texas Capital Bancshares, <br> Inc.<br>| 29000 | $2751520 |
| †Third Coast Bancshares, Inc. | 8700 | 329121 |
| Timberland Bancorp, Inc. | 5000 | 197150 |
| Tompkins Financial Corp. | 9059 | 714212 |
| Towne Bank | 57137 | 1923803 |
| TriCo Bancshares | 20813 | 989450 |
| †Triumph Financial, Inc. | 15600 | 930696 |
| TrustCo Bank Corp. | 12600 | 551628 |
| Trustmark Corp. | 36879 | 1554081 |
| UMB Financial Corp. | 47797 | 5391024 |
| Union Bankshares, Inc. | 2100 | 51072 |
| United Bankshares, Inc. | 90878 | 3764167 |
| &nbsp;&nbsp; United Community Banks, <br> Inc.<br>| 81096 | 2553713 |
| United Security Bancshares | 8900 | 93539 |
| Unity Bancorp, Inc. | 4900 | 253967 |
| Univest Financial Corp. | 19220 | 658477 |
| &nbsp;&nbsp; USCB Financial Holdings, <br> Inc.<br>| 8100 | 150174 |
| Valley National Bancorp | 321976 | 3953865 |
| &nbsp;&nbsp; Virginia National Bankshares <br> Corp.<br>| 3400 | 129880 |
| WaFd, Inc. | 50784 | 1594618 |
| &nbsp;&nbsp; Washington Trust Bancorp, <br> Inc.<br>| 11475 | 383953 |
| WesBanco, Inc. | 64075 | 2209947 |
| West BanCorp, Inc. | 10696 | 254458 |
| Westamerica BanCorp | 15681 | 817764 |
| &nbsp;&nbsp; Western New England <br> Bancorp, Inc.<br>| 12400 | 160332 |
| WSFS Financial Corp. | 35336 | 2313095 |
|  |  | **190578447** |
| **Beverages–0.11%** | **Beverages–0.11%** | **Beverages–0.11%** |
| MGP Ingredients, Inc. | 10100 | 185739 |
| †National Beverage Corp. | 15534 | 522719 |
| †Vita Coco Co., Inc. | 31400 | 1504374 |
| †Zevia PBC Class A | 24900 | 29133 |
|  |  | **2241965** |
| **Biotechnology–9.15%** | **Biotechnology–9.15%** | **Biotechnology–9.15%** |
| &nbsp;&nbsp; †4D Molecular Therapeutics, <br> Inc.<br>| 28200 | 262542 |
| †Abeona Therapeutics, Inc. | 29500 | 132160 |
| †Absci Corp. | 88000 | 264000 |
| &nbsp;&nbsp; †ACADIA Pharmaceuticals, <br> Inc.<br>| 84800 | 1887648 |
| †Actuate Therapeutics, Inc. | 1500 | 4110 |
| †ADC Therapeutics SA | 53800 | 201750 |
| †ADMA Biologics, Inc. | 157500 | 1419075 |
| †Agios Pharmaceuticals, Inc. | 38700 | 1309221 |
| †Akebia Therapeutics, Inc. | 183000 | 254370 |
| †Aktis Oncology, Inc. | 13600 | 243304 |
| †Aldeyra Therapeutics, Inc. | 36000 | 60840 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| †Alector, Inc. | 59889 | $128761 |
| †Alkermes PLC | 107300 | 3794128 |
| †Allogene Therapeutics, Inc. | 93800 | 228872 |
| †Altimmune, Inc. | 52700 | 162316 |
| †Amicus Therapeutics, Inc. | 199400 | 2883324 |
| †AnaptysBio, Inc. | 12700 | 704342 |
| †Anavex Life Sciences Corp. | 58700 | 180209 |
| †Anika Therapeutics, Inc. | 9395 | 136227 |
| †Annexon, Inc. | 69700 | 386138 |
| †Apogee Therapeutics, Inc. | 25700 | 2163169 |
| †Arbutus Biopharma Corp. | 102200 | 459900 |
| †Arcellx, Inc. | 25500 | 2927910 |
| &nbsp;&nbsp; †Arcturus Therapeutics <br> Holdings, Inc.<br>| 17000 | 131240 |
| †Arcus Biosciences, Inc. | 51100 | 1103760 |
| †Arcutis Biotherapeutics, Inc. | 74800 | 1762288 |
| †Ardelyx, Inc. | 163300 | 978167 |
| †ArriVent Biopharma, Inc. | 17000 | 392190 |
| &nbsp;&nbsp; †Arrowhead Pharmaceuticals, <br> Inc.<br>| 89232 | 5594846 |
| †ARS Pharmaceuticals, Inc. | 40200 | 322806 |
| †Atrium Therapeutics, Inc. | 7850 | 104955 |
| †aTyr Pharma, Inc. | 67100 | 52338 |
| †Aura Biosciences, Inc. | 27400 | 183306 |
| &nbsp;&nbsp; †Aurinia Pharmaceuticals, <br> Inc.<br>| 81400 | 1206348 |
| †Avita Medical, Inc. | 1300 | 4810 |
| †Beam Therapeutics, Inc. | 65100 | 1551333 |
| †Benitec Biopharma, Inc. | 11300 | 120345 |
| †Bicara Therapeutics, Inc. | 22100 | 439569 |
| &nbsp;&nbsp; †BioCryst Pharmaceuticals, <br> Inc.<br>| 149386 | 1422155 |
| †Biohaven Ltd. | 64450 | 545247 |
| †Bridgebio Pharma, Inc. | 104985 | 7796186 |
| &nbsp;&nbsp; †Bright Minds Biosciences, <br> Inc.<br>| 3500 | 255395 |
| †Candel Therapeutics, Inc. | 21700 | 106330 |
| †Capricor Therapeutics, Inc. | 26200 | 796480 |
| †Cardiff Oncology, Inc. | 44100 | 71442 |
| †CareDx, Inc. | 35900 | 623224 |
| †Cartesian Therapeutics, Inc. | 7126 | 43825 |
| &nbsp;&nbsp; †Catalyst Pharmaceuticals, <br> Inc.<br>| 78100 | 1933756 |
| †Celcuity, Inc. | 23300 | 2659462 |
| †Celldex Therapeutics, Inc. | 44200 | 1402024 |
| †CG oncology, Inc. | 37700 | 2551536 |
| †Cogent Biosciences, Inc. | 93700 | 3606513 |
| †Coherus Oncology, Inc. | 76805 | 129800 |
| †Compass Therapeutics, Inc. | 85940 | 454623 |
| †Corvus Pharmaceuticals, Inc. | 39400 | 576422 |
| †CRISPR Therapeutics AG | 58900 | 2801873 |
| †Cullinan Therapeutics, Inc. | 36400 | 517244 |
| †Cytokinetics, Inc. | 78866 | 5198058 |
| &nbsp;&nbsp; †Day One Biopharmaceuticals, <br> Inc.<br>| 52600 | 1127744 |

---

*LVIP SSGA Small-Cap Index Fund–4*

------

**LVIP SSGA Small-Cap Index 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)** |
| †Denali Therapeutics, Inc. | 89400 | $1716480 |
| †Design Therapeutics, Inc. | 13300 | 141512 |
| †DiaMedica Therapeutics, Inc. | 20900 | 141493 |
| †Dianthus Therapeutics, Inc. | 23800 | 1997296 |
| †Disc Medicine, Inc. | 16200 | 1035828 |
| †Dyne Therapeutics, Inc. | 83800 | 1519294 |
| †Editas Medicine, Inc. | 61938 | 152987 |
| †Eledon Pharmaceuticals, Inc. | 37900 | 116732 |
| †Emergent BioSolutions, Inc. | 36200 | 300460 |
| &nbsp;&nbsp; †Enanta Pharmaceuticals, <br> Inc.<br>| 16700 | 210921 |
| †Entrada Therapeutics, Inc. | 18300 | 230946 |
| †Erasca, Inc. | 117700 | 1904386 |
| †Evommune, Inc. | 6900 | 158631 |
| †Fate Therapeutics, Inc. | 71854 | 86225 |
| &nbsp;&nbsp; †Fennec Pharmaceuticals, <br> Inc.<br>| 17300 | 106395 |
| †Foghorn Therapeutics, Inc. | 20000 | 95600 |
| †Geron Corp. | 366294 | 545778 |
| †Gossamer Bio, Inc. | 138600 | 45530 |
| †GRAIL, Inc. | 23800 | 1229984 |
| †Greenwich Lifesciences, Inc. | 4700 | 112894 |
| †Gyre Therapeutics, Inc. | 5500 | 38335 |
| †Heron Therapeutics, Inc. | 118392 | 94725 |
| †Humacyte, Inc. | 97200 | 58971 |
| †Ideaya Biosciences, Inc. | 54200 | 1805944 |
| †ImmunityBio, Inc. | 198000 | 1518660 |
| †Immunome, Inc. | 63500 | 1388745 |
| †Immunovant, Inc. | 48000 | 1192320 |
| †Inhibikase Therapeutics, Inc. | 48000 | 80640 |
| †Inhibrx Biosciences, Inc. | 6200 | 416826 |
| †Inmune Bio, Inc. | 9600 | 10848 |
| †Intellia Therapeutics, Inc. | 69700 | 893554 |
| †Iovance Biotherapeutics, Inc. | 204200 | 716742 |
| &nbsp;&nbsp; †Ironwood Pharmaceuticals, <br> Inc.<br>| 106972 | 375472 |
| Jade Biosciences, Inc. | 20751 | 291552 |
| †Janux Therapeutics, Inc. | 28900 | 401710 |
| &nbsp;&nbsp; †KalVista Pharmaceuticals, <br> Inc.<br>| 25900 | 521367 |
| †Keros Therapeutics, Inc. | 15350 | 169464 |
| †Kodiak Sciences, Inc. | 22215 | 846836 |
| †Korro Bio, Inc. | 4500 | 50940 |
| †Krystal Biotech, Inc. | 16446 | 4248331 |
| †Kura Oncology, Inc. | 55399 | 450394 |
| †Kymera Therapeutics, Inc. | 38000 | 3165020 |
| †Larimar Therapeutics, Inc. | 31200 | 140400 |
| †Lexeo Therapeutics, Inc. | 42100 | 241654 |
| &nbsp;&nbsp; †Madrigal Pharmaceuticals, <br> Inc.<br>| 11334 | 5933009 |
| †MannKind Corp. | 208100 | 509845 |
| †MapLight Therapeutics, Inc. | 10100 | 205333 |
| †MeiraGTx Holdings PLC | 30592 | 264927 |
| &nbsp;&nbsp; †=Merrimack Pharmaceuticals, <br> Inc.<br>| 1500 | 0 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| †MiMedx Group, Inc. | 79800 | $315210 |
| †Mineralys Therapeutics, Inc. | 31700 | 858753 |
| †Mirum Pharmaceuticals, Inc. | 27700 | 2558926 |
| †Monopar Therapeutics, Inc. | 3000 | 164370 |
| &nbsp;&nbsp; †Monte Rosa Therapeutics, <br> Inc.<br>| 40200 | 661290 |
| †Myriad Genetics, Inc. | 64000 | 288000 |
| †Neurogene, Inc. | 7100 | 143136 |
| †Nkarta, Inc. | 35300 | 74483 |
| †Novavax, Inc. | 100900 | 821326 |
| †Nurix Therapeutics, Inc. | 66600 | 1032300 |
| †Nuvalent, Inc. Class A | 32731 | 3353291 |
| †Nuvectis Pharma, Inc. | 10200 | 78846 |
| †Olema Pharmaceuticals, Inc. | 40600 | 605346 |
| †Organogenesis Holdings, Inc. | 47400 | 112338 |
| †ORIC Pharmaceuticals, Inc. | 40800 | 516936 |
| †Oruka Therapeutics, Inc. | 25000 | 1226250 |
| †Palvella Therapeutics, Inc. | 4900 | 610785 |
| &nbsp;&nbsp; †Perspective Therapeutics, <br> Inc.<br>| 42100 | 175557 |
| &nbsp;&nbsp; †Praxis Precision Medicines, <br> Inc.<br>| 17100 | 5509449 |
| †Precigen, Inc. | 122000 | 472140 |
| †Prime Medicine, Inc. | 66200 | 230376 |
| &nbsp;&nbsp; †Protagonist Therapeutics, <br> Inc.<br>| 38500 | 4057900 |
| &nbsp;&nbsp; †Protalix BioTherapeutics, <br> Inc.<br>| 50400 | 109368 |
| †Protara Therapeutics, Inc. | 25700 | 133897 |
| †Prothena Corp. PLC | 27600 | 268272 |
| †PTC Therapeutics, Inc. | 52424 | 3571647 |
| †Puma Biotechnology, Inc. | 31000 | 198090 |
| &nbsp;&nbsp; †Recursion Pharmaceuticals, <br> Inc. Class A<br>| 304200 | 933894 |
| †REGENXBIO, Inc. | 32100 | 268998 |
| †Relay Therapeutics, Inc. | 94400 | 939280 |
| †Replimune Group, Inc. | 48376 | 370076 |
| †Rezolute, Inc. | 48800 | 148840 |
| &nbsp;&nbsp; †Rhythm Pharmaceuticals, <br> Inc.<br>| 35000 | 3043950 |
| †Rigel Pharmaceuticals, Inc. | 12106 | 327346 |
| †Rocket Pharmaceuticals, Inc. | 57300 | 205134 |
| †Sana Biotechnology, Inc. | 112100 | 322848 |
| †Savara, Inc. | 90700 | 495222 |
| †Scholar Rock Holding Corp. | 55900 | 2748044 |
| &nbsp;&nbsp; †SELLAS Life Sciences Group, <br> Inc.<br>| 114100 | 482643 |
| †Sionna Therapeutics, Inc. | 10500 | 420945 |
| †Soleno Therapeutics, Inc. | 31300 | 1047924 |
| †Solid Biosciences, Inc. | 36600 | 263520 |
| †Spyre Therapeutics, Inc. | 45400 | 2289976 |
| †Stoke Therapeutics, Inc. | 30300 | 986568 |
| &nbsp;&nbsp; †Syndax Pharmaceuticals, <br> Inc.<br>| 58106 | 1357356 |
| †Tango Therapeutics, Inc. | 71700 | 1499964 |

---

*LVIP SSGA Small-Cap Index Fund–5*

------

**LVIP SSGA Small-Cap Index 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)** |
| †Taysha Gene Therapies, Inc. | 149600 | $668712 |
| †Tectonic Therapeutic, Inc. | 7800 | 241098 |
| †Tevogen Bio Holdings, Inc. | 268 | 1211 |
| †TG Therapeutics, Inc. | 96000 | 3189120 |
| &nbsp;&nbsp; †Tonix Pharmaceuticals <br> Holding Corp.<br>| 7600 | 104500 |
| †Travere Therapeutics, Inc. | 55600 | 1651876 |
| †TriSalus Life Sciences, Inc. | 15500 | 62000 |
| †TuHURA Biosciences, Inc. | 15600 | 27924 |
| †Twist Bioscience Corp. | 40700 | 1934064 |
| †Tyra Biosciences, Inc. | 15400 | 589820 |
| †Upstream Bio, Inc. | 23300 | 209700 |
| †UroGen Pharma Ltd. | 25200 | 453096 |
| †Vanda Pharmaceuticals, Inc. | 37981 | 262449 |
| †Vaxcyte, Inc. | 82200 | 4776642 |
| †Vera Therapeutics, Inc. | 37800 | 1520694 |
| †Veracyte, Inc. | 53400 | 1720014 |
| †Verastem, Inc. | 35200 | 186560 |
| †Vericel Corp. | 34500 | 1109865 |
| †Vir Biotechnology, Inc. | 61000 | 546560 |
| †Viridian Therapeutics, Inc. | 52800 | 1032768 |
| †Voyager Therapeutics, Inc. | 34100 | 131626 |
| †Xencor, Inc. | 49100 | 592146 |
| †Xenon Pharmaceuticals, Inc. | 57100 | 3320365 |
| †XOMA Royalty Corp. | 6200 | 194494 |
| †Zenas Biopharma, Inc. | 12800 | 250240 |
| †Zymeworks, Inc. | 34200 | 856368 |
|  |  | **178578614** |
| **Broadline Retail–0.07%** | **Broadline Retail–0.07%** | **Broadline Retail–0.07%** |
| †Groupon, Inc. | 17500 | 208250 |
| Kohl's Corp. | 73900 | 953310 |
| †Savers Value Village, Inc. | 21500 | 159960 |
|  |  | **1321520** |
| **Building Products–1.53%** | **Building Products–1.53%** | **Building Products–1.53%** |
| †American Woodmark Corp. | 9975 | 397304 |
| Apogee Enterprises, Inc. | 14447 | 484552 |
| AZZ, Inc. | 19245 | 2408127 |
| CSW Industrials, Inc. | 10720 | 2793418 |
| †Gibraltar Industries, Inc. | 20056 | 799633 |
| Griffon Corp. | 24131 | 1753841 |
| Insteel Industries, Inc. | 12539 | 421436 |
| &nbsp;&nbsp; †Janus International Group, <br> Inc.<br>| 93100 | 479465 |
| †JELD-WEN Holding, Inc. | 59759 | 74101 |
| †Masterbrand, Inc. | 86500 | 718815 |
| †Modine Manufacturing Co. | 34922 | 7567947 |
| &nbsp;&nbsp; Quanex Building Products <br> Corp.<br>| 31452 | 565192 |
| †Resideo Technologies, Inc. | 85400 | 2878834 |
| Tecnoglass, Inc. | 17300 | 770715 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| UFP Industries, Inc. | 37310 | $3436997 |
| &nbsp;&nbsp; Zurn Elkay Water Solutions <br> Corp.<br>| 97400 | 4367416 |
|  |  | **29917793** |
| **Capital Markets–1.71%** | **Capital Markets–1.71%** | **Capital Markets–1.71%** |
| &nbsp;&nbsp; Acadian Asset Management, <br> Inc.<br>| 18117 | 985927 |
| †AlTi Global, Inc. | 26600 | 96292 |
| &nbsp;&nbsp; Artisan Partners Asset <br> Management, Inc. Class A<br>| 42500 | 1546575 |
| †Bakkt, Inc. | 9100 | 66976 |
| BGC Group, Inc. Class A | 244900 | 2395122 |
| Cohen & Steers, Inc. | 18969 | 1186511 |
| &nbsp;&nbsp; Diamond Hill Investment <br> Group, Inc.<br>| 1732 | 298077 |
| DigitalBridge Group, Inc. | 118950 | 1834209 |
| &nbsp;&nbsp; †Donnelley Financial <br> Solutions, Inc.<br>| 17400 | 820236 |
| GCM Grosvenor, Inc. Class A | 40700 | 398860 |
| †Innventure, Inc. | 16300 | 63733 |
| Marex Group PLC | 37600 | 1676208 |
| MarketWise, Inc. | 1280 | 23962 |
| &nbsp;&nbsp; †Miami International <br> Holdings, Inc.<br>| 14000 | 544880 |
| Moelis & Co. Class A | 49600 | 2827200 |
| †Open Lending Corp. Class A | 74700 | 93375 |
| &nbsp;&nbsp; Patria Investments Ltd. <br> Class A<br>| 44000 | 554400 |
| Perella Weinberg Partners | 42600 | 773616 |
| Piper Sandler Cos. | 46272 | 3542122 |
| PJT Partners, Inc. Class A | 15400 | 2151688 |
| &nbsp;&nbsp; Ridgepost Capital, Inc. <br> Class A<br>| 37500 | 272250 |
| †Siebert Financial Corp. | 8100 | 15552 |
| &nbsp;&nbsp; Silvercrest Asset <br> Management Group, Inc. <br> Class A<br>| 5400 | 72576 |
| &nbsp;&nbsp; StepStone Group, Inc. <br> Class A<br>| 47100 | 2247612 |
| †StoneX Group, Inc. | 48593 | 3919025 |
| Value Line, Inc. | 700 | 24703 |
| &nbsp;&nbsp; Victory Capital Holdings, Inc. <br> Class A<br>| 29860 | 1955233 |
| &nbsp;&nbsp; Virtus Investment Partners, <br> Inc.<br>| 4432 | 595439 |
| †Wealthfront Corp. | 23300 | 215525 |
| †Webull Corp. | 184000 | 883200 |
| &nbsp;&nbsp; Westwood Holdings Group, <br> Inc.<br>| 5900 | 97173 |
| WisdomTree, Inc. | 83608 | 1217332 |
|  |  | **33395589** |
| **Chemicals–1.63%** | **Chemicals–1.63%** | **Chemicals–1.63%** |
| AdvanSix, Inc. | 15300 | 373320 |

---

*LVIP SSGA Small-Cap Index Fund–6*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| †American Vanguard Corp. | 20395 | $50783 |
| †Arq, Inc. | 22400 | 57344 |
| †Ascent Industries Co. | 4800 | 63888 |
| †ASP Isotopes, Inc. | 60900 | 269178 |
| †Aspen Aerogels, Inc. | 47300 | 161766 |
| Avient Corp. | 60802 | 2207113 |
| Balchem Corp. | 21609 | 3662293 |
| Cabot Corp. | 34000 | 2560540 |
| Chemours Co. | 102100 | 2249263 |
| &nbsp;&nbsp; †Core Molding Technologies, <br> Inc.<br>| 5800 | 129920 |
| †Ecovyst, Inc. | 77100 | 991506 |
| †Flotek Industries, Inc. | 9500 | 161215 |
| Hawkins, Inc. | 13236 | 2033050 |
| HB Fuller Co. | 36109 | 2227203 |
| †Ingevity Corp. | 23753 | 1691926 |
| Innospec, Inc. | 15404 | 1124800 |
| †Intrepid Potash, Inc. | 7500 | 320775 |
| Koppers Holdings, Inc. | 12160 | 470349 |
| Kronos Worldwide, Inc. | 15689 | 103077 |
| †LSB Industries, Inc. | 35700 | 531930 |
| Mativ Holdings, Inc. | 36779 | 319977 |
| Minerals Technologies, Inc. | 20964 | 1486767 |
| Orion SA | 39895 | 259317 |
| †Perimeter Solutions, Inc. | 93878 | 2292501 |
| †PureCycle Technologies, Inc. | 88700 | 460353 |
| Quaker Chemical Corp. | 9213 | 1144531 |
| &nbsp;&nbsp; †Rayonier Advanced Materials, <br> Inc.<br>| 44300 | 490401 |
| Sensient Technologies Corp. | 28495 | 2463108 |
| †Solesence, Inc. | 15000 | 14229 |
| Stepan Co. | 13570 | 678229 |
| Tronox Holdings PLC | 81700 | 798209 |
| Valhi, Inc. | 1400 | 20020 |
|  |  | **31868881** |
| **Commercial Services & Supplies–1.33%** | **Commercial Services & Supplies–1.33%** | **Commercial Services & Supplies–1.33%** |
| ABM Industries, Inc. | 38323 | 1476202 |
| ACCO Brands Corp. | 49424 | 148272 |
| †ACV Auctions, Inc. Class A | 114900 | 487176 |
| †BrightView Holdings, Inc. | 45400 | 535266 |
| Brink's Co. | 27160 | 2814591 |
| &nbsp;&nbsp; †Casella Waste Systems, Inc. <br> Class A<br>| 41034 | 3255638 |
| †Cimpress PLC | 11134 | 812782 |
| CompX International, Inc. | 1338 | 31256 |
| †CoreCivic, Inc. | 69481 | 1313886 |
| Deluxe Corp. | 29240 | 805270 |
| Ennis, Inc. | 14462 | 309776 |
| †Enviri Corp. | 51700 | 1014354 |
| †GEO Group, Inc. | 90838 | 1526987 |
| &nbsp;&nbsp; †Healthcare Services Group, <br> Inc.<br>| 47881 | 888192 |
| HNI Corp. | 42788 | 1428691 |
| Interface, Inc. | 38221 | 952467 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| †Liquidity Services, Inc. | 15873 | $485238 |
| MillerKnoll, Inc. | 43105 | 623298 |
| †Mobile Infrastructure Corp. | 9900 | 22176 |
| &nbsp;&nbsp; †Montrose Environmental <br> Group, Inc.<br>| 22400 | 490336 |
| NL Industries, Inc. | 6336 | 36939 |
| †OPENLANE, Inc. | 70100 | 2043415 |
| &nbsp;&nbsp; †Perma-Fix Environmental <br> Services, Inc.<br>| 12100 | 129349 |
| Pitney Bowes, Inc. | 108600 | 1200030 |
| Quad/Graphics, Inc. | 19800 | 130878 |
| UniFirst Corp. | 9867 | 2482438 |
| †Vestis Corp. | 66500 | 522690 |
| Virco Mfg. Corp. | 8300 | 50796 |
|  |  | **26018389** |
| **Communications Equipment–1.21%** | **Communications Equipment–1.21%** | **Communications Equipment–1.21%** |
| †ADTRAN Holdings, Inc. | 51548 | 648474 |
| †Applied Optoelectronics, Inc. | 43900 | 3713501 |
| †Aviat Networks, Inc. | 8200 | 185402 |
| †BK Technologies Corp. | 1900 | 141797 |
| †Calix, Inc. | 40431 | 1980715 |
| †Clearfield, Inc. | 7800 | 206466 |
| †Digi International, Inc. | 24643 | 1187793 |
| †Extreme Networks, Inc. | 89345 | 1347323 |
| †Harmonic, Inc. | 72888 | 654534 |
| †Inseego Corp. | 8400 | 93408 |
| †NETGEAR, Inc. | 18834 | 411334 |
| †NetScout Systems, Inc. | 46156 | 1467299 |
| &nbsp;&nbsp; †Ribbon Communications, <br> Inc.<br>| 65102 | 138016 |
| †Viasat, Inc. | 82700 | 3787660 |
| †Viavi Solutions, Inc. | 153100 | 5095168 |
| †Vistance Networks, Inc. | 145100 | 2640820 |
|  |  | **23699710** |
| **Construction & Engineering–2.80%** | **Construction & Engineering–2.80%** | **Construction & Engineering–2.80%** |
| †Ameresco, Inc. Class A | 22021 | 561535 |
| Arcosa, Inc. | 32000 | 3396480 |
| Argan, Inc. | 8924 | 4860457 |
| &nbsp;&nbsp; †Bowman Consulting Group <br> Ltd.<br>| 9900 | 281556 |
| &nbsp;&nbsp; †Cardinal Infrastructure <br> Group, Inc. Class A<br>| 8500 | 337067 |
| †Centuri Holdings, Inc. | 57200 | 1670812 |
| &nbsp;&nbsp; †Concrete Pumping Holdings, <br> Inc.<br>| 16400 | 117096 |
| &nbsp;&nbsp; †Construction Partners, Inc. <br> Class A<br>| 31600 | 3511392 |
| †Dycom Industries, Inc. | 19369 | 6562605 |
| †Fluor Corp. | 107500 | 5014875 |
| Granite Construction, Inc. | 27979 | 3354123 |
| &nbsp;&nbsp; †Great Lakes Dredge & Dock <br> Corp.<br>| 43634 | 741778 |
| †IES Holdings, Inc. | 6060 | 2887408 |

---

*LVIP SSGA Small-Cap Index Fund–7*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** |
| †Legence Corp. Class A | 24500 | $1383270 |
| †Limbach Holdings, Inc. | 7300 | 569765 |
| †Matrix Service Co. | 19600 | 225008 |
| †MYR Group, Inc. | 10294 | 2906202 |
| †NWPX Infrastructure, Inc. | 6548 | 509827 |
| †Orion Group Holdings, Inc. | 26400 | 287760 |
| Primoris Services Corp. | 36038 | 5154876 |
| †Southland Holdings, Inc. | 8200 | 10660 |
| †Sterling Infrastructure, Inc. | 19760 | 8047655 |
| Tutor Perini Corp. | 30006 | 2316163 |
|  |  | **54708370** |
| **Construction Materials–0.23%** | **Construction Materials–0.23%** | **Construction Materials–0.23%** |
| †Knife River Corp. | 38400 | 3135360 |
| †Smith-Midland Corp. | 1900 | 61807 |
| †Titan America SA | 16600 | 248668 |
| U.S. Lime & Minerals, Inc. | 7335 | 958024 |
|  |  | **4403859** |
| **Consumer Finance–0.97%** | **Consumer Finance–0.97%** | **Consumer Finance–0.97%** |
| †Atlanticus Holdings Corp. | 3715 | 194926 |
| &nbsp;&nbsp; Bread Financial Holdings, <br> Inc.<br>| 30300 | 2269167 |
| &nbsp;&nbsp; †Consumer Portfolio Services, <br> Inc.<br>| 6000 | 46380 |
| †Dave, Inc. | 6900 | 1201221 |
| †Encore Capital Group, Inc. | 14763 | 1035182 |
| †Enova International, Inc. | 15923 | 2162821 |
| FirstCash Holdings, Inc. | 26224 | 4930112 |
| †Green Dot Corp. Class A | 37202 | 417406 |
| Jefferson Capital, Inc. | 14800 | 284604 |
| †LendingClub Corp. | 77660 | 1112091 |
| †LendingTree, Inc. | 7700 | 330176 |
| Medallion Financial Corp. | 11600 | 99296 |
| Navient Corp. | 36600 | 299388 |
| Nelnet, Inc. Class A | 7638 | 984997 |
| †NerdWallet, Inc. Class A | 25800 | 267804 |
| †Oportun Financial Corp. | 26000 | 119860 |
| OppFi, Inc. | 12600 | 97146 |
| †PRA Group, Inc. | 26223 | 458903 |
| PROG Holdings, Inc. | 26505 | 760428 |
| Regional Management Corp. | 5543 | 178762 |
| †Upstart Holdings, Inc. | 57700 | 1480005 |
| †World Acceptance Corp. | 1701 | 229703 |
|  |  | **18960378** |
| **Consumer Staples Distribution & Retail–0.51%** | **Consumer Staples Distribution & Retail–0.51%** | **Consumer Staples Distribution & Retail–0.51%** |
| Andersons, Inc. | 21663 | 1554970 |
| †Chefs' Warehouse, Inc. | 24635 | 1464551 |
| †Grocery Outlet Holding Corp. | 65000 | 458250 |
| †HF Foods Group, Inc. | 30800 | 56980 |
| Ingles Markets, Inc. Class A | 9931 | 892697 |
| &nbsp;&nbsp; Natural Grocers by Vitamin <br> Cottage, Inc.<br>| 8789 | 227196 |
| PriceSmart, Inc. | 17132 | 2578366 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| †United Natural Foods, Inc. | 40299 | $1815873 |
| &nbsp;&nbsp; Village Super Market, Inc. <br> Class A<br>| 5313 | 224368 |
| Weis Markets, Inc. | 9500 | 649705 |
|  |  | **9922956** |
| **Containers & Packaging–0.22%** | **Containers & Packaging–0.22%** | **Containers & Packaging–0.22%** |
| Ardagh Metal Packaging SA | 94900 | 384345 |
| Greif, Inc. Class A | 19117 | 1337794 |
| Myers Industries, Inc. | 23197 | 491312 |
| †O-I Glass, Inc. | 105000 | 1103550 |
| †Ranpak Holdings Corp. | 33000 | 117810 |
| TriMas Corp. | 21725 | 780797 |
|  |  | **4215608** |
| **Distributors–0.07%** | **Distributors–0.07%** | **Distributors–0.07%** |
| &nbsp;&nbsp; †GigaCloud Technology, Inc. <br> Class A<br>| 16500 | 748770 |
| Gold.com, Inc. | 12800 | 513024 |
| Weyco Group, Inc. | 4500 | 144225 |
|  |  | **1406019** |
| **Diversified Consumer Services–1.19%** | **Diversified Consumer Services–1.19%** | **Diversified Consumer Services–1.19%** |
| &nbsp;&nbsp; †American Public Education, <br> Inc.<br>| 11900 | 676872 |
| Carriage Services, Inc. | 9935 | 453632 |
| †Coursera, Inc. | 97200 | 565704 |
| †Covista, Inc. | 22717 | 2618134 |
| †Driven Brands Holdings, Inc. | 41000 | 517010 |
| &nbsp;&nbsp; †European Wax Center, Inc. <br> Class A<br>| 20600 | 119068 |
| †Frontdoor, Inc. | 47900 | 2531994 |
| Graham Holdings Co. Class B | 2140 | 2262537 |
| &nbsp;&nbsp; †KinderCare Learning Cos., <br> Inc.<br>| 20900 | 45980 |
| †Laureate Education, Inc. | 84300 | 2937012 |
| &nbsp;&nbsp; †Lincoln Educational Services <br> Corp.<br>| 20300 | 825804 |
| &nbsp;&nbsp; Matthews International Corp. <br> Class A<br>| 20510 | 529568 |
| †McGraw Hill, Inc. | 16800 | 230160 |
| †Mister Car Wash, Inc. | 68300 | 476051 |
| †Nerdy, Inc. | 35500 | 28975 |
| OneSpaWorld Holdings Ltd. | 66800 | 1533060 |
| Perdoceo Education Corp. | 42168 | 1569071 |
| &nbsp;&nbsp; Phoenix Education Partners, <br> Inc.<br>| 1900 | 59774 |
| Strategic Education, Inc. | 15235 | 1263896 |
| †Stride, Inc. | 27700 | 2442309 |
| †Udemy, Inc. | 66100 | 305382 |
| &nbsp;&nbsp; †Universal Technical Institute, <br> Inc.<br>| 31700 | 1144370 |
| †Zspace, Inc. | 2000 | 227 |
|  |  | **23136590** |

---

*LVIP SSGA Small-Cap Index Fund–8*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Diversified REITs–0.49%** | **Diversified REITs–0.49%** | **Diversified REITs–0.49%** |
| AH Realty Trust, Inc. | 53200 | $292600 |
| &nbsp;&nbsp; Alpine Income Property <br> Trust, Inc.<br>| 6900 | 124200 |
| American Assets Trust, Inc. | 35673 | 656740 |
| Broadstone Net Lease, Inc. | 128200 | 2342214 |
| CTO Realty Growth, Inc. | 15742 | 291070 |
| &nbsp;&nbsp; Essential Properties Realty <br> Trust, Inc.<br>| 132335 | 4017691 |
| Gladstone Commercial Corp. | 29405 | 336099 |
| Global Net Lease, Inc. | 133728 | 1251694 |
| Modiv Industrial, Inc. | 7400 | 105968 |
| &nbsp;&nbsp; NexPoint Diversified Real <br> Estate Trust<br>| 26535 | 123918 |
|  |  | **9542194** |
| **Diversified Telecommunication Services–0.57%** | **Diversified Telecommunication Services–0.57%** | **Diversified Telecommunication Services–0.57%** |
| †Anterix, Inc. | 8000 | 305520 |
| ATN International, Inc. | 6992 | 190322 |
| †Bandwidth, Inc. Class A | 19200 | 342144 |
| &nbsp;&nbsp; Cogent Communications <br> Holdings, Inc.<br>| 31904 | 601071 |
| †Globalstar, Inc. | 33886 | 2250708 |
| IDT Corp. Class B | 11200 | 549920 |
| &nbsp;&nbsp; †Liberty Latin America Ltd. <br> Class A<br>| 103871 | 913098 |
| †Lumen Technologies, Inc. | 631200 | 4386840 |
| &nbsp;&nbsp; Shenandoah <br> Telecommunications Co.<br>| 34250 | 528135 |
| Uniti Group, Inc. | 109211 | 1024399 |
|  |  | **11092157** |
| **Electric Utilities–0.91%** | **Electric Utilities–0.91%** | **Electric Utilities–0.91%** |
| Genie Energy Ltd. Class B | 14200 | 200788 |
| &nbsp;&nbsp; †Hawaiian Electric Industries, <br> Inc.<br>| 108100 | 1604204 |
| MGE Energy, Inc. | 24915 | 1925680 |
| †Oklo, Inc. | 81000 | 4016790 |
| Otter Tail Corp. | 25481 | 2236467 |
| &nbsp;&nbsp; Portland General Electric <br> Co.<br>| 74600 | 3936642 |
| TXNM Energy, Inc. | 63936 | 3737699 |
|  |  | **17658270** |
| **Electrical Equipment–2.99%** | **Electrical Equipment–2.99%** | **Electrical Equipment–2.99%** |
| Allient, Inc. | 9900 | 584991 |
| &nbsp;&nbsp; †American Superconductor <br> Corp.<br>| 29400 | 995190 |
| †Amprius Technologies, Inc. | 74200 | 1251012 |
| †Array Technologies, Inc. | 102700 | 742521 |
| Atkore, Inc. | 22900 | 1349039 |
| †Bloom Energy Corp. Class A | 144845 | 19625049 |
| EnerSys | 24622 | 4277334 |
| †Enovix Corp. | 115000 | 595700 |
| †Eos Energy Enterprises, Inc. | 208100 | 1032176 |
| †Fluence Energy, Inc. | 43100 | 593056 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Electrical Equipment (continued)** | **Electrical Equipment (continued)** | **Electrical Equipment (continued)** |
| †Hyliion Holdings Corp. | 85900 | $151184 |
| †KULR Technology Group, Inc. | 25800 | 61146 |
| LSI Industries, Inc. | 18800 | 349680 |
| †NANO Nuclear Energy, Inc. | 26700 | 546816 |
| †Net Power, Inc. | 15200 | 23712 |
| †Nextpower, Inc. Class A | 96600 | 11645130 |
| †NuScale Power Corp. | 105700 | 1145788 |
| †Plug Power, Inc. | 879200 | 1986992 |
| Powell Industries, Inc. | 6408 | 3467241 |
| &nbsp;&nbsp; †Power Solutions <br> International, Inc.<br>| 5400 | 328752 |
| Preformed Line Products Co. | 1686 | 456484 |
| &nbsp;&nbsp; †Shoals Technologies Group, <br> Inc. Class A<br>| 113900 | 749462 |
| †SKYX Platforms Corp. | 49200 | 55104 |
| †SunPower, Inc. | 47900 | 60833 |
| †Sunrun, Inc. | 150600 | 2042136 |
| †T1 Energy, Inc. | 135000 | 592650 |
| &nbsp;&nbsp; †Thermon Group Holdings, <br> Inc.<br>| 22360 | 1126944 |
| †Vicor Corp. | 15471 | 2490831 |
|  |  | **58326953** |
| **Electronic Equipment, Instruments & Components–3.69%** | **Electronic Equipment, Instruments & Components–3.69%** | **Electronic Equipment, Instruments & Components–3.69%** |
| †908 Devices, Inc. | 18100 | 110772 |
| &nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| 24979 | 8060973 |
| †Aeva Technologies, Inc. | 25180 | 331369 |
| †Arlo Technologies, Inc. | 67615 | 962161 |
| Badger Meter, Inc. | 19722 | 3004647 |
| Bel Fuse, Inc. Class A | 8100 | 1584080 |
| Belden, Inc. | 25942 | 2978920 |
| Benchmark Electronics, Inc. | 23866 | 1337928 |
| Climb Global Solutions, Inc. | 10800 | 214056 |
| CTS Corp. | 19411 | 927069 |
| †Daktronics, Inc. | 26100 | 510255 |
| ePlus, Inc. | 17316 | 1303029 |
| &nbsp;&nbsp; †Evolv Technologies Holdings, <br> Inc.<br>| 96300 | 582615 |
| †Fabrinet | 23936 | 12483103 |
| †Frequency Electronics, Inc. | 4500 | 199170 |
| †Insight Enterprises, Inc. | 19303 | 1293494 |
| †Itron, Inc. | 30244 | 2710770 |
| †Kimball Electronics, Inc. | 16775 | 397400 |
| †Knowles Corp. | 56806 | 1458778 |
| Methode Electronics, Inc. | 24066 | 132844 |
| †MicroVision, Inc. | 155500 | 99707 |
| †Mirion Technologies, Inc. | 158600 | 2948374 |
| †M-Tron Industries, Inc. | 1700 | 113645 |
| &nbsp;&nbsp; Napco Security Technologies, <br> Inc.<br>| 23400 | 921726 |
| †Neonode, Inc. | 8200 | 11480 |
| †nLight, Inc. | 31300 | 1784726 |
| †Novanta, Inc. | 23863 | 2818459 |
| †OSI Systems, Inc. | 10568 | 2805910 |

---

*LVIP SSGA Small-Cap Index Fund–9*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **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. | 36400 | $668668 |
| PC Connection, Inc. | 6224 | 363855 |
| †Plexus Corp. | 17563 | 3557210 |
| †Powerfleet, Inc. NJ | 86000 | 264880 |
| Richardson Electronics Ltd. | 9000 | 98550 |
| †Rogers Corp. | 12152 | 1304274 |
| †Sanmina Corp. | 35195 | 4562680 |
| †ScanSource, Inc. | 13037 | 473243 |
| †TTM Technologies, Inc. | 67825 | 6607511 |
| Vishay Intertechnology, Inc. | 81221 | 1461978 |
| †Vishay Precision Group, Inc. | 8372 | 363512 |
| †Vuzix Corp. | 50200 | 115962 |
|  |  | **71929783** |
| **Energy Equipment & Services–2.60%** | **Energy Equipment & Services–2.60%** | **Energy Equipment & Services–2.60%** |
| Archrock, Inc. | 114002 | 3967270 |
| Atlas Energy Solutions, Inc. | 52500 | 688800 |
| †Borr Drilling Ltd. | 170100 | 981477 |
| Bristow Group, Inc. | 18473 | 866199 |
| Cactus, Inc. Class A | 46300 | 2193231 |
| Core Laboratories, Inc. | 32600 | 547354 |
| †DMC Global, Inc. | 14988 | 78087 |
| &nbsp;&nbsp; Energy Services of America <br> Corp.<br>| 8200 | 107666 |
| †Expro Group Holdings NV | 53966 | 939548 |
| Flowco Holdings, Inc. Class A | 13500 | 278100 |
| &nbsp;&nbsp; †Forum Energy Technologies, <br> Inc.<br>| 7000 | 410620 |
| &nbsp;&nbsp; †Helix Energy Solutions Group, <br> Inc.<br>| 94956 | 939115 |
| Helmerich & Payne, Inc. | 65700 | 2367171 |
| †Innovex International, Inc. | 26600 | 648774 |
| Kodiak Gas Services, Inc. | 55300 | 3225096 |
| Liberty Energy, Inc. | 105822 | 3047674 |
| &nbsp;&nbsp; †Mammoth Energy Services, <br> Inc.<br>| 16700 | 40915 |
| †Nabors Industries Ltd. | 9114 | 784351 |
| &nbsp;&nbsp; †National Energy Services <br> Reunited Corp.<br>| 41500 | 891005 |
| &nbsp;&nbsp; Natural Gas Services Group, <br> Inc.<br>| 6900 | 260406 |
| Noble Corp. PLC | 84635 | 4153039 |
| &nbsp;&nbsp; †Oceaneering International, <br> Inc.<br>| 66200 | 2348114 |
| †Oil States International, Inc. | 33800 | 393432 |
| Patterson-UTI Energy, Inc. | 234189 | 2536267 |
| &nbsp;&nbsp; †ProFrac Holding Corp. <br> Class A<br>| 14000 | 86800 |
| †ProPetro Holding Corp. | 65100 | 938091 |
| &nbsp;&nbsp; Ranger Energy Services, Inc. <br> Class A<br>| 11600 | 198824 |
| RPC, Inc. | 60400 | 427632 |
| &nbsp;&nbsp; †SEACOR Marine Holdings, <br> Inc.<br>| 13700 | 98092 |
| †Seadrill Ltd. | 42400 | 1929200 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| Select Water Solutions, Inc. | 62500 | $956250 |
| SLB Ltd. | 100 | 5139 |
| &nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc. Class A<br>| 30700 | 1734857 |
| †TETRA Technologies, Inc. | 86600 | 737832 |
| †Tidewater, Inc. | 33211 | 2774779 |
| †Transocean Ltd. | 616100 | 4084743 |
| †Valaris Ltd. | 41700 | 4088268 |
|  |  | **50754218** |
| **Entertainment–0.55%** | **Entertainment–0.55%** | **Entertainment–0.55%** |
| &nbsp;&nbsp; †AMC Entertainment <br> Holdings, Inc. Class A<br>| 320700 | 314286 |
| &nbsp;&nbsp; †Atlanta Braves Holdings, Inc. <br> Class A<br>| 34900 | 1506695 |
| Cinemark Holdings, Inc. | 70200 | 2002104 |
| CuriosityStream, Inc. | 25000 | 74000 |
| †Gaia, Inc. | 13600 | 37672 |
| †IMAX Corp. | 30000 | 1140300 |
| †Lionsgate Studios Corp. | 138404 | 1327294 |
| &nbsp;&nbsp; †Madison Square Garden <br> Entertainment Corp.<br>| 26772 | 1577139 |
| Marcus Corp. | 12534 | 215209 |
| †Meridian Holdings, Inc. | 1300 | 9386 |
| †Playstudios, Inc. | 67100 | 31483 |
| Playtika Holding Corp. | 38900 | 108142 |
| †Reservoir Media, Inc. | 7400 | 72446 |
| †Sphere Entertainment Co. | 18372 | 2156873 |
| †Starz Entertainment Corp. | 8793 | 101119 |
| †Vivid Seats, Inc. Class A | 2860 | 16903 |
|  |  | **10691051** |
| **Financial Services–1.99%** | **Financial Services–1.99%** | **Financial Services–1.99%** |
| †Acacia Research Corp. | 23100 | 111111 |
| Alerus Financial Corp. | 15900 | 376989 |
| &nbsp;&nbsp; Banco Latinoamericano de <br> Comercio Exterior SA<br>| 18358 | 937727 |
| &nbsp;&nbsp; †Better Home & Finance <br> Holding Co.<br>| 3600 | 128232 |
| Burford Capital Ltd. | 137500 | 621500 |
| Cannae Holdings, Inc. | 27300 | 310401 |
| †Cantaloupe, Inc. | 31700 | 342677 |
| &nbsp;&nbsp; Cass Information Systems, <br> Inc.<br>| 8015 | 352820 |
| &nbsp;&nbsp; Compass Diversified <br> Holdings<br>| 46700 | 367062 |
| Enact Holdings, Inc. | 19100 | 779471 |
| Essent Group Ltd. | 61209 | 3577054 |
| EVERTEC, Inc. | 43407 | 1224946 |
| &nbsp;&nbsp; Federal Agricultural <br> Mortgage Corp. Class C<br>| 6174 | 915913 |
| &nbsp;&nbsp; †Finance of America Cos., Inc. <br> Class A<br>| 3500 | 58100 |
| †Flywire Corp. | 79800 | 928872 |

---

*LVIP SSGA Small-Cap Index Fund–10*

------

**LVIP SSGA Small-Cap Index 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; HA Sustainable <br> Infrastructure Capital, Inc.<br>| 83000 | $3050250 |
| &nbsp;&nbsp; †International Money Express, <br> Inc.<br>| 12534 | 198037 |
| &nbsp;&nbsp; Jackson Financial, Inc. <br> Class A<br>| 44400 | 4693968 |
| †loanDepot, Inc. Class A | 59500 | 84490 |
| †Marqeta, Inc. Class A | 246500 | 1005720 |
| Merchants Bancorp | 17814 | 764399 |
| †NCR Atleos Corp. | 48700 | 2122346 |
| NewtekOne, Inc. | 16100 | 176295 |
| †NMI Holdings, Inc. Class A | 51900 | 1946769 |
| †Onity Group, Inc. | 4600 | 180642 |
| &nbsp;&nbsp; Pagseguro Digital Ltd. <br> Class A<br>| 122000 | 1222440 |
| †Payoneer Global, Inc. | 189500 | 915285 |
| †Paysafe Ltd. | 21384 | 145625 |
| †Paysign, Inc. | 25700 | 151630 |
| &nbsp;&nbsp; PennyMac Financial Services, <br> Inc.<br>| 19900 | 1739260 |
| &nbsp;&nbsp; †Priority Technology Holdings, <br> Inc.<br>| 16900 | 79768 |
| Radian Group, Inc. | 90754 | 3002142 |
| †Remitly Global, Inc. | 112100 | 1756607 |
| †Repay Holdings Corp. | 48500 | 126100 |
| &nbsp;&nbsp; †Security National Financial <br> Corp. Class A<br>| 8780 | 83234 |
| †Sezzle, Inc. | 10900 | 689861 |
| †StoneCo Ltd. Class A | 168800 | 2383456 |
| SWK Holdings Corp. | 800 | 13608 |
| †Velocity Financial, Inc. | 5300 | 95877 |
| Walker & Dunlop, Inc. | 22563 | 1001346 |
| Waterstone Financial, Inc. | 10380 | 187151 |
|  |  | **38849181** |
| **Food Products–0.61%** | **Food Products–0.61%** | **Food Products–0.61%** |
| Alico, Inc. | 3900 | 160914 |
| B&G Foods, Inc. | 55114 | 265098 |
| †Beyond Meat, Inc. | 257000 | 180311 |
| †BRC, Inc. Class A | 36900 | 28642 |
| Calavo Growers, Inc. | 11654 | 300557 |
| Cal-Maine Foods, Inc. | 27730 | 2194829 |
| Dole PLC | 41400 | 591606 |
| †Forafric Global PLC | 4600 | 44390 |
| &nbsp;&nbsp; Fresh Del Monte Produce, <br> Inc.<br>| 22756 | 916156 |
| †Hain Celestial Group, Inc. | 66500 | 46404 |
| J&J Snack Foods Corp. | 10287 | 815450 |
| John B Sanfilippo & Son, Inc. | 5402 | 428541 |
| †Lifeway Foods, Inc. | 3500 | 67690 |
| Limoneira Co. | 12300 | 165066 |
| †Mama's Creations, Inc. | 25500 | 391170 |
| Marzetti Co. | 13254 | 1833426 |
| †Mission Produce, Inc. | 27800 | 382528 |
| †Seneca Foods Corp. Class A | 3188 | 481771 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| †Simply Good Foods Co. | 60200 | $863870 |
| †SunOpta, Inc. | 66000 | 427680 |
| Tootsie Roll Industries, Inc. | 12978 | 554420 |
| Utz Brands, Inc. | 51000 | 403920 |
| †Vital Farms, Inc. | 23500 | 331820 |
| †Westrock Coffee Co. | 27200 | 115600 |
|  |  | **11991859** |
| **Gas Utilities–1.09%** | **Gas Utilities–1.09%** | **Gas Utilities–1.09%** |
| &nbsp;&nbsp; Brookfield Infrastructure <br> Corp. Class A<br>| 79678 | 3148875 |
| Chesapeake Utilities Corp. | 15765 | 1992223 |
| New Jersey Resources Corp. | 67597 | 3712427 |
| &nbsp;&nbsp; Northwest Natural Holding <br> Co.<br>| 27719 | 1475205 |
| ONE Gas, Inc. | 39779 | 3426165 |
| RGC Resources, Inc. | 6300 | 138915 |
| Southwest Gas Holdings, Inc. | 44822 | 3895032 |
| Spire, Inc. | 38820 | 3514763 |
|  |  | **21303605** |
| **Ground Transportation–0.32%** | **Ground Transportation–0.32%** | **Ground Transportation–0.32%** |
| ArcBest Corp. | 15175 | 1492613 |
| &nbsp;&nbsp; Covenant Logistics Group, <br> Inc.<br>| 7200 | 195480 |
| FTAI Infrastructure, Inc. | 70700 | 349258 |
| Heartland Express, Inc. | 29609 | 307934 |
| †Hertz Global Holdings, Inc. | 80900 | 372949 |
| Marten Transport Ltd. | 36894 | 484418 |
| †PAMT Corp. | 4100 | 34645 |
| &nbsp;&nbsp; †Proficient Auto Logistics, <br> Inc.<br>| 16100 | 109158 |
| †RXO, Inc. | 110083 | 1609413 |
| &nbsp;&nbsp; Universal Logistics Holdings, <br> Inc.<br>| 5197 | 109865 |
| Werner Enterprises, Inc. | 37020 | 1088758 |
|  |  | **6154491** |
| **Health Care Equipment & Supplies–2.35%** | **Health Care Equipment & Supplies–2.35%** | **Health Care Equipment & Supplies–2.35%** |
| †Accuray, Inc. | 74500 | 28913 |
| Acme United Corp. | 2100 | 94311 |
| †Alphatec Holdings, Inc. | 79300 | 862784 |
| †AngioDynamics, Inc. | 27792 | 315995 |
| &nbsp;&nbsp; †Anteris Technologies Global <br> Corp.<br>| 52600 | 291930 |
| †Artivion, Inc. | 27310 | 1000092 |
| †AtriCure, Inc. | 33003 | 941576 |
| †Avanos Medical, Inc. | 30200 | 423102 |
| †Axogen, Inc. | 30200 | 1000526 |
| †Beta Bionics, Inc. | 26100 | 261522 |
| †Bioventus, Inc. Class A | 29600 | 270248 |
| †Butterfly Network, Inc. | 133600 | 539744 |
| †CapsoVision, Inc. | 2200 | 16038 |
| †Carlsmed, Inc. | 1500 | 13575 |
| †Ceribell, Inc. | 18400 | 337272 |

---

*LVIP SSGA Small-Cap Index Fund–11*

------

**LVIP SSGA Small-Cap Index 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 Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| †Cerus Corp. | 126983 | $231109 |
| †ClearPoint Neuro, Inc. | 17900 | 162890 |
| CONMED Corp. | 21422 | 757482 |
| †CVRx, Inc. | 11400 | 107844 |
| †Delcath Systems, Inc. | 20600 | 191168 |
| †Electromed, Inc. | 5100 | 119391 |
| Embecta Corp. | 39700 | 350948 |
| †Enovis Corp. | 38300 | 871325 |
| †Glaukos Corp. | 36945 | 3977499 |
| †Haemonetics Corp. | 31500 | 1775340 |
| †ICU Medical, Inc. | 16300 | 2105145 |
| †Inogen, Inc. | 18490 | 114268 |
| †Integer Holdings Corp. | 23325 | 2052600 |
| &nbsp;&nbsp; †Integra LifeSciences Holdings <br> Corp.<br>| 45900 | 432378 |
| iRadimed Corp. | 5600 | 539056 |
| †IRhythm Holdings, Inc. | 21450 | 2531529 |
| &nbsp;&nbsp; †Kestra Medical Technologies <br> Ltd.<br>| 11400 | 227202 |
| †KORU Medical Systems, Inc. | 30800 | 133056 |
| †Lantheus Holdings, Inc. | 43706 | 3315100 |
| LeMaitre Vascular, Inc. | 14098 | 1539079 |
| †LENSAR, Inc. | 7400 | 44104 |
| †LivaNova PLC | 36796 | 2338754 |
| †Lucid Diagnostics, Inc. | 55400 | 63710 |
| †Merit Medical Systems, Inc. | 39041 | 2691096 |
| †Myomo, Inc. | 26200 | 17701 |
| †Neogen Corp. | 148350 | 1378171 |
| †Neuronetics, Inc. | 28500 | 41325 |
| †NeuroPace, Inc. | 17600 | 231440 |
| †Novocure Ltd. | 69600 | 758640 |
| †=OmniAb, Inc. Earnout Shares | 4688 | 0 |
| &nbsp;&nbsp; †=OmniAb, Inc. Earnout <br> Shares.<br>| 4688 | 0 |
| †Omnicell, Inc. | 29825 | 995559 |
| †OraSure Technologies, Inc. | 53006 | 159018 |
| †Orthofix Medical, Inc. | 27318 | 313337 |
| †OrthoPediatrics Corp. | 11405 | 180997 |
| †Outset Medical, Inc. | 13700 | 52608 |
| †PROCEPT BioRobotics Corp. | 36000 | 900360 |
| †Pro-Dex, Inc. | 1500 | 73680 |
| †Pulmonx Corp. | 28500 | 36765 |
| †Pulse Biosciences, Inc. | 12115 | 261563 |
| †QuidelOrtho Corp. | 46000 | 755780 |
| †RxSight, Inc. | 24786 | 152682 |
| †Sanara Medtech, Inc. | 1900 | 32642 |
| †SANUWAVE Health, Inc. | 5500 | 95095 |
| †Shoulder Innovations, Inc. | 700 | 10171 |
| †SI-BONE, Inc. | 26400 | 333432 |
| †Sight Sciences, Inc. | 27900 | 105183 |
| †STAAR Surgical Co. | 24999 | 467481 |
| †Stereotaxis, Inc. | 43500 | 80040 |
| †Strive, Inc. Class A | 34630 | 346993 |
| &nbsp;&nbsp; †Tactile Systems Technology, <br> Inc.<br>| 15300 | 399789 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| †Tandem Diabetes Care, Inc. | 45900 | $879903 |
| †TransMedics Group, Inc. | 22600 | 2246666 |
| &nbsp;&nbsp; †Treace Medical Concepts, <br> Inc.<br>| 36200 | 48508 |
| †UFP Technologies, Inc. | 5040 | 975744 |
| Utah Medical Products, Inc. | 1515 | 93915 |
| †Varex Imaging Corp. | 28200 | 299202 |
|  |  | **45794091** |
| **Health Care Providers & Services–3.03%** | **Health Care Providers & Services–3.03%** | **Health Care Providers & Services–3.03%** |
| †Accendra Health, Inc. | 52154 | 118911 |
| †AdaptHealth Corp. | 68700 | 817530 |
| †Addus HomeCare Corp. | 12400 | 1161260 |
| †agilon health, Inc. | 8344 | 66001 |
| †AirSculpt Technologies, Inc. | 10100 | 28583 |
| †Alignment Healthcare, Inc. | 123500 | 2176070 |
| &nbsp;&nbsp; †AMN Healthcare Services, <br> Inc.<br>| 26474 | 485533 |
| †Ardent Health, Inc. | 16400 | 140384 |
| †Astrana Health, Inc. | 27900 | 684108 |
| &nbsp;&nbsp; †Aveanna Healthcare Holdings, <br> Inc.<br>| 40900 | 263396 |
| &nbsp;&nbsp; †BrightSpring Health Services, <br> Inc.<br>| 85700 | 3651677 |
| †Brookdale Senior Living, Inc. | 157100 | 2149128 |
| †Castle Biosciences, Inc. | 19400 | 476270 |
| &nbsp;&nbsp; †Clover Health Investments <br> Corp.<br>| 278200 | 489632 |
| &nbsp;&nbsp; †Community Health Systems, <br> Inc.<br>| 88300 | 259602 |
| &nbsp;&nbsp; Concentra Group Holdings <br> Parent, Inc.<br>| 77473 | 1661796 |
| †CorVel Corp. | 19858 | 1085240 |
| &nbsp;&nbsp; †Cross Country Healthcare, <br> Inc.<br>| 21617 | 203200 |
| †DocGo, Inc. | 75400 | 47434 |
| †Enhabit, Inc. | 34700 | 488923 |
| Ensign Group, Inc. | 37333 | 7522600 |
| †Fulgent Genetics, Inc. | 14400 | 228960 |
| †GeneDx Holdings Corp. | 12800 | 822016 |
| †Guardant Health, Inc. | 81700 | 7546629 |
| &nbsp;&nbsp; †Guardian Pharmacy Services, <br> Inc. Class A<br>| 13200 | 497112 |
| †HealthEquity, Inc. | 56230 | 4699141 |
| †Hims & Hers Health, Inc. | 136600 | 2835816 |
| †Innovage Holding Corp. | 13900 | 111478 |
| †Joint Corp. | 10300 | 91155 |
| &nbsp;&nbsp; †LifeStance Health Group, <br> Inc.<br>| 96700 | 615979 |
| &nbsp;&nbsp; †Lumexa Imaging Holdings, <br> Inc.<br>| 16800 | 144480 |
| †Nano-X Imaging Ltd. | 42200 | 95794 |
| National HealthCare Corp. | 8675 | 1385398 |
| National Research Corp. | 8737 | 148354 |
| †NeoGenomics, Inc. | 88165 | 654184 |

---

*LVIP SSGA Small-Cap Index Fund–12*

------

**LVIP SSGA Small-Cap Index 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)** |
| †Nutex Health, Inc. | 2300 | $218592 |
| †Omada Health, Inc. | 22100 | 277797 |
| †Oncology Institute, Inc. | 46500 | 142755 |
| †OPKO Health, Inc. | 267100 | 304494 |
| †Option Care Health, Inc. | 106307 | 2861784 |
| †PACS Group, Inc. | 29900 | 960388 |
| &nbsp;&nbsp; †Pediatrix Medical Group, <br> Inc.<br>| 57200 | 1223508 |
| †Pennant Group, Inc. | 23366 | 712196 |
| †Privia Health Group, Inc. | 77200 | 1588004 |
| †Progyny, Inc. | 51200 | 869376 |
| †RadNet, Inc. | 45100 | 2520639 |
| &nbsp;&nbsp; Select Medical Holdings <br> Corp.<br>| 70967 | 1156052 |
| †Sonida Senior Living, Inc. | 3400 | 109650 |
| †Strata Critical Medical, Inc. | 44600 | 186428 |
| †Surgery Partners, Inc. | 53200 | 634144 |
| †Talkspace, Inc. | 91200 | 471960 |
| U.S. Physical Therapy, Inc. | 10349 | 775761 |
| †Viemed Healthcare, Inc. | 24500 | 225645 |
|  |  | **59092947** |
| **Health Care REITs–1.05%** | **Health Care REITs–1.05%** | **Health Care REITs–1.05%** |
| &nbsp;&nbsp; American Healthcare REIT, <br> Inc.<br>| 116500 | 5494140 |
| CareTrust REIT, Inc. | 148771 | 5452457 |
| Chiron Real Estate, Inc. | 8640 | 285811 |
| &nbsp;&nbsp; Community Healthcare Trust, <br> Inc.<br>| 16610 | 263933 |
| Diversified Healthcare Trust | 150700 | 1000648 |
| LTC Properties, Inc. | 30673 | 1139809 |
| &nbsp;&nbsp; National Health Investors, <br> Inc.<br>| 31034 | 2509409 |
| Sabra Health Care REIT, Inc. | 160677 | 3089819 |
| Sila Realty Trust, Inc. | 38200 | 904576 |
| Strawberry Fields REIT, Inc. | 4500 | 53550 |
| &nbsp;&nbsp; Universal Health Realty <br> Income Trust<br>| 8673 | 350996 |
|  |  | **20545148** |
| **Health Care Technology–0.24%** | **Health Care Technology–0.24%** | **Health Care Technology–0.24%** |
| †Claritev Corp. | 5100 | 83334 |
| †Definitive Healthcare Corp. | 25200 | 30996 |
| †Evolent Health, Inc. Class A | 80900 | 184452 |
| †Health Catalyst, Inc. | 45100 | 57277 |
| HealthStream, Inc. | 16345 | 338505 |
| †HeartFlow, Inc. | 11300 | 274929 |
| †LifeMD, Inc. | 27500 | 99275 |
| †OptimizeRx Corp. | 11100 | 69708 |
| †Phreesia, Inc. | 39000 | 326820 |
| †Schrodinger, Inc. | 39000 | 443040 |
| †Simulations Plus, Inc. | 11800 | 139476 |
| †Teladoc Health, Inc. | 121400 | 661630 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** |
| †TruBridge, Inc. | 7600 | $111264 |
| †Waystar Holding Corp. | 74100 | 1786551 |
|  |  | **4607257** |
| **Hotel & Resort REITs–0.57%** | **Hotel & Resort REITs–0.57%** | **Hotel & Resort REITs–0.57%** |
| Apple Hospitality REIT, Inc. | 148800 | 1712688 |
| &nbsp;&nbsp; Braemar Hotels & Resorts, <br> Inc.<br>| 41400 | 97704 |
| Chatham Lodging Trust | 17731 | 139543 |
| DiamondRock Hospitality Co. | 139174 | 1304060 |
| Pebblebrook Hotel Trust | 74160 | 936641 |
| RLJ Lodging Trust | 85155 | 631850 |
| &nbsp;&nbsp; Ryman Hospitality Properties, <br> Inc.<br>| 40806 | 3765170 |
| Service Properties Trust | 107000 | 144985 |
| &nbsp;&nbsp; Summit Hotel Properties, <br> Inc.<br>| 73573 | 325193 |
| &nbsp;&nbsp; Sunstone Hotel Investors, <br> Inc.<br>| 122892 | 1107257 |
| Xenia Hotels & Resorts, Inc. | 65104 | 965492 |
|  |  | **11130583** |
| **Hotels, Restaurants & Leisure–1.55%** | **Hotels, Restaurants & Leisure–1.55%** | **Hotels, Restaurants & Leisure–1.55%** |
| †Accel Entertainment, Inc. | 33400 | 364394 |
| †Bally's Corp. | 5400 | 52056 |
| †Biglari Holdings, Inc. Class B | 485 | 159851 |
| †BJ's Restaurants, Inc. | 13059 | 458371 |
| &nbsp;&nbsp; †Black Rock Coffee Bar, Inc. <br> Class A<br>| 7800 | 100776 |
| Bloomin' Brands, Inc. | 57452 | 310241 |
| Brightstar Lottery PLC | 66900 | 852306 |
| †Brinker International, Inc. | 28600 | 4083222 |
| Cheesecake Factory, Inc. | 30974 | 1695827 |
| &nbsp;&nbsp; Cracker Barrel Old Country <br> Store, Inc.<br>| 15262 | 429015 |
| &nbsp;&nbsp; †Dave & Buster's <br> Entertainment, Inc.<br>| 18800 | 203604 |
| Dine Brands Global, Inc. | 10332 | 271112 |
| †El Pollo Loco Holdings, Inc. | 19700 | 273042 |
| &nbsp;&nbsp; †First Watch Restaurant <br> Group, Inc.<br>| 33600 | 352128 |
| †Genius Sports Ltd. | 148600 | 658298 |
| &nbsp;&nbsp; †Global Business Travel Group <br> I<br>| 75100 | 419058 |
| Golden Entertainment, Inc. | 13400 | 357646 |
| †Hilton Grand Vacations, Inc. | 41100 | 1607832 |
| †Inspired Entertainment, Inc. | 17100 | 121923 |
| †Jack in the Box, Inc. | 12315 | 119086 |
| Krispy Kreme, Inc. | 54400 | 184416 |
| †Kura Sushi USA, Inc. Class A | 4300 | 300097 |
| &nbsp;&nbsp; †Life Time Group Holdings, <br> Inc.<br>| 99997 | 2693919 |
| &nbsp;&nbsp; †Lindblad Expeditions <br> Holdings, Inc.<br>| 26100 | 451530 |

---

*LVIP SSGA Small-Cap Index Fund–13*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **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)** |
| &nbsp;&nbsp; Marriott Vacations Worldwide <br> Corp.<br>| 18800 | $1224256 |
| &nbsp;&nbsp; Monarch Casino & Resort, <br> Inc.<br>| 7984 | 763270 |
| Nathan's Famous, Inc. | 800 | 80584 |
| †Navan, Inc. Class A | 22600 | 299224 |
| &nbsp;&nbsp; Papa John's International, <br> Inc.<br>| 22422 | 726697 |
| †Portillo's, Inc. Class A | 41100 | 217419 |
| &nbsp;&nbsp; †Pursuit Attractions & <br> Hospitality, Inc.<br>| 14313 | 524285 |
| &nbsp;&nbsp; RCI Hospitality Holdings, <br> Inc.<br>| 5500 | 125455 |
| &nbsp;&nbsp; Red Rock Resorts, Inc. <br> Class A<br>| 31900 | 1702184 |
| †Rush Street Interactive, Inc. | 60900 | 1324575 |
| †Sabre Corp. | 252200 | 365690 |
| †Serve Robotics, Inc. | 41000 | 346040 |
| †Shake Shack, Inc. Class A | 26200 | 2317914 |
| &nbsp;&nbsp; †Six Flags Entertainment <br> Corp.<br>| 64740 | 1149135 |
| Super Group SGHC Ltd. | 107700 | 1163160 |
| †Sweetgreen, Inc. Class A | 71700 | 372123 |
| †Target Hospitality Corp. | 22400 | 207872 |
| †United Parks & Resorts, Inc. | 18662 | 609501 |
| &nbsp;&nbsp; †Xponential Fitness, Inc. <br> Class A<br>| 17900 | 107758 |
|  |  | **30146892** |
| **Household Durables–1.57%** | **Household Durables–1.57%** | **Household Durables–1.57%** |
| &nbsp;&nbsp; Bassett Furniture Industries, <br> Inc.<br>| 6100 | 86315 |
| †Beazer Homes USA, Inc. | 18719 | 360154 |
| †Cavco Industries, Inc. | 5226 | 2530899 |
| Century Communities, Inc. | 17638 | 1012068 |
| †Champion Homes, Inc. | 37634 | 2798841 |
| Cricut, Inc. Class A | 30000 | 112200 |
| &nbsp;&nbsp; †Dream Finders Homes, Inc. <br> Class A<br>| 18000 | 250560 |
| Ethan Allen Interiors, Inc. | 14432 | 321256 |
| Flexsteel Industries, Inc. | 2300 | 103362 |
| †Green Brick Partners, Inc. | 21082 | 1358735 |
| &nbsp;&nbsp; Hamilton Beach Brands <br> Holding Co. Class A<br>| 4700 | 89065 |
| †Helen of Troy Ltd. | 15898 | 229249 |
| &nbsp;&nbsp; †Hovnanian Enterprises, Inc. <br> Class A<br>| 3300 | 366003 |
| &nbsp;&nbsp; Installed Building Products, <br> Inc.<br>| 15438 | 4093386 |
| KB Home | 41336 | 2139138 |
| La-Z-Boy, Inc. | 27433 | 881697 |
| †Legacy Housing Corp. | 4160 | 84989 |
| Leggett & Platt, Inc. | 91100 | 900068 |
| †LGI Homes, Inc. | 14100 | 557373 |
| †Lovesac Co. | 8400 | 124068 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| †M/I Homes, Inc. | 17574 | $2151936 |
| Meritage Homes Corp. | 44568 | 2756085 |
| †Sonos, Inc. | 81036 | 1085882 |
| †Taylor Morrison Home Corp. | 62200 | 3622528 |
| †Traeger, Inc. | 472 | 13688 |
| †Tri Pointe Homes, Inc. | 56052 | 2619310 |
|  |  | **30648855** |
| **Household Products–0.28%** | **Household Products–0.28%** | **Household Products–0.28%** |
| †Central Garden & Pet Co. | 39452 | 1303829 |
| Energizer Holdings, Inc. | 42600 | 699492 |
| Oil-Dri Corp. of America | 6900 | 449121 |
| &nbsp;&nbsp; Spectrum Brands Holdings, <br> Inc.<br>| 14900 | 1098130 |
| WD-40 Co. | 9238 | 1883998 |
|  |  | **5434570** |
| **Independent Power and Renewable Electricity Producers–0.25%** | **Independent Power and Renewable Electricity Producers–0.25%** | **Independent Power and Renewable Electricity Producers–0.25%** |
| †Hallador Energy Co. | 21300 | 346764 |
| †Montauk Renewables, Inc. | 47600 | 54740 |
| Ormat Technologies, Inc. | 40460 | 4528283 |
|  |  | **4929787** |
| **Industrial Conglomerates–0.03%** | **Industrial Conglomerates–0.03%** | **Industrial Conglomerates–0.03%** |
| &nbsp;&nbsp; Brookfield Business Corp. <br> Class A<br>| 16200 | 512568 |
|  |  | **512568** |
| **Industrial REITs–0.38%** | **Industrial REITs–0.38%** | **Industrial REITs–0.38%** |
| &nbsp;&nbsp; Industrial Logistics <br> Properties Trust<br>| 36100 | 205048 |
| &nbsp;&nbsp; Innovative Industrial <br> Properties, Inc.<br>| 18700 | 937992 |
| LXP Industrial Trust | 39357 | 1820655 |
| One Liberty Properties, Inc. | 12507 | 268400 |
| Terreno Realty Corp. | 67634 | 4154080 |
|  |  | **7386175** |
| **Insurance–1.79%** | **Insurance–1.79%** | **Insurance–1.79%** |
| &nbsp;&nbsp; Abacus Global Management, <br> Inc.<br>| 21100 | 166268 |
| &nbsp;&nbsp; American Coastal Insurance <br> Corp. Class C<br>| 16500 | 185625 |
| &nbsp;&nbsp; American Integrity Insurance <br> Group, Inc.<br>| 2000 | 38560 |
| AMERISAFE, Inc. | 12799 | 426591 |
| &nbsp;&nbsp; †Ategrity Specialty <br> Holdings LLC<br>| 600 | 11862 |
| &nbsp;&nbsp; †Baldwin Insurance Group, <br> Inc.<br>| 63500 | 1393190 |
| &nbsp;&nbsp; †Bowhead Specialty Holdings, <br> Inc.<br>| 11800 | 264674 |
| †Citizens, Inc. | 33000 | 165990 |
| CNO Financial Group, Inc. | 62312 | 2558531 |
| Crawford & Co. Class A | 11700 | 116649 |

---

*LVIP SSGA Small-Cap Index Fund–14*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Donegal Group, Inc. Class A | 11946 | $205232 |
| †eHealth, Inc. | 21600 | 27864 |
| Employers Holdings, Inc. | 15427 | 634667 |
| F&G Annuities & Life, Inc. | 24800 | 627936 |
| &nbsp;&nbsp; Fidelis Insurance Holdings <br> Ltd.<br>| 38500 | 735735 |
| &nbsp;&nbsp; †Genworth Financial, Inc. <br> Class A<br>| 261400 | 2122568 |
| †GoHealth, Inc. Class A | 3300 | 4983 |
| &nbsp;&nbsp; †Goosehead Insurance, Inc. <br> Class A<br>| 16100 | 686826 |
| &nbsp;&nbsp; †Greenlight Capital Re Ltd. <br> Class A<br>| 17657 | 305290 |
| &nbsp;&nbsp; Hamilton Insurance Group <br> Ltd. Class B<br>| 28900 | 862087 |
| HCI Group, Inc. | 7307 | 1129735 |
| &nbsp;&nbsp; †Heritage Insurance Holdings, <br> Inc.<br>| 16700 | 438375 |
| †Hippo Holdings, Inc. | 12232 | 318766 |
| &nbsp;&nbsp; Horace Mann Educators <br> Corp.<br>| 27531 | 1175023 |
| Investors Title Co. | 1013 | 220165 |
| &nbsp;&nbsp; James River Group Holdings, <br> Inc.<br>| 26500 | 166950 |
| †Kestrel Group Ltd. | 1150 | 12420 |
| Kingstone Cos., Inc. | 8600 | 125302 |
| &nbsp;&nbsp; †Kingsway Financial Services, <br> Inc.<br>| 12800 | 133504 |
| †Lemonade, Inc. | 40900 | 2563612 |
| †MBIA, Inc. | 30884 | 182524 |
| Mercury General Corp. | 18200 | 1604330 |
| †NI Holdings, Inc. | 3500 | 45115 |
| †Octave Specialty Group, Inc. | 28593 | 132958 |
| †Oscar Health, Inc. Class A | 133400 | 1530098 |
| †Palomar Holdings, Inc. | 17400 | 2079300 |
| †ProAssurance Corp. | 31000 | 766320 |
| †Root, Inc. Class A | 7800 | 344526 |
| Safety Insurance Group, Inc. | 10199 | 740855 |
| &nbsp;&nbsp; Selective Insurance Group, <br> Inc.<br>| 40407 | 3046284 |
| †Selectquote, Inc. | 101700 | 64020 |
| †SiriusPoint Ltd. | 69900 | 1505646 |
| &nbsp;&nbsp; †Skyward Specialty Insurance <br> Group, Inc.<br>| 24100 | 1052688 |
| &nbsp;&nbsp; †Slide Insurance Holdings, <br> Inc.<br>| 46900 | 844200 |
| &nbsp;&nbsp; Stewart Information Services <br> Corp.<br>| 18939 | 1166264 |
| Tiptree, Inc. | 16546 | 279958 |
| †Trupanion, Inc. | 23961 | 613641 |
| United Fire Group, Inc. | 14021 | 519618 |
| &nbsp;&nbsp; Universal Insurance Holdings, <br> Inc.<br>| 17403 | 594487 |
|  |  | **34937812** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Interactive Media & Services–0.40%** | **Interactive Media & Services–0.40%** | **Interactive Media & Services–0.40%** |
| †Angi, Inc. | 23600 | $161660 |
| †Arena Group Holdings, Inc. | 10400 | 22568 |
| †Bumble, Inc. Class A | 48700 | 158762 |
| †Cargurus, Inc. | 52100 | 1774005 |
| †Cars.com, Inc. | 38100 | 309372 |
| †EverQuote, Inc. Class A | 17500 | 269850 |
| †fuboTV, Inc. Class A | 18850 | 178321 |
| †Getty Images Holdings, Inc. | 72300 | 57363 |
| †Grindr, Inc. | 22900 | 276861 |
| †MediaAlpha, Inc. Class A | 23060 | 214458 |
| †Nextdoor Holdings, Inc. | 155800 | 218120 |
| †QuinStreet, Inc. | 36011 | 432492 |
| †Rumble, Inc. | 62400 | 318240 |
| Shutterstock, Inc. | 18252 | 303166 |
| †Teads Holding Co. | 27500 | 18111 |
| †Travelzoo | 2800 | 16576 |
| †TripAdvisor, Inc. | 77600 | 827216 |
| †Webtoon Entertainment, Inc. | 11200 | 102928 |
| †Yelp, Inc. | 39100 | 967334 |
| †Ziff Davis, Inc. | 26687 | 1119787 |
| †ZipRecruiter, Inc. Class A | 44400 | 81696 |
|  |  | **7828886** |
| **IT Services–0.74%** | **IT Services–0.74%** | **IT Services–0.74%** |
| †Applied Digital Corp. | 158909 | 3772499 |
| †ASGN, Inc. | 28104 | 1087906 |
| †Backblaze, Inc. Class A | 34700 | 119715 |
| †BigBear.ai Holdings, Inc. | 292200 | 1028544 |
| †Commerce.com, Inc. | 46800 | 124956 |
| †Crexendo, Inc. | 11600 | 71572 |
| CSP, Inc. | 5600 | 48440 |
| †DigitalOcean Holdings, Inc. | 50400 | 4323312 |
| †Fastly, Inc. Class A | 94100 | 2734546 |
| †Grid Dynamics Holdings, Inc. | 44300 | 252510 |
| Hackett Group, Inc. | 16476 | 214353 |
| &nbsp;&nbsp; Information Services Group, <br> Inc.<br>| 25700 | 98688 |
| †Rackspace Technology, Inc. | 49600 | 48598 |
| †TSS, Inc. | 14100 | 183441 |
| †Tucows, Inc. Class A | 4500 | 77220 |
| †Unisys Corp. | 48854 | 101128 |
| †VTEX Class A | 41900 | 167600 |
| †Whitefiber, Inc. | 6600 | 78606 |
|  |  | **14533634** |
| **Leisure Products–0.41%** | **Leisure Products–0.41%** | **Leisure Products–0.41%** |
| Acushnet Holdings Corp. | 17300 | 1617204 |
| &nbsp;&nbsp; †American Outdoor Brands, <br> Inc.<br>| 8300 | 77522 |
| †Callaway Golf Co. | 89727 | 1245411 |
| Clarus Corp. | 23724 | 64529 |
| Escalade, Inc. | 6700 | 115039 |
| †Funko, Inc. Class A | 22600 | 71190 |
| JAKKS Pacific, Inc. | 3200 | 63744 |

---

*LVIP SSGA Small-Cap Index Fund–15*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** |
| &nbsp;&nbsp; Johnson Outdoors, Inc. <br> Class A<br>| 3386 | $157483 |
| †Latham Group, Inc. | 29900 | 160563 |
| †Malibu Boats, Inc. Class A | 13000 | 336960 |
| Marine Products Corp. | 5236 | 38066 |
| &nbsp;&nbsp; †MasterCraft Boat Holdings, <br> Inc.<br>| 10900 | 223559 |
| &nbsp;&nbsp; †Peloton Interactive, Inc. <br> Class A<br>| 268000 | 1149720 |
| Polaris, Inc. | 36100 | 1967450 |
| Smith & Wesson Brands, Inc. | 29632 | 424626 |
| Sturm Ruger & Co., Inc. | 9114 | 365380 |
|  |  | **8078446** |
| **Life Sciences Tools & Services–0.37%** | **Life Sciences Tools & Services–0.37%** | **Life Sciences Tools & Services–0.37%** |
| †10X Genomics, Inc. Class A | 74500 | 1581635 |
| &nbsp;&nbsp; †Adaptive Biotechnologies <br> Corp.<br>| 101400 | 1407432 |
| †Azenta, Inc. | 27800 | 587414 |
| †BioLife Solutions, Inc. | 27400 | 522792 |
| †Codexis, Inc. | 59000 | 96170 |
| †CryoPort, Inc. | 33000 | 273240 |
| †Cytek Biosciences, Inc. | 82000 | 358340 |
| †Fortrea Holdings, Inc. | 62400 | 587808 |
| &nbsp;&nbsp; †Ginkgo Bioworks Holdings, <br> Inc.<br>| 28400 | 174092 |
| †Lifecore Biomedical, Inc. | 19300 | 71796 |
| &nbsp;&nbsp; †Maravai LifeSciences <br> Holdings, Inc. Class A<br>| 76300 | 215929 |
| †MaxCyte, Inc. | 77600 | 54514 |
| Mesa Laboratories, Inc. | 3630 | 320964 |
| †OmniAb, Inc. | 68489 | 107528 |
| &nbsp;&nbsp; †Pacific Biosciences of <br> California, Inc.<br>| 188498 | 248817 |
| †Personalis, Inc. | 34700 | 221039 |
| †Quanterix Corp. | 26600 | 93632 |
| †Quantum-Si, Inc. | 91700 | 70976 |
| †Standard BioTools, Inc. | 208900 | 192042 |
|  |  | **7186160** |
| **Machinery–3.87%** | **Machinery–3.87%** | **Machinery–3.87%** |
| †3D Systems Corp. | 85822 | 161345 |
| Aebi Schmidt Holding AG | 24844 | 241235 |
| †AirJoule Technologies Corp. | 17100 | 42921 |
| Alamo Group, Inc. | 7035 | 1160564 |
| &nbsp;&nbsp; Albany International Corp. <br> Class A<br>| 18643 | 973351 |
| &nbsp;&nbsp; †Alliance Laundry Holdings, <br> Inc.<br>| 26300 | 545462 |
| Astec Industries, Inc. | 15669 | 843619 |
| &nbsp;&nbsp; Atmus Filtration <br> Technologies, Inc.<br>| 53800 | 3054226 |
| †Blue Bird Corp. | 20592 | 1169420 |
| †CECO Environmental Corp. | 20000 | 1191600 |
| †Chart Industries, Inc. | 29174 | 6031724 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| Columbus McKinnon Corp. | 19408 | $281998 |
| Douglas Dynamics, Inc. | 15649 | 658666 |
| Eastern Co. | 3900 | 78936 |
| †Energy Recovery, Inc. | 35700 | 359499 |
| Enerpac Tool Group Corp. | 35514 | 1295196 |
| Enpro, Inc. | 14009 | 3511356 |
| ESCO Technologies, Inc. | 17238 | 4850256 |
| Federal Signal Corp. | 39707 | 4293915 |
| Franklin Electric Co., Inc. | 25640 | 2363239 |
| †Gencor Industries, Inc. | 7900 | 118500 |
| Gorman-Rupp Co. | 14382 | 893554 |
| †Graham Corp. | 7100 | 560332 |
| Greenbrier Cos., Inc. | 19501 | 1026728 |
| Helios Technologies, Inc. | 22328 | 1444845 |
| †Hillman Solutions Corp. | 131800 | 1096576 |
| Hyster-Yale, Inc. | 8066 | 262226 |
| JBT Marel Corp. | 33992 | 4346557 |
| Kadant, Inc. | 7899 | 2309273 |
| Kennametal, Inc. | 51100 | 1846243 |
| †L.B. Foster Co. Class A | 6500 | 181350 |
| Lindsay Corp. | 7007 | 834323 |
| Luxfer Holdings PLC | 17200 | 209496 |
| †Manitowoc Co., Inc. | 24175 | 281639 |
| &nbsp;&nbsp; †Mayville Engineering Co., <br> Inc.<br>| 9100 | 163345 |
| †Microvast Holdings, Inc. | 133800 | 200700 |
| Miller Industries, Inc. | 7346 | 334610 |
| &nbsp;&nbsp; Mueller Water Products, Inc. <br> Class A<br>| 101027 | 2777232 |
| Omega Flex, Inc. | 2789 | 86571 |
| †Palladyne AI Corp. | 19900 | 120793 |
| Park-Ohio Holdings Corp. | 7200 | 173088 |
| †Proto Labs, Inc. | 16343 | 931878 |
| &nbsp;&nbsp; †Richtech Robotics, Inc. <br> Class B<br>| 102800 | 214852 |
| †SPX Technologies, Inc. | 31950 | 6388083 |
| Standex International Corp. | 8154 | 2078128 |
| Tennant Co. | 11881 | 788898 |
| Terex Corp. | 74158 | 4382738 |
| †Titan International, Inc. | 33900 | 234249 |
| Trinity Industries, Inc. | 52800 | 1699104 |
| Wabash National Corp. | 23340 | 201191 |
| &nbsp;&nbsp; Watts Water Technologies, <br> Inc. Class A<br>| 17854 | 5182838 |
| &nbsp;&nbsp; Worthington Enterprises, <br> Inc.<br>| 21308 | 1110999 |
|  |  | **75589467** |
| **Marine Transportation–0.26%** | **Marine Transportation–0.26%** | **Marine Transportation–0.26%** |
| &nbsp;&nbsp; †Costamare Bulkers Holdings <br> Ltd.<br>| 6280 | 97152 |
| Costamare, Inc. | 30300 | 512070 |
| &nbsp;&nbsp; Genco Shipping & Trading <br> Ltd.<br>| 21900 | 493845 |
| †Himalaya Shipping Ltd. | 20000 | 266000 |

---

*LVIP SSGA Small-Cap Index Fund–16*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Marine Transportation (continued)** | **Marine Transportation (continued)** | **Marine Transportation (continued)** |
| Matson, Inc. | 20400 | $3344376 |
| &nbsp;&nbsp; Pangaea Logistics Solutions <br> Ltd.<br>| 20200 | 143016 |
| Safe Bulkers, Inc. | 32700 | 206991 |
|  |  | **5063450** |
| **Media–0.90%** | **Media–0.90%** | **Media–0.90%** |
| †Advantage Solutions, Inc. | 3108 | 65703 |
| †AMC Networks, Inc. Class A | 21700 | 147343 |
| †Boston Omaha Corp. Class A | 15900 | 185712 |
| †Cable One, Inc. | 3600 | 328356 |
| †EchoStar Corp. Class A | 89800 | 10512886 |
| Emerald Holding, Inc. | 11500 | 51865 |
| &nbsp;&nbsp; Entravision Communications <br> Corp. Class A<br>| 47030 | 139679 |
| †EW Scripps Co. Class A | 42866 | 159462 |
| †Gambling.com Group Ltd. | 12500 | 48500 |
| Gray Media, Inc. | 58618 | 254402 |
| †Ibotta, Inc. Class A | 8500 | 254745 |
| †iHeartMedia, Inc. Class A | 78300 | 228636 |
| &nbsp;&nbsp; John Wiley & Sons, Inc. <br> Class A<br>| 26900 | 1024890 |
| †Magnite, Inc. | 95542 | 1135039 |
| National CineMedia, Inc. | 45500 | 138775 |
| †Newsmax, Inc. | 27500 | 143550 |
| †Nexxen International Ltd. | 18600 | 121272 |
| &nbsp;&nbsp; †Optimum Communications, <br> Inc. Class A<br>| 183500 | 238550 |
| †PubMatic, Inc. Class A | 25400 | 207772 |
| Scholastic Corp. | 12991 | 507429 |
| Sinclair, Inc. | 25200 | 326088 |
| †Stagwell, Inc. | 71000 | 446590 |
| †TechTarget, Inc. | 19198 | 74488 |
| †Thryv Holdings, Inc. | 24500 | 67130 |
| †USA TODAY Co., Inc. | 96524 | 680494 |
|  |  | **17489356** |
| **Metals & Mining–2.76%** | **Metals & Mining–2.76%** | **Metals & Mining–2.76%** |
| &nbsp;&nbsp; †Alpha Metallurgical <br> Resources, Inc.<br>| 7700 | 1580579 |
| &nbsp;&nbsp; †American Battery Technology <br> Co.<br>| 77400 | 215946 |
| Caledonia Mining Corp. PLC | 11500 | 259785 |
| †Century Aluminum Co. | 35658 | 2092768 |
| †Coeur Mining, Inc. | 676686 | 12701396 |
| Commercial Metals Co. | 73800 | 4533534 |
| &nbsp;&nbsp; †Compass Minerals <br> International, Inc.<br>| 20600 | 481010 |
| †Constellium SE | 91300 | 2244154 |
| †Contango Silver & Gold, Inc. | 5900 | 110625 |
| †Critical Metals Corp. | 30600 | 242964 |
| †Dakota Gold Corp. | 63200 | 319160 |
| Ferroglobe PLC | 82000 | 337840 |
| Friedman Industries, Inc. | 5300 | 93916 |
| Hecla Mining Co. | 420876 | 7840920 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| &nbsp;&nbsp; †Idaho Strategic Resources, <br> Inc.<br>| 9800 | $314776 |
| †Ivanhoe Electric, Inc. | 70200 | 829764 |
| Kaiser Aluminum Corp. | 10922 | 1316210 |
| †Lifezone Metals Ltd. | 18400 | 61824 |
| Materion Corp. | 13984 | 2022786 |
| †Metallus, Inc. | 23100 | 377454 |
| †NioCorp Developments Ltd. | 72700 | 324242 |
| †Novagold Resources, Inc. | 185600 | 1666688 |
| †Perpetua Resources Corp. | 56700 | 1594404 |
| &nbsp;&nbsp; †Ramaco Resources, Inc. <br> Class A<br>| 27200 | 420512 |
| Ryerson Holding Corp. | 30024 | 674940 |
| †SSR Mining, Inc. | 134700 | 3960180 |
| SunCoke Energy, Inc. | 57844 | 376564 |
| †Tredegar Corp. | 17730 | 140954 |
| †U.S. Antimony Corp. | 80300 | 701019 |
| †U.S. Gold Corp. | 8700 | 132153 |
| †USA Rare Earth, Inc. | 122300 | 1851010 |
| Vox Royalty Corp. | 31600 | 165584 |
| Warrior Met Coal, Inc. | 35000 | 3260250 |
| Worthington Steel, Inc. | 22408 | 680083 |
|  |  | **53925994** |
| **Mortgage Real Estate Investment Trusts (REITs)–0.84%** | **Mortgage Real Estate Investment Trusts (REITs)–0.84%** | **Mortgage Real Estate Investment Trusts (REITs)–0.84%** |
| &nbsp;&nbsp; †ACRES Commercial Realty <br> Corp.<br>| 4700 | 90804 |
| Adamas Trust, Inc. | 58345 | 429419 |
| &nbsp;&nbsp; Angel Oak Mortgage REIT, <br> Inc.<br>| 9300 | 76446 |
| &nbsp;&nbsp; Apollo Commercial Real <br> Estate Finance, Inc.<br>| 80581 | 850935 |
| Arbor Realty Trust, Inc. | 131300 | 1012323 |
| &nbsp;&nbsp; ARES Commercial Real <br> Estate Corp.<br>| 35689 | 171307 |
| &nbsp;&nbsp; ARMOUR Residential REIT, <br> Inc.<br>| 73585 | 1227398 |
| &nbsp;&nbsp; Blackstone Mortgage Trust, <br> Inc. Class A<br>| 107717 | 2062781 |
| BrightSpire Capital, Inc. | 88400 | 495040 |
| &nbsp;&nbsp; Chicago Atlantic Real Estate <br> Finance, Inc.<br>| 13100 | 148292 |
| Chimera Investment Corp. | 51666 | 648408 |
| †Claros Mortgage Trust, Inc. | 63100 | 150178 |
| Dynex Capital, Inc. | 132643 | 1692525 |
| Ellington Financial, Inc. | 80900 | 958665 |
| &nbsp;&nbsp; Franklin BSP Realty Trust, <br> Inc.<br>| 56130 | 476544 |
| &nbsp;&nbsp; Invesco Mortgage Capital, <br> Inc.<br>| 45553 | 368068 |
| &nbsp;&nbsp; KKR Real Estate Finance <br> Trust, Inc.<br>| 29300 | 179316 |
| Ladder Capital Corp. | 77189 | 754137 |
| Lument Finance Trust, Inc. | 36200 | 45612 |
| MFA Financial, Inc. | 71350 | 683533 |

---

*LVIP SSGA Small-Cap Index Fund–17*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **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) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** |
| &nbsp;&nbsp; Nexpoint Real Estate <br> Finance, Inc.<br>| 4300 | $57921 |
| Orchid Island Capital, Inc. | 123060 | 865112 |
| &nbsp;&nbsp; PennyMac Mortgage <br> Investment Trust<br>| 59821 | 697513 |
| Ready Capital Corp. | 100272 | 162441 |
| Redwood Trust, Inc. | 84125 | 471941 |
| Rithm Property Trust, Inc. | 5550 | 74314 |
| Seven Hills Realty Trust | 15000 | 123300 |
| Sunrise Realty Trust, Inc. | 8100 | 62127 |
| &nbsp;&nbsp; TPG Mortgage Investment <br> Trust, Inc.<br>| 19300 | 141083 |
| TPG RE Finance Trust, Inc. | 46200 | 360822 |
| &nbsp;&nbsp; Two Harbors Investment <br> Corp.<br>| 70500 | 805110 |
|  |  | **16343415** |
| **Multi-Utilities–0.46%** | **Multi-Utilities–0.46%** | **Multi-Utilities–0.46%** |
| Avista Corp. | 53926 | 2164590 |
| Black Hills Corp. | 49573 | 3440862 |
| &nbsp;&nbsp; Northwestern Energy Group, <br> Inc.<br>| 40806 | 2690747 |
| Unitil Corp. | 12041 | 629022 |
|  |  | **8925221** |
| **Office REITs–0.45%** | **Office REITs–0.45%** | **Office REITs–0.45%** |
| Brandywine Realty Trust | 116300 | 315173 |
| COPT Defense Properties | 77000 | 2356200 |
| Douglas Emmett, Inc. | 102900 | 969318 |
| &nbsp;&nbsp; Easterly Government <br> Properties, Inc.<br>| 23400 | 501462 |
| &nbsp;&nbsp; Empire State Realty Trust, <br> Inc. Class A<br>| 94400 | 490880 |
| &nbsp;&nbsp; Franklin Street Properties <br> Corp.<br>| 53800 | 35750 |
| &nbsp;&nbsp; †Hudson Pacific Properties, <br> Inc.<br>| 33428 | 197560 |
| JBG SMITH Properties | 40400 | 590244 |
| NET Lease Office Properties | 11000 | 126720 |
| Peakstone Realty Trust | 25600 | 534784 |
| &nbsp;&nbsp; †Piedmont Realty Trust, Inc. <br> Class A<br>| 83900 | 551223 |
| &nbsp;&nbsp; Postal Realty Trust, Inc. <br> Class A<br>| 15800 | 293248 |
| SL Green Realty Corp. | 48500 | 1791590 |
|  |  | **8754152** |
| **Oil, Gas & Consumable Fuels–4.10%** | **Oil, Gas & Consumable Fuels–4.10%** | **Oil, Gas & Consumable Fuels–4.10%** |
| Ardmore Shipping Corp. | 24300 | 370575 |
| †BKV Corp. | 13100 | 373612 |
| California Resources Corp. | 48818 | 3379182 |
| †Calumet, Inc. | 46700 | 1676530 |
| †Centrus Energy Corp. Class A | 11364 | 1972677 |
| †Clean Energy Fuels Corp. | 121095 | 300316 |
| †CNX Resources Corp. | 88100 | 3396255 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| &nbsp;&nbsp; †=Cobalt International Energy, <br> Inc.<br>| 1 | $0 |
| †Comstock Resources, Inc. | 50200 | 1058216 |
| Core Natural Resources, Inc. | 33972 | 3557888 |
| Crescent Energy Co. Class A | 168216 | 2270916 |
| †CVR Energy, Inc. | 20000 | 673000 |
| Delek U.S. Holdings, Inc. | 39562 | 1783059 |
| DHT Holdings, Inc. | 89400 | 1633338 |
| Diversified Energy Co. | 40300 | 702832 |
| Dorian LPG Ltd. | 25336 | 866491 |
| †Empire Petroleum Corp. | 12500 | 37000 |
| †Encore Energy Corp. | 129100 | 232380 |
| †Energy Fuels, Inc. | 154100 | 2812325 |
| Epsilon Energy Ltd. | 15100 | 93016 |
| Evolution Petroleum Corp. | 11700 | 53586 |
| &nbsp;&nbsp; Excelerate Energy, Inc. <br> Class A<br>| 16400 | 548088 |
| †FLEX LNG Ltd. | 20400 | 606084 |
| FutureFuel Corp. | 19108 | 73566 |
| †Gevo, Inc. | 156600 | 427518 |
| Golar LNG Ltd. | 64601 | 3495560 |
| &nbsp;&nbsp; Granite Ridge Resources, <br> Inc.<br>| 29200 | 171404 |
| †Green Plains, Inc. | 45493 | 748360 |
| †Gulfport Energy Corp. | 10400 | 2200328 |
| HighPeak Energy, Inc. | 11400 | 78660 |
| &nbsp;&nbsp; †Infinity Natural Resources, <br> Inc. Class A<br>| 9300 | 163773 |
| International Seaways, Inc. | 26836 | 1955808 |
| Kinetik Holdings, Inc. | 30242 | 1464015 |
| †Kolibri Global Energy, Inc. | 20100 | 110349 |
| †Kosmos Energy Ltd. | 321100 | 892658 |
| †Lightbridge Corp. | 17500 | 186550 |
| &nbsp;&nbsp; Magnolia Oil & Gas Corp. <br> Class A<br>| 117600 | 3712632 |
| Murphy Oil Corp. | 89400 | 3687750 |
| &nbsp;&nbsp; NACCO Industries, Inc. <br> Class A<br>| 2900 | 150713 |
| Navigator Holdings Ltd. | 18200 | 351806 |
| †New Fortress Energy, Inc. | 120100 | 70859 |
| †NextDecade Corp. | 116400 | 891624 |
| †NextNRG, Inc. | 15400 | 6160 |
| &nbsp;&nbsp; Nordic American Tankers <br> Ltd.<br>| 140998 | 826248 |
| Northern Oil & Gas, Inc. | 64100 | 1873643 |
| †OPAL Fuels, Inc. Class A | 4700 | 11844 |
| †Par Pacific Holdings, Inc. | 33135 | 2075576 |
| PBF Energy, Inc. Class A | 56500 | 2690530 |
| Peabody Energy Corp. | 80912 | 2666050 |
| †Prairie Operating Co. | 8700 | 17661 |
| &nbsp;&nbsp; †PrimeEnergy Resources <br> Corp.<br>| 300 | 69855 |
| &nbsp;&nbsp; †REX American Resources <br> Corp.<br>| 19400 | 884058 |

---

*LVIP SSGA Small-Cap Index Fund–18*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| &nbsp;&nbsp; Riley Exploration Permian, <br> Inc.<br>| 8400 | $306180 |
| †Sable Offshore Corp. | 82600 | 1364552 |
| SandRidge Energy, Inc. | 22600 | 368606 |
| Scorpio Tankers, Inc. | 30022 | 2241443 |
| SFL Corp. Ltd. | 82742 | 892786 |
| SM Energy Co. | 165400 | 5157172 |
| †Summit Midstream Corp. | 6400 | 193536 |
| †Talos Energy, Inc. | 86300 | 1360088 |
| Teekay Corp. Ltd. | 36600 | 446886 |
| Teekay Tankers Ltd. Class A | 16300 | 1195116 |
| †Uranium Energy Corp. | 315800 | 4263300 |
| VAALCO Energy, Inc. | 67700 | 429218 |
| †Verde Clean Fuels, Inc. | 1012 | 1710 |
| Vitesse Energy, Inc. | 16600 | 301456 |
| W&T Offshore, Inc. | 69736 | 237800 |
| World Kinect Corp. | 36100 | 832827 |
|  |  | **79945600** |
| **Paper & Forest Products–0.07%** | **Paper & Forest Products–0.07%** | **Paper & Forest Products–0.07%** |
| †Clearwater Paper Corp. | 10451 | 150285 |
| †Magnera Corp. | 22500 | 213975 |
| Sylvamo Corp. | 22000 | 929280 |
|  |  | **1293540** |
| **Passenger Airlines–0.41%** | **Passenger Airlines–0.41%** | **Passenger Airlines–0.41%** |
| †Allegiant Travel Co. | 9684 | 784791 |
| †Frontier Group Holdings, Inc. | 49800 | 175794 |
| †JetBlue Airways Corp. | 202200 | 893724 |
| †Joby Aviation, Inc. | 388900 | 3212314 |
| †SkyWest, Inc. | 26692 | 2451127 |
| &nbsp;&nbsp; †Sun Country Airlines <br> Holdings, Inc.<br>| 34700 | 573244 |
|  |  | **8090994** |
| **Personal Care Products–0.21%** | **Personal Care Products–0.21%** | **Personal Care Products–0.21%** |
| †Beauty Health Co. | 80900 | 72001 |
| Edgewell Personal Care Co. | 30100 | 642334 |
| †Herbalife Ltd. | 69800 | 1027456 |
| †Honest Co., Inc. | 67000 | 196980 |
| Interparfums, Inc. | 12393 | 1125780 |
| Lifevantage Corp. | 4900 | 21168 |
| †Medifast, Inc. | 5987 | 61008 |
| &nbsp;&nbsp; †Nature's Sunshine Products, <br> Inc.<br>| 9740 | 233663 |
| †Niagen Bioscience, Inc. | 37200 | 164052 |
| &nbsp;&nbsp; Nu Skin Enterprises, Inc. <br> Class A<br>| 23900 | 173992 |
| †Olaplex Holdings, Inc. | 100000 | 203000 |
| †USANA Health Sciences, Inc. | 7205 | 125871 |
| †Waldencast PLC Class A | 19600 | 18614 |
|  |  | **4065919** |
| **Pharmaceuticals–2.43%** | **Pharmaceuticals–2.43%** | **Pharmaceuticals–2.43%** |
| †Aardvark Therapeutics, Inc. | 7300 | 27521 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| †Aclaris Therapeutics, Inc. | 67000 | $251250 |
| †Alumis, Inc. | 45443 | 1001109 |
| &nbsp;&nbsp; †Amneal Pharmaceuticals, <br> Inc.<br>| 101502 | 1261670 |
| &nbsp;&nbsp; †Amphastar Pharmaceuticals, <br> Inc.<br>| 24900 | 487791 |
| &nbsp;&nbsp; †Amylyx Pharmaceuticals, <br> Inc.<br>| 58400 | 811760 |
| †ANI Pharmaceuticals, Inc. | 12500 | 961250 |
| †Aquestive Therapeutics, Inc. | 64000 | 265600 |
| †Arvinas, Inc. | 36400 | 385840 |
| †Atea Pharmaceuticals, Inc. | 48000 | 258240 |
| †Axsome Therapeutics, Inc. | 27700 | 4681854 |
| †BioAge Labs, Inc. | 14400 | 251856 |
| †Biote Corp. Class A | 20900 | 28215 |
| &nbsp;&nbsp; †Collegium Pharmaceutical, <br> Inc.<br>| 21500 | 711005 |
| †CorMedix, Inc. | 47500 | 322525 |
| &nbsp;&nbsp; †Crinetics Pharmaceuticals, <br> Inc.<br>| 64868 | 2356006 |
| †Definium Therapeutics, Inc. | 60600 | 1145340 |
| †Edgewise Therapeutics, Inc. | 46000 | 1449000 |
| †Enliven Therapeutics, Inc. | 25400 | 995680 |
| †Esperion Therapeutics, Inc. | 153100 | 419494 |
| †Eton Pharmaceuticals, Inc. | 18200 | 449176 |
| †Evolus, Inc. | 35000 | 143850 |
| †EyePoint, Inc. | 50300 | 648367 |
| †Fulcrum Therapeutics, Inc. | 27900 | 213993 |
| &nbsp;&nbsp; †Harmony Biosciences <br> Holdings, Inc.<br>| 30100 | 843101 |
| †Harrow, Inc. | 21600 | 761616 |
| &nbsp;&nbsp; †Indivior Pharmaceuticals, <br> Inc.<br>| 81800 | 2493264 |
| †Innoviva, Inc. | 49800 | 1160340 |
| †Journey Medical Corp. | 9700 | 45493 |
| †LB Pharmaceuticals, Inc. | 10600 | 261396 |
| †LENZ Therapeutics, Inc. | 10785 | 98682 |
| †Ligand Pharmaceuticals, Inc. | 12857 | 2566900 |
| †Liquidia Corp. | 43300 | 1634142 |
| †Maze Therapeutics, Inc. | 17600 | 525360 |
| †MBX Biosciences, Inc. | 19200 | 573120 |
| †MediWound Ltd. | 5200 | 83772 |
| †Nuvation Bio, Inc. | 164600 | 706134 |
| †Ocular Therapeutix, Inc. | 123200 | 1043504 |
| †Omeros Corp. | 42600 | 449856 |
| †Pacira BioSciences, Inc. | 26875 | 607375 |
| &nbsp;&nbsp; †Phathom Pharmaceuticals, <br> Inc.<br>| 27200 | 302192 |
| &nbsp;&nbsp; Phibro Animal Health Corp. <br> Class A<br>| 14100 | 779871 |
| &nbsp;&nbsp; †Prestige Consumer <br> Healthcare, Inc.<br>| 31755 | 1882119 |
| †Rapport Therapeutics, Inc. | 18800 | 588252 |
| †Septerna, Inc. | 14400 | 346032 |
| SIGA Technologies, Inc. | 30188 | 161506 |

---

*LVIP SSGA Small-Cap Index Fund–19*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **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>| 36390 | $1880999 |
| †Tarsus Pharmaceuticals, Inc. | 26400 | 1851960 |
| †Terns Pharmaceuticals, Inc. | 63600 | 3352992 |
| †Theravance Biopharma, Inc. | 26000 | 421980 |
| †=Third Harmonic Bio, Inc. | 15500 | 465 |
| †Trevi Therapeutics, Inc. | 59300 | 707449 |
| †Tvardi Therapeutics, Inc. | 2700 | 8586 |
| †WaVe Life Sciences Ltd. | 92700 | 672075 |
| &nbsp;&nbsp; †Xeris Biopharma Holdings, <br> Inc.<br>| 105200 | 610160 |
| †Zevra Therapeutics, Inc. | 39100 | 364412 |
|  |  | **47313497** |
| **Professional Services–1.43%** | **Professional Services–1.43%** | **Professional Services–1.43%** |
| Alight, Inc. Class A | 298300 | 173819 |
| †Asure Software, Inc. | 18600 | 159960 |
| &nbsp;&nbsp; Barrett Business Services, <br> Inc.<br>| 17028 | 496877 |
| †BlackSky Technology, Inc. | 19862 | 499728 |
| †CBIZ, Inc. | 33746 | 906080 |
| †Conduent, Inc. | 107000 | 136960 |
| CRA International, Inc. | 4351 | 704340 |
| &nbsp;&nbsp; CSG Systems International, <br> Inc.<br>| 16988 | 1358021 |
| Exponent, Inc. | 32985 | 2152271 |
| &nbsp;&nbsp; †Falcon's Beyond Global, Inc. <br> Class A<br>| 9400 | 132540 |
| †First Advantage Corp. | 54918 | 645836 |
| †Forrester Research, Inc. | 8333 | 47165 |
| †Franklin Covey Co. | 8480 | 133899 |
| HireQuest, Inc. | 4300 | 42914 |
| †Huron Consulting Group, Inc. | 11478 | 1463330 |
| †IBEX Holdings Ltd. | 6459 | 173230 |
| ICF International, Inc. | 12551 | 819455 |
| †Innodata, Inc. | 20600 | 795572 |
| Insperity, Inc. | 24367 | 658884 |
| Kelly Services, Inc. Class A | 22177 | 196266 |
| Kforce, Inc. | 11938 | 349067 |
| Korn Ferry | 34845 | 2193493 |
| †Legalzoom.com, Inc. | 82500 | 467775 |
| Maximus, Inc. | 36274 | 2325163 |
| †Mistras Group, Inc. | 7800 | 115284 |
| †Planet Labs PBC | 179900 | 5028205 |
| †RCM Technologies, Inc. | 3900 | 74646 |
| &nbsp;&nbsp; †Resolute Holdings <br> Management, Inc.<br>| 2825 | 458498 |
| Resources Connection, Inc. | 24989 | 93209 |
| †Skillsoft Corp. | 3100 | 13299 |
| †Spire Global, Inc. | 17300 | 217634 |
| †TIC Solutions, Inc. | 129594 | 852729 |
| TriNet Group, Inc. | 20222 | 736687 |
| †TrueBlue, Inc. | 21000 | 82110 |
| †TTEC Holdings, Inc. | 14560 | 36400 |
| †Upwork, Inc. | 83500 | 915160 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Professional Services (continued)** | **Professional Services (continued)** | **Professional Services (continued)** |
| †Verra Mobility Corp. | 105600 | $1509024 |
| †Willdan Group, Inc. | 9500 | 727320 |
|  |  | **27892850** |
| **Real Estate Management & Development–0.59%** | **Real Estate Management & Development–0.59%** | **Real Estate Management & Development–0.59%** |
| &nbsp;&nbsp; †American Realty Investors, <br> Inc.<br>| 1300 | 20085 |
| †Compass, Inc. Class A | 428536 | 3132598 |
| †Cushman & Wakefield Ltd. | 157080 | 1925801 |
| †Douglas Elliman, Inc. | 51900 | 85116 |
| eXp World Holdings, Inc. | 58200 | 348618 |
| †Forestar Group, Inc. | 13605 | 332506 |
| †FRP Holdings, Inc. | 7344 | 160687 |
| &nbsp;&nbsp; Kennedy-Wilson Holdings, <br> Inc.<br>| 82853 | 896469 |
| Marcus & Millichap, Inc. | 16700 | 444053 |
| &nbsp;&nbsp; †Maui Land & Pineapple Co., <br> Inc.<br>| 5600 | 86184 |
| Newmark Group, Inc. Class A | 99900 | 1497501 |
| &nbsp;&nbsp; †RE/MAX Holdings, Inc. <br> Class A<br>| 12698 | 73141 |
| †Real Brokerage, Inc. | 75300 | 188250 |
| RMR Group, Inc. Class A | 10668 | 165034 |
| &nbsp;&nbsp; †Seaport Entertainment <br> Group, Inc.<br>| 5000 | 107400 |
| St. Joe Co. | 25968 | 1630790 |
| †Stratus Properties, Inc. | 4200 | 128184 |
| †Tejon Ranch Co. | 13818 | 260331 |
| &nbsp;&nbsp; †Transcontinental Realty <br> Investors, Inc.<br>| 900 | 31392 |
|  |  | **11514140** |
| **Residential REITs–0.27%** | **Residential REITs–0.27%** | **Residential REITs–0.27%** |
| BRT Apartments Corp. | 7300 | 97382 |
| Centerspace | 10346 | 594378 |
| Clipper Realty, Inc. | 9600 | 28992 |
| &nbsp;&nbsp; Independence Realty Trust, <br> Inc.<br>| 160124 | 2384246 |
| &nbsp;&nbsp; NexPoint Residential Trust, <br> Inc.<br>| 15400 | 385000 |
| UMH Properties, Inc. | 54767 | 790288 |
| Veris Residential, Inc. | 51000 | 962370 |
|  |  | **5242656** |
| **Retail REITs–1.19%** | **Retail REITs–1.19%** | **Retail REITs–1.19%** |
| Acadia Realty Trust | 87315 | 1669463 |
| Alexander's, Inc. | 1476 | 348631 |
| &nbsp;&nbsp; CBL & Associates Properties, <br> Inc.<br>| 12700 | 488061 |
| Curbline Properties Corp. | 65750 | 1695692 |
| FrontView REIT, Inc. | 10500 | 162435 |
| Getty Realty Corp. | 36464 | 1159555 |
| InvenTrust Properties Corp. | 51775 | 1577067 |
| Kite Realty Group Trust | 144185 | 3539742 |
| Macerich Co. | 171603 | 3243297 |

---

*LVIP SSGA Small-Cap Index Fund–20*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Retail REITs (continued)** | **Retail REITs (continued)** | **Retail REITs (continued)** |
| NETSTREIT Corp. | 56800 | $1069544 |
| Phillips Edison & Co., Inc. | 82400 | 3083408 |
| Saul Centers, Inc. | 7066 | 230210 |
| SITE Centers Corp. | 22075 | 119205 |
| Tanger, Inc. | 75500 | 2565490 |
| Urban Edge Properties | 85900 | 1716282 |
| Whitestone REIT | 30471 | 492107 |
|  |  | **23160189** |
| **Semiconductors & Semiconductor Equipment–3.44%** | **Semiconductors & Semiconductor Equipment–3.44%** | **Semiconductors & Semiconductor Equipment–3.44%** |
| †ACM Research, Inc. Class A | 34100 | 1341835 |
| †Aehr Test Systems | 19300 | 715644 |
| †Aeluma, Inc. | 7500 | 98175 |
| &nbsp;&nbsp; †Alpha & Omega <br> Semiconductor Ltd.<br>| 17471 | 387157 |
| †Ambarella, Inc. | 27492 | 1415151 |
| †Ambiq Micro, Inc. | 12000 | 304920 |
| †Atomera, Inc. | 20300 | 77343 |
| †Axcelis Technologies, Inc. | 20933 | 1948444 |
| †Blaize Holdings, Inc. | 47200 | 85904 |
| †CEVA, Inc. | 16017 | 299198 |
| †Cohu, Inc. | 31213 | 955742 |
| &nbsp;&nbsp; †Credo Technology Group <br> Holding Ltd.<br>| 107200 | 10062864 |
| †Diodes, Inc. | 31065 | 2120497 |
| †FormFactor, Inc. | 51531 | 4997992 |
| †Ichor Holdings Ltd. | 23000 | 1072030 |
| †Impinj, Inc. | 18200 | 1869140 |
| &nbsp;&nbsp; †indie Semiconductor, Inc. <br> Class A<br>| 132900 | 427938 |
| †Kopin Corp. | 116200 | 261450 |
| &nbsp;&nbsp; Kulicke & Soffa Industries, <br> Inc.<br>| 34200 | 2247624 |
| †MaxLinear, Inc. | 56134 | 976170 |
| †Navitas Semiconductor Corp. | 135000 | 1183950 |
| NVE Corp. | 3000 | 196500 |
| †PDF Solutions, Inc. | 20957 | 685503 |
| †Penguin Solutions, Inc. | 35402 | 623075 |
| †Photronics, Inc. | 38360 | 1550128 |
| Power Integrations, Inc. | 37112 | 1900134 |
| †Rambus, Inc. | 71886 | 6184353 |
| †Rigetti Computing, Inc. | 215400 | 3024216 |
| †Semtech Corp. | 61823 | 4753570 |
| †Silicon Laboratories, Inc. | 21686 | 4513941 |
| †SiTime Corp. | 14960 | 5166436 |
| †SkyWater Technology, Inc. | 20100 | 550941 |
| †Synaptics, Inc. | 26152 | 1831686 |
| †Ultra Clean Holdings, Inc. | 30029 | 1867203 |
| †Veeco Instruments, Inc. | 40035 | 1355585 |
|  |  | **67052439** |
| **Software–4.43%** | **Software–4.43%** | **Software–4.43%** |
| †8x8, Inc. | 94905 | 157542 |
| A10 Networks, Inc. | 47738 | 1103703 |
| †ACI Worldwide, Inc. | 69278 | 2841091 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| Adeia, Inc. | 73516 | $1766590 |
| †Agilysys, Inc. | 17504 | 1245235 |
| †Airship AI Holdings, Inc. | 12900 | 29154 |
| †Alarm.com Holdings, Inc. | 31800 | 1373442 |
| †Alkami Technology, Inc. | 47000 | 736490 |
| †Amplitude, Inc. Class A | 64000 | 436480 |
| †Appian Corp. Class A | 26900 | 648559 |
| †Arteris, Inc. | 21000 | 345240 |
| †Asana, Inc. Class A | 55900 | 357760 |
| †AudioEye, Inc. | 6600 | 42042 |
| †AvePoint, Inc. | 94800 | 901548 |
| †Bit Digital, Inc. | 218400 | 286104 |
| &nbsp;&nbsp; †Bitdeer Technologies Group <br> Class A<br>| 65900 | 570035 |
| †Blackbaud, Inc. | 24871 | 960269 |
| †BlackLine, Inc. | 33983 | 1257371 |
| †Blend Labs, Inc. Class A | 137800 | 234260 |
| †Box, Inc. Class A | 93200 | 2203248 |
| †Braze, Inc. Class A | 56200 | 1326882 |
| †C3.ai, Inc. Class A | 83100 | 699702 |
| †Cerence, Inc. | 28600 | 180466 |
| &nbsp;&nbsp; †Chaince Digital Holdings, <br> Inc.<br>| 27600 | 109848 |
| †Cipher Digital, Inc. | 214600 | 2761902 |
| †Cleanspark, Inc. | 166900 | 1420319 |
| Clear Secure, Inc. Class A | 58200 | 2817462 |
| &nbsp;&nbsp; †Clearwater Analytics <br> Holdings, Inc. Class A<br>| 185439 | 4385632 |
| †Commvault Systems, Inc. | 29502 | 2297911 |
| &nbsp;&nbsp; †Consensus Cloud Solutions, <br> Inc.<br>| 12295 | 291883 |
| †Core Scientific, Inc. | 192000 | 2872320 |
| †CS Disco, Inc. | 15700 | 59974 |
| †Daily Journal Corp. | 830 | 400342 |
| †Digimarc Corp. | 11258 | 55277 |
| †Digital Turbine, Inc. | 73300 | 211104 |
| †Domo, Inc. Class B | 23700 | 72522 |
| †D-Wave Quantum, Inc. | 242800 | 3503604 |
| †eGain Corp. | 11100 | 87579 |
| †EverCommerce, Inc. | 10500 | 120015 |
| †Expensify, Inc. Class A | 46900 | 40798 |
| †Five9, Inc. | 50300 | 763051 |
| †Freshworks, Inc. Class A | 135300 | 1086459 |
| †Hut 8 Corp. | 64500 | 3025695 |
| †I3 Verticals, Inc. Class A | 16491 | 368739 |
| †Intapp, Inc. | 38600 | 991634 |
| InterDigital, Inc. | 17268 | 5214936 |
| †Kaltura, Inc. | 54500 | 66490 |
| †Life360, Inc. | 13000 | 530660 |
| †LiveRamp Holdings, Inc. | 39372 | 1044145 |
| †MARA Holdings, Inc. | 250800 | 2046528 |
| †Mitek Systems, Inc. | 30300 | 409050 |
| †N-able, Inc. | 48300 | 225561 |
| †NCR Voyix Corp. | 95300 | 603249 |
| †NextNav, Inc. | 64800 | 1038096 |

---

*LVIP SSGA Small-Cap Index Fund–21*

------

**LVIP SSGA Small-Cap Index 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)** |
| †ON24, Inc. | 25900 | $209790 |
| OneSpan, Inc. | 24057 | 253320 |
| †Ooma, Inc. | 17094 | 248718 |
| &nbsp;&nbsp; †Pagaya Technologies Ltd. <br> Class A<br>| 33300 | 387945 |
| †PagerDuty, Inc. | 56500 | 350865 |
| †PAR Technology Corp. | 27400 | 365242 |
| †Porch Group, Inc. | 57400 | 411558 |
| †Progress Software Corp. | 28000 | 718200 |
| †Q2 Holdings, Inc. | 40300 | 1906190 |
| †Qualys, Inc. | 24025 | 2110596 |
| †Rapid7, Inc. | 44000 | 242440 |
| †Red Violet, Inc. | 7700 | 266420 |
| ReposiTrak, Inc. | 8900 | 67640 |
| †Rezolve AI PLC | 119800 | 306688 |
| †Rimini Street, Inc. | 24516 | 80412 |
| †Riot Platforms, Inc. | 230700 | 2851452 |
| &nbsp;&nbsp; †=Sapiens International Corp. <br> NV<br>| 21600 | 939600 |
| &nbsp;&nbsp; †SEMrush Holdings, Inc. <br> Class A<br>| 29200 | 348648 |
| †Silvaco Group, Inc. | 4400 | 31152 |
| †SoundHound AI, Inc. Class A | 252500 | 1734675 |
| †SoundThinking, Inc. | 7700 | 50974 |
| †Sprinklr, Inc. Class A | 76600 | 459600 |
| †Sprout Social, Inc. Class A | 37900 | 216030 |
| †SPS Commerce, Inc. | 25702 | 1430830 |
| †Telos Corp. | 36100 | 151259 |
| †Tenable Holdings, Inc. | 80600 | 1363349 |
| †Terawulf, Inc. | 204500 | 2950935 |
| †Varonis Systems, Inc. | 78221 | 1679405 |
| †Vertex, Inc. Class A | 46500 | 552885 |
| &nbsp;&nbsp; †Via Transportation, Inc. <br> Class A<br>| 4700 | 70500 |
| &nbsp;&nbsp; †Viant Technology, Inc. <br> Class A<br>| 10200 | 114240 |
| †Weave Communications, Inc. | 42600 | 196812 |
| †WM Technology, Inc. | 65800 | 43323 |
| †Workiva, Inc. | 33800 | 2015494 |
| †Xperi, Inc. | 31206 | 174754 |
| †Yext, Inc. | 69100 | 265344 |
| &nbsp;&nbsp; †Zeta Global Holdings Corp. <br> Class A<br>| 139700 | 2224024 |
|  |  | **86417307** |
| **Specialized REITs–0.33%** | **Specialized REITs–0.33%** | **Specialized REITs–0.33%** |
| Farmland Partners, Inc. | 26400 | 296472 |
| &nbsp;&nbsp; Four Corners Property Trust, <br> Inc.<br>| 70200 | 1660230 |
| Gladstone Land Corp. | 23300 | 237660 |
| Outfront Media, Inc. | 99243 | 2629940 |
| Safehold, Inc. | 37934 | 513247 |
| &nbsp;&nbsp; Smartstop Self Storage REIT, <br> Inc.<br>| 36900 | 1117332 |
|  |  | **6454881** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Specialty Retail–1.90%** | **Specialty Retail–1.90%** | **Specialty Retail–1.90%** |
| &nbsp;&nbsp; †1-800-Flowers.com, Inc. <br> Class A<br>| 17864 | $54307 |
| &nbsp;&nbsp; †Abercrombie & Fitch Co. <br> Class A<br>| 30200 | 2759374 |
| &nbsp;&nbsp; Academy Sports & Outdoors, <br> Inc.<br>| 44800 | 2528960 |
| Advance Auto Parts, Inc. | 40600 | 2141650 |
| &nbsp;&nbsp; American Eagle Outfitters, <br> Inc.<br>| 107518 | 1795551 |
| †America's Car-Mart, Inc. | 5285 | 67278 |
| Arhaus, Inc. | 36500 | 247470 |
| Arko Corp. | 47200 | 262432 |
| &nbsp;&nbsp; †Asbury Automotive Group, <br> Inc.<br>| 12744 | 2490305 |
| †BARK, Inc. | 73200 | 37083 |
| &nbsp;&nbsp; †Barnes & Noble Education, <br> Inc.<br>| 11700 | 103311 |
| †Bed Bath & Beyond, Inc. | 42397 | 196722 |
| †Boot Barn Holdings, Inc. | 20318 | 2973742 |
| Buckle, Inc. | 20308 | 1022711 |
| Build-A-Bear Workshop, Inc. | 8600 | 322070 |
| Caleres, Inc. | 23151 | 244011 |
| &nbsp;&nbsp; Camping World Holdings, Inc. <br> Class A<br>| 41100 | 280713 |
| †Citi Trends, Inc. | 3400 | 147288 |
| &nbsp;&nbsp; Designer Brands, Inc. <br> Class A<br>| 23800 | 135422 |
| †Envela Corp. | 1800 | 29988 |
| †EVgo, Inc. | 88000 | 151360 |
| †Genesco, Inc. | 6432 | 186464 |
| Group 1 Automotive, Inc. | 7675 | 2537585 |
| Haverty Furniture Cos., Inc. | 9414 | 199388 |
| J Jill, Inc. | 3300 | 37818 |
| †Lands' End, Inc. | 6500 | 73060 |
| †MarineMax, Inc. | 12840 | 347450 |
| Monro, Inc. | 20549 | 329606 |
| &nbsp;&nbsp; †National Vision Holdings, <br> Inc.<br>| 51600 | 1336440 |
| &nbsp;&nbsp; †OneWater Marine, Inc. <br> Class A<br>| 8600 | 81270 |
| †Outdoor Holding Co. | 63000 | 126630 |
| &nbsp;&nbsp; †Petco Health & Wellness Co., <br> Inc.<br>| 55600 | 154568 |
| †RealReal, Inc. | 67100 | 609268 |
| †Revolve Group, Inc. | 27600 | 624036 |
| †Sally Beauty Holdings, Inc. | 66500 | 921025 |
| Shoe Carnival, Inc. | 13142 | 204884 |
| Signet Jewelers Ltd. | 26776 | 2266321 |
| †Sleep Number Corp. | 13446 | 24136 |
| &nbsp;&nbsp; Sonic Automotive, Inc. <br> Class A<br>| 9631 | 660398 |
| †Stitch Fix, Inc. Class A | 76700 | 253877 |
| †ThredUp, Inc. Class A | 66700 | 218776 |
| †Torrid Holdings, Inc. | 16000 | 28480 |
| Upbound Group, Inc. | 34810 | 628320 |

---

*LVIP SSGA Small-Cap Index Fund–22*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| †Urban Outfitters, Inc. | 41200 | $2610020 |
| †Victoria's Secret & Co. | 46700 | 2165012 |
| †Warby Parker, Inc. Class A | 66200 | 1394834 |
| Winmark Corp. | 1827 | 781134 |
| †Zumiez, Inc. | 9423 | 208814 |
|  |  | **37001362** |
| **Technology Hardware, Storage & Peripherals–0.59%** | **Technology Hardware, Storage & Peripherals–0.59%** | **Technology Hardware, Storage & Peripherals–0.59%** |
| †Corsair Gaming, Inc. | 32100 | 178155 |
| †CPI Card Group, Inc. | 3600 | 52236 |
| †Diebold Nixdorf, Inc. | 16400 | 1237216 |
| †Eastman Kodak Co. | 33300 | 301365 |
| GPGI, Inc. Class A | 118100 | 2019510 |
| Immersion Corp. | 14500 | 79170 |
| †IonQ, Inc. | 227500 | 6558825 |
| †Quantum Computing, Inc. | 136600 | 935710 |
| †Turtle Beach Corp. | 10000 | 101400 |
| Xerox Holdings Corp. | 86900 | 112101 |
|  |  | **11575688** |
| **Textiles, Apparel & Luxury Goods–0.52%** | **Textiles, Apparel & Luxury Goods–0.52%** | **Textiles, Apparel & Luxury Goods–0.52%** |
| †Capri Holdings Ltd. | 78600 | 1384932 |
| Carter's, Inc. | 24200 | 865392 |
| Ermenegildo Zegna NV | 43100 | 449102 |
| †Figs, Inc. Class A | 59900 | 884723 |
| G-III Apparel Group Ltd. | 23296 | 645299 |
| Kontoor Brands, Inc. | 36400 | 2558556 |
| Lakeland Industries, Inc. | 6800 | 55692 |
| Movado Group, Inc. | 8480 | 207081 |
| Oxford Industries, Inc. | 9466 | 364536 |
| Rocky Brands, Inc. | 4100 | 158752 |
| Steven Madden Ltd. | 47601 | 1614626 |
| Superior Group of Cos., Inc. | 5000 | 50800 |
| Wolverine World Wide, Inc. | 53471 | 872647 |
|  |  | **10112138** |
| **Tobacco–0.10%** | **Tobacco–0.10%** | **Tobacco–0.10%** |
| †Ispire Technology, Inc. | 15200 | 27968 |
| Turning Point Brands, Inc. | 11825 | 1026292 |
| Universal Corp. | 16542 | 871763 |
|  |  | **1926023** |
| **Trading Companies & Distributors–1.03%** | **Trading Companies & Distributors–1.03%** | **Trading Companies & Distributors–1.03%** |
| Alta Equipment Group, Inc. | 14590 | 78348 |
| †BlueLinx Holdings, Inc. | 5200 | 281736 |
| Boise Cascade Co. | 25146 | 1907324 |
| &nbsp;&nbsp; †Custom Truck One Source, <br> Inc.<br>| 42100 | 276597 |
| &nbsp;&nbsp; †Distribution Solutions Group, <br> Inc.<br>| 6996 | 183575 |
| †DNOW, Inc. | 125706 | 1497159 |
| †DXP Enterprises, Inc. | 8843 | 1235632 |
| EVI Industries, Inc. | 3600 | 74088 |
| GATX Corp. | 23400 | 3995316 |
| Global Industrial Co. | 7858 | 247684 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Trading Companies & Distributors (continued)** | **Trading Companies & Distributors (continued)** | **Trading Companies & Distributors (continued)** |
| Herc Holdings, Inc. | 21737 | $2163918 |
| †Hudson Technologies, Inc. | 26500 | 155820 |
| Karat Packaging, Inc. | 5100 | 142392 |
| McGrath RentCorp | 16640 | 1835059 |
| †NPK International, Inc. | 55841 | 809136 |
| &nbsp;&nbsp; Rush Enterprises, Inc. <br> Class A<br>| 45782 | 3017866 |
| †Titan Machinery, Inc. | 15070 | 251971 |
| †Transcat, Inc. | 6300 | 462735 |
| Willis Lease Finance Corp. | 1800 | 306468 |
| †Xometry, Inc. Class A | 29300 | 1196612 |
|  |  | **20119436** |
| **Transportation Infrastructure–0.01%** | **Transportation Infrastructure–0.01%** | **Transportation Infrastructure–0.01%** |
| †Sky Harbour Group Corp. | 14900 | 143487 |
|  |  | **143487** |
| **Water Utilities–0.35%** | **Water Utilities–0.35%** | **Water Utilities–0.35%** |
| American States Water Co. | 26179 | 1979656 |
| †Cadiz, Inc. | 32901 | 161544 |
| &nbsp;&nbsp; California Water Service <br> Group<br>| 40342 | 1829106 |
| Consolidated Water Co. Ltd. | 10700 | 354384 |
| Global Water Resources, Inc. | 8783 | 66663 |
| H2O America | 22815 | 1338556 |
| Middlesex Water Co. | 12431 | 647033 |
| †Pure Cycle Corp. | 14100 | 141846 |
| York Water Co. | 10237 | 311717 |
|  |  | **6830505** |
| **Wireless Telecommunication Services–0.16%** | **Wireless Telecommunication Services–0.16%** | **Wireless Telecommunication Services–0.16%** |
| †Gogo, Inc. | 49500 | 198990 |
| Spok Holdings, Inc. | 13900 | 151510 |
| &nbsp;&nbsp; Telephone & Data Systems, <br> Inc.<br>| 65700 | 2765970 |
|  |  | **3116470** |
| **Total Common Stock** <br>**(Cost $1,114,417,073)** | **Total Common Stock** <br>**(Cost $1,114,417,073)** | **1943724653** |
| **RIGHTS–0.00%** | **RIGHTS–0.00%** | **RIGHTS–0.00%** |
| †=Aduro Biotech, Inc. | 15060 | 5723 |
| †=Akero Therapeutics, Inc. | 49800 | 32370 |
| †=Alimera Sciences, Inc. | 16900 | 676 |
| †=Chinook Therapeutics, Inc. | 47760 | 0 |
| †=Gtx, Inc. | 828 | 1565 |
| †M-Tron Industries, Inc. | 1700 | 3570 |
| †=Tobira Therapeutics, Inc. | 7700 | 34881 |
| **Total Rights** <br>**(Cost $34,744)** | **Total Rights** <br>**(Cost $34,744)** | **78785** |

---

*LVIP SSGA Small-Cap Index Fund–23*

------

**LVIP SSGA Small-Cap Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **WARRANTS–0.00%** | **WARRANTS–0.00%** | **WARRANTS–0.00%** |
| &nbsp;&nbsp; †Nabors Industries Ltd. exp <br> 6/11/26 exercise price USD <br> 166.67<br>| 2445 | $948 |
| &nbsp;&nbsp; †=Pulse Biosciences, Inc. exp <br> 6/27/29 exercise price USD <br> 1.00<br>| 1477 | 7821 |
| **Total Warrants** <br>**(Cost $0)** | **Total Warrants** <br>**(Cost $0)** | **8769** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **MONEY MARKET FUND–0.33%** | **MONEY MARKET FUND–0.33%** | **MONEY MARKET FUND–0.33%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 6387715 | $6387715 |
| **Total Money Market Fund** <br>**(Cost $6,387,715)** | **Total Money Market Fund** <br>**(Cost $6,387,715)** | **6387715** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–99.97% (Cost $1,120,839,532)** | **1950199922** |
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.03%** | **597207** |
| **NET ASSETS APPLICABLE TO 55,654,704 SHARES OUTSTANDING–100.00%** | **$1950797129** |

---

&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:** |
| 70 | CME E-mini Russell 2000 Index Futures | &nbsp;&nbsp; $8792700 | &nbsp;&nbsp; $8738785 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $53915 | &nbsp;&nbsp; $— |

---

&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 SSGA Small-Cap Index Fund–24*

------

## 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 SSGA Small-Cap Index Fund

- **b. EDGAR series identifier (if any):** S000015974

- **c. LEI of Series:** XOQF2PFRA3OF885Z6D59

**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:** $1952994515.16

**Total Liabilities:** $819975.13

**Net Assets:** $1952174540.03

**Cash Not Reported:** $990809.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043863 | 5.32%                | 0.79%                | -5.04%               |
| Class ID C000043864 | 5.29%                | 0.77%                | -5.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7393194.54              | $99446507.89                               |
| Month 2  | $13485564.63             | $1605053.26                                |
| Month 3  | $9649346.33              | $-116183319.23                             |

### 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        |     25798 | NS      | $2823849.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                           | ACCO Brands Corp                                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     49424 | NS      | $148272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                                  | ACNB Corp                                                  | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $330303.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                         | ADMA Biologics Inc                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157500 | NS      | $1419075.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                                 | Absci Corp                                                 | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88000 | NS      | $264000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                           | ACV Auctions Inc                                           | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114900 | NS      | $487176.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                         | ABM Industries Inc                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     38323 | NS      | $1476201.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                           | ACM Research Inc                                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     34100 | NS      | $1341835.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust Inc                          | TPG Mortgage Investment Trust Inc                          | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               |  | US        |     19300 | NS      | $141083.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                           | AMC Networks Inc                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     21700 | NS      | $147343.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                             | AMC Entertainment Holdings Inc                             | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    320700 | NS      | $314286.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     26474 | NS      | $485533.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Co                                         | Outdoor Holding Co                                         | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     63000 | NS      | $126630.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                               | Gold.com Inc                                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     12800 | NS      | $513024.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                    | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12500 | NS      | $961250.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                   | Angi Inc                                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     23600 | NS      | $161660.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                   | ASGN Inc                                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     28104 | NS      | $1087905.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc                                            | aTyr Pharma Inc                                            | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |     67100 | NS      | $52338.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                           | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     47738 | NS      | $1103702.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                      | ATN International Inc                                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      6992 | NS      | $190322.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc                                           | ASP Isotopes Inc                                           | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |     60900 | NS      | $269178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                    | AZZ Inc                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     19245 | NS      | $2408126.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc                               | Abacus Global Management Inc                               | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $166268.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                     | Abercrombie & Fitch Co                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     30200 | NS      | $2759374.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc                                    | Abeona Therapeutics Inc                                    | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |     29500 | NS      | $132160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aardvark Therapeutics Inc                                  | Aardvark Therapeutics Inc                                  | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $27521.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                                       | Acacia Research Corp                                       | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     23100 | NS      | $111111.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                              | Academy Sports & Outdoors Inc                              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     44800 | NS      | $2528960.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                 | ACADIA Pharmaceuticals Inc                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     84800 | NS      | $1887648.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                        | Acadia Realty Trust                                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |     87315 | NS      | $1669462.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                    | Accel Entertainment Inc                                    | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33400 | NS      | $364394.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                                | Accuray Inc                                                | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     74500 | NS      | $28913.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     69278 | NS      | $2841090.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                   | Aclaris Therapeutics Inc                                   | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     67000 | NS      | $251250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                                           | Acme United Corp                                           | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |      2100 | NS      | $94311.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                        | ADTRAN Holdings Inc                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     51548 | NS      | $648473.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                               | ACRES Commercial Realty Corp                               | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               |  | US        |      4700 | NS      | $90804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Actuate Therapeutics Inc                                   | Actuate Therapeutics Inc                                   | CUSIP: 005083100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $4110.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                     | Acushnet Holdings Corp                                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     17300 | NS      | $1617204.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc                                          | TIC Solutions Inc                                          | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |    129594 | NS      | $852728.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                              | Adaptive Biotechnologies Corp                              | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    101400 | NS      | $1407432.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                           | AdaptHealth Corp                                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68700 | NS      | $817530.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     12400 | NS      | $1161260.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                                  | Adeia Inc                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73516 | NS      | $1766589.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                                | Covista Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     22717 | NS      | $2618134.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                     | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     40600 | NS      | $2141650.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                          | Aehr Test Systems                                          | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |     19300 | NS      | $715644.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc                                                    | Arq Inc                                                    | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |     22400 | NS      | $57344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                                     | Spyre Therapeutics Inc                                     | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |     45400 | NS      | $2289976.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                               | AdvanSix Inc                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     15300 | NS      | $373320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc                                                 | Aeluma Inc                                                 | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $98175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                    | Advantage Solutions Inc                                    | CUSIP: 00791N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3108 | NS      | $65703.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                             | Advanced Energy Industries Inc                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     24979 | NS      | $8060973.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                     | CONTRA ADURO BIOTECH I                                     | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |     15060 | NS      | $5722.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc                                       | Jade Biosciences Inc                                       | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20751 | NS      | $291551.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                          | AeroVironment Inc                                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     25045 | NS      | $4584487.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                               | AerSale Corp                                               | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23500 | NS      | $146170.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                      | Aeva Technologies Inc                                      | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |     25180 | NS      | $331368.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                               | Agilysys Inc                                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     17504 | NS      | $1245234.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                  | Agios Pharmaceuticals Inc                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     38700 | NS      | $1309221.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                          | agilon health Inc                                          | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8344 | NS      | $66001.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc                                    | Airship AI Holdings Inc                                    | CUSIP: 008940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $29154.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRO Group Holdings Inc                                    | AIRO Group Holdings Inc                                    | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |      3200 | NS      | $24336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                                 | AirSculpt Technologies Inc                                 | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $28583.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                    | Akebia Therapeutics Inc                                    | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    183000 | NS      | $254370.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                     | CONTRA AKERO THERAPEUT                                     | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |     49800 | NS      | $32370.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aktis Oncology Inc                                         | Aktis Oncology Inc                                         | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13600 | NS      | $243304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                            | Alamo Group Inc                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      7035 | NS      | $1160563.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                     | Alarm.com Holdings Inc                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     31800 | NS      | $1373442.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                  | Albany International Corp                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     18643 | NS      | $973351.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics Inc                                   | Aldeyra Therapeutics Inc                                   | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |     36000 | NS      | $60840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                                | Alector Inc                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     59889 | NS      | $128761.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                      | Alerus Financial Corp                                      | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     15900 | NS      | $376989.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                            | Alexander's Inc                                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |      1476 | NS      | $348631.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                                  | Alico Inc                                                  | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $160914.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                   | Alignment Healthcare Inc                                   | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123500 | NS      | $2176070.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                 | Alight Inc                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    298300 | NS      | $173819.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                      | Alkami Technology Inc                                      | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |     47000 | NS      | $736490.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALIMERA SCIENCE                                     | CONTRA ALIMERA SCIENCE                                     | CUSIP: 016CVR029<br>LEI: 5299005C650OO6FJ1R63 | N/A              | DE               |  | US        |     16900 | NS      | $676.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Allegiant Travel Co                                        | Allegiant Travel Co                                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9684 | NS      | $784791.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                               | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     30300 | NS      | $2269167.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc                              | Alliance Laundry Holdings Inc                              | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26300 | NS      | $545462.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                                | Allient Inc                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      9900 | NS      | $584991.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                  | Allogene Therapeutics Inc                                  | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93800 | NS      | $228872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                          | Alpha Metallurgical Resources Inc                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      7700 | NS      | $1580579.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                      | Alphatec Holdings Inc                                      | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     79300 | NS      | $862784.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc                           | Alpine Income Property Trust Inc                           | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               |  | US        |      6900 | NS      | $124200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                   | Alta Equipment Group Inc                                   | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     14590 | NS      | $78348.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                                              | Altimmune Inc                                              | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     52700 | NS      | $162316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc                                 | Optimum Communications Inc                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    183500 | NS      | $238550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                   | Oklo Inc                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81000 | NS      | $4016790.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc                                            | AlTi Global Inc                                            | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Long             | EC               | CORP              | US        |     26600 | NS      | $96292.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                       | Kinetik Holdings Inc                                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30242 | NS      | $1464015.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                                 | Alumis Inc                                                 | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45443 | NS      | $1001109.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                 | Amalgamated Financial Corp                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $618033.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                                 | Octave Specialty Group Inc                                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     28593 | NS      | $132957.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc                                            | Ambiq Micro Inc                                            | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |     12000 | NS      | $304920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                        | Amerant Bancorp Inc                                        | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |     22200 | NS      | $489288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                               | Ameresco Inc                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     22021 | NS      | $561535.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     35673 | NS      | $656739.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                                          | Dauch Corporation                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    147684 | NS      | $875766.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                             | American Battery Technology Co                             | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Long             | EC               | CORP              | US        |     77400 | NS      | $215946.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    107518 | NS      | $1795550.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc                     | American Integrity Insurance Group Inc                     | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      2000 | NS      | $38560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                                | American Outdoor Brands Inc                                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $77522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                              | American Public Education Inc                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     11900 | NS      | $676872.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc                              | American Realty Investors Inc                              | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $20085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     26179 | NS      | $1979655.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                               | American Superconductor Corp                               | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     29400 | NS      | $995190.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                     | American Vanguard Corp                                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     20395 | NS      | $50783.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                     | American Woodmark Corp                                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      9975 | NS      | $397304.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                                  | America's Car-Mart Inc/TX                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5285 | NS      | $67278.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                              | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     12799 | NS      | $426590.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                             | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     43212 | NS      | $3370103.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                                         | Ames National Corp                                         | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5900 | NS      | $166498.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                    | Amicus Therapeutics Inc                                    | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    199400 | NS      | $2883324.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                 | Amneal Pharmaceuticals Inc                                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    101502 | NS      | $1261669.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                              | Amphastar Pharmaceuticals Inc                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     24900 | NS      | $487791.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                              | Amplitude Inc                                              | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |     64000 | NS      | $436480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                                   | Amprius Technologies Inc                                   | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74200 | NS      | $1251012.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                 | Amylyx Pharmaceuticals Inc                                 | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58400 | NS      | $811760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                             | AnaptysBio Inc                                             | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     12700 | NS      | $704342.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                  | Anavex Life Sciences Corp                                  | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     58700 | NS      | $180209.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                          | Andersons Inc/The                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     21663 | NS      | $1554970.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc                                | Angel Oak Mortgage REIT Inc                                | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               |  | US        |      9300 | NS      | $76446.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                          | AngioDynamics Inc                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     27792 | NS      | $315995.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                     | Anika Therapeutics Inc                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      9395 | NS      | $136227.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                                | Annexon Inc                                                | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69700 | NS      | $386138.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anteris Technologies Global Corp                           | Anteris Technologies Global Corp                           | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52600 | NS      | $291930.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                                | Anterix Inc                                                | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      8000 | NS      | $305520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                     | Apogee Enterprises Inc                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     14447 | NS      | $484552.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                  | Apollo Commercial Real Estate Finance Inc                  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     80581 | NS      | $850935.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                         | Astrana Health Inc                                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     27900 | NS      | $684108.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                    | Apogee Therapeutics Inc                                    | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25700 | NS      | $2163169.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                                | Appian Corp                                                | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     26900 | NS      | $648559.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                 | Apple Hospitality REIT Inc                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    148800 | NS      | $1712688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                       | Applied Digital Corp                                       | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |    158909 | NS      | $3772499.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                | Applied Optoelectronics Inc                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     43900 | NS      | $3713501.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                                 | Aquestive Therapeutics Inc                                 | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64000 | NS      | $265600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                     | Arbutus Biopharma Corp                                     | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |    102200 | NS      | $459900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                     | Arbor Realty Trust Inc                                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |    131300 | NS      | $1012323.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                               | ArcBest Corp                                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     15175 | NS      | $1492613.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                                | Arcellx Inc                                                | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25500 | NS      | $2927910.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                        | Archer Aviation Inc                                        | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               | CORP              | US        |    402200 | NS      | $2079374.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                               | Archrock Inc                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    114002 | NS      | $3967269.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                 | Arcosa Inc                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     32000 | NS      | $3396480.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                                | Ardelyx Inc                                                | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    163300 | NS      | $978167.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                      | Arcus Biosciences Inc                                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51100 | NS      | $1103760.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                | Arcutis Biotherapeutics Inc                                | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74800 | NS      | $1762288.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                         | Arcturus Therapeutics Holdings Inc                         | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17000 | NS      | $131240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                          | Ardent Health Inc                                          | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $140384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                               | Arena Group Holdings Inc/The                               | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10400 | NS      | $22568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                  | Argan Inc                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      8924 | NS      | $4860456.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                           | Ares Commercial Real Estate Corp                           | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |     35689 | NS      | $171307.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                                 | Arhaus Inc                                                 | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36500 | NS      | $247470.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                                  | Arko Corp                                                  | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47200 | NS      | $262432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                      | Arlo Technologies Inc                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     67615 | NS      | $962161.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AH Realty Trust Inc                                        | AH Realty Trust Inc                                        | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     53200 | NS      | $292600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                                | ARMOUR Residential REIT Inc                                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     73585 | NS      | $1227397.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                     | Array Technologies Inc                                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    102700 | NS      | $742521.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc                                     | ArriVent Biopharma Inc                                     | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17000 | NS      | $392190.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                       | Arrow Financial Corp                                       | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     10979 | NS      | $368565.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                              | Arrowhead Pharmaceuticals Inc                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     89232 | NS      | $5594846.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                                | Arteris Inc                                                | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |     21000 | NS      | $345240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                      | Artisan Partners Asset Management Inc                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     42500 | NS      | $1546575.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                | Arvinas Inc                                                | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36400 | NS      | $385840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                  | Asana Inc                                                  | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     55900 | NS      | $357760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                | Asbury Automotive Group Inc                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     12744 | NS      | $2490305.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                         | Aspen Aerogels Inc                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47300 | NS      | $161766.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                       | Associated Banc-Corp                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    106700 | NS      | $2759262.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     15669 | NS      | $843618.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                             | Astronics Corp                                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     20805 | NS      | $1388317.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                         | Asure Software Inc                                         | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18600 | NS      | $159960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC                            | Ategrity Specialty Holdings LLC                            | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |       600 | NS      | $11862.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                   | Atea Pharmaceuticals Inc                                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $258240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                 | Atkore Inc                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     22900 | NS      | $1349039.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                                | Atlanta Braves Holdings Inc                                | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $174455.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                                | Atlanta Braves Holdings Inc                                | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31200 | NS      | $1332240.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                             | Atlantic Union Bankshares Corp                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91737 | NS      | $3278680.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                   | Atlanticus Holdings Corp                                   | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3715 | NS      | $194926.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                          | Atmus Filtration Technologies Inc                          | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53800 | NS      | $3054226.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                               | AtriCure Inc                                               | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |     33003 | NS      | $941575.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                                | Atomera Inc                                                | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20300 | NS      | $77343.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                                    | Atrium Therapeutics Inc                                    | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7850 | NS      | $104954.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                               | AudioEye Inc                                               | CUSIP: 050734201<br>LEI: 5299005WRMZCSB2PT464 | Long             | EC               | CORP              | US        |      6600 | NS      | $42042.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                       | Aura Biosciences Inc                                       | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27400 | NS      | $183306.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                | Aurinia Pharmaceuticals Inc                                | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     81400 | NS      | $1206348.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                         | Avanos Medical Inc                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     30200 | NS      | $423102.00    | 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        |     40900 | NS      | $263396.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                               | AvePoint Inc                                               | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94800 | NS      | $901548.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                         | Aviat Networks Inc                                         | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      8200 | NS      | $185402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                | Avient Corp                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     60802 | NS      | $2207112.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                | Avista Corp                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     53926 | NS      | $2164589.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc                                          | Avita Medical Inc                                          | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Long             | EC               | CORP              | US        |      1300 | NS      | $4810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                   | Axcelis Technologies Inc                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     20933 | NS      | $1948443.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                                 | Axogen Inc                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30200 | NS      | $1000526.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                    | Axsome Therapeutics Inc                                    | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     27700 | NS      | $4681854.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                         | Axos Financial Inc                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     35960 | NS      | $3059836.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                              | B&G Foods Inc                                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     55114 | NS      | $265098.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                            | BCB Bancorp Inc                                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      6100 | NS      | $54778.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                                    | Bicara Therapeutics Inc                                    | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22100 | NS      | $439569.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                        | BRT Apartments Corp                                        | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      7300 | NS      | $97382.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                                       | BK Technologies Corp                                       | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $141797.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baldwin Insurance Group Inc/The                            | Baldwin Insurance Group Inc/The                            | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63500 | NS      | $1393190.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                    | BRC Inc                                                    | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36900 | NS      | $28641.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BV Financial Inc                                           | BV Financial Inc                                           | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $84216.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                                   | BKV Corp                                                   | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |     13100 | NS      | $373612.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                                              | Backblaze Inc                                              | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34700 | NS      | $119715.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                           | Badger Meter Inc                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     19722 | NS      | $3004646.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Inc                                                  | Bakkt Inc                                                  | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9100 | NS      | $66976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                               | Balchem Corp                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     21609 | NS      | $3662293.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                               | Bally's Corp                                               | CUSIP: 05875B304<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |      5400 | NS      | $52056.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                             | BancFirst Corp                                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     14086 | NS      | $1528331.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                            | Bancorp Inc/The                                            | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     28347 | NS      | $1523084.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                              | Bandwidth Inc                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     19200 | NS      | $342144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                     | Banc of California Inc                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     86930 | NS      | $1528229.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                            | Bank First Corp                                            | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $837372.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                        | Bank of Hawaii Corp                                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     26700 | NS      | $1982475.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                      | Bank of Marin Bancorp                                      | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9598 | NS      | $245996.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                             | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     49200 | NS      | $2221872.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                                 | Bank7 Corp                                                 | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $115652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22219 | NS      | $1348248.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                               | Bankwell Financial Group Inc                               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      4700 | NS      | $228044.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                      | Bar Harbor Bankshares                                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11268 | NS      | $365646.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                               | Barnes & Noble Education Inc                               | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     11700 | NS      | $103311.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                              | Barrett Business Services Inc                              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     17028 | NS      | $496877.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Inc                           | Bassett Furniture Industries Inc                           | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $86315.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                                | BayCom Corp                                                | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      7500 | NS      | $222937.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                      | Beam Therapeutics Inc                                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65100 | NS      | $1551333.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                       | Beazer Homes USA Inc                                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     18719 | NS      | $360153.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                               | Bel Fuse Inc                                               | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1100 | NS      | $198220.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                               | Bel Fuse Inc                                               | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      7000 | NS      | $1385860.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                 | Belden Inc                                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     25942 | NS      | $2978919.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                  | Benchmark Electronics Inc                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     23866 | NS      | $1337927.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc                                      | Benitec Biopharma Inc                                      | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11300 | NS      | $120345.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                                      | Beacon Financial Corp                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     56547 | NS      | $1696410.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc                                           | Beta Bionics Inc                                           | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26100 | NS      | $261522.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Technologies Inc                                      | Beta Technologies Inc                                      | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22100 | NS      | $324870.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Better Home & Finance Holding Co                           | Better Home & Finance Holding Co                           | CUSIP: 08774B508<br>LEI: 529900VAMR5CW7WS5H57 | Long             | EC               | CORP              | US        |      3600 | NS      | $128232.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                                            | Beyond Meat Inc                                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |    257000 | NS      | $180311.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                              | BGC Group Inc                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    244900 | NS      | $2395122.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                                    | BigBear.ai Holdings Inc                                    | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |    292200 | NS      | $1028544.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                                           | Commerce.com Inc                                           | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     46800 | NS      | $124956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                                       | Biglari Holdings Inc                                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       485 | NS      | $159851.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                               | BioCryst Pharmaceuticals Inc                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    149386 | NS      | $1422154.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                      | BioLife Solutions Inc                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     27400 | NS      | $522792.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                                 | Biote Corp                                                 | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20900 | NS      | $28215.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                              | Bioventus Inc                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29600 | NS      | $270248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc                                            | BioAge Labs Inc                                            | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |     14400 | NS      | $251856.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                       | BJ's Restaurants Inc                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     13059 | NS      | $458370.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                           | Black Hills Corp                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     49573 | NS      | $3440861.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Rock Coffee Bar Inc                                  | Black Rock Coffee Bar Inc                                  | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $100776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                              | Blackbaud Inc                                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     24871 | NS      | $960269.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                              | BlackLine Inc                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     33983 | NS      | $1257371.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                              | Blackstone Mortgage Trust Inc                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |    107717 | NS      | $2062780.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                                    | BlackSky Technology Inc                                    | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19862 | NS      | $499727.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc                                | Strata Critical Medical Inc                                | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44600 | NS      | $186428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc                                        | Blaize Holdings Inc                                        | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47200 | NS      | $85904.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                             | Blend Labs Inc                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137800 | NS      | $234260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                          | Bloom Energy Corp                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    144845 | NS      | $19625049.05  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     57452 | NS      | $310240.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                             | Blue Bird Corp                                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     20592 | NS      | $1169419.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                       | Blue Foundry Bancorp                                       | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     12100 | NS      | $160204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                                  | Blue Ridge Bankshares Inc                                  | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $210000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                      | BlueLinx Holdings Inc                                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      5200 | NS      | $281736.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                           | Boise Cascade Co                                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     25146 | NS      | $1907324.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                     | Boot Barn Holdings Inc                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     20318 | NS      | $2973742.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                          | Boston Omaha Corp                                          | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |     15900 | NS      | $185712.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                             | Bowhead Specialty Holdings Inc                             | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11800 | NS      | $264674.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                                | Bowman Consulting Group Ltd                                | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $281556.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                    | Box Inc                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     93200 | NS      | $2203248.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                               | Braemar Hotels & Resorts Inc                               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |     41400 | NS      | $97704.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                    | Brandywine Realty Trust                                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |    116300 | NS      | $315173.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                                  | Braze Inc                                                  | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     56200 | NS      | $1326882.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                       | Bridgebio Pharma Inc                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    104985 | NS      | $7796186.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                                 | Bridgewater Bancshares Inc                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     14900 | NS      | $263730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc                               | Bright Minds Biosciences Inc                               | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3500 | NS      | $255395.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                    | BrightView Holdings Inc                                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     45400 | NS      | $535266.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                               | Acadian Asset Management Inc                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     18117 | NS      | $985927.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                    | BrightSpire Capital Inc                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     88400 | NS      | $495040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                           | BrightSpring Health Services Inc                           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85700 | NS      | $3651677.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                  | Brinker International Inc                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     28600 | NS      | $4083222.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                             | Brink's Co/The                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     27160 | NS      | $2814590.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                          | Bristow Group Inc                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     18473 | NS      | $866198.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                   | Broadstone Net Lease Inc                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |    128200 | NS      | $2342214.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                                | Brookdale Senior Living Inc                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    157100 | NS      | $2149128.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                             | Brookfield Infrastructure Corp                             | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |     79678 | NS      | $3148874.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                   | Brookfield Business Corp                                   | CUSIP: 113006100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16200 | NS      | $512568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     27800 | NS      | $587414.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     20308 | NS      | $1022710.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                                  | Build-A-Bear Workshop Inc                                  | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      8600 | NS      | $322070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                                 | Bumble Inc                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48700 | NS      | $158762.00    | 0.01%             |  |  |  | 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        |      9320 | NS      | $580542.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                              | Business First Bancshares Inc                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     19400 | NS      | $524576.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                      | Butterfly Network Inc                                      | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133600 | NS      | $539744.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                         | Byline Bancorp Inc                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     20200 | NS      | $637714.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                                     | Byrna Technologies Inc                                     | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |     13000 | NS      | $119340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                                         | C&F Financial Corp                                         | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |      1900 | NS      | $138586.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                                  | C3.ai Inc                                                  | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     83100 | NS      | $699702.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc                                  | CB Financial Services Inc                                  | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |      3100 | NS      | $105958.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                   | CBIZ Inc                                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     33746 | NS      | $906080.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                            | CBL & Associates Properties Inc                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |     12700 | NS      | $488061.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                                    | CECO Environmental Corp                                    | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     20000 | NS      | $1191600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc                                          | CF Bankshares Inc                                          | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      1700 | NS      | $47447.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                      | CNB Financial Corp/PA                                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     19908 | NS      | $576535.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                      | CRA International Inc                                      | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4351 | NS      | $704339.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                    | CNO Financial Group Inc                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     62312 | NS      | $2558530.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                               | CS Disco Inc                                               | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15700 | NS      | $59974.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                              | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     16988 | NS      | $1358020.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc                                         | CPI Card Group Inc                                         | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |      3600 | NS      | $52236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSP Inc                                                    | CSP Inc                                                    | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $48440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                        | CSW Industrials Inc                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     10720 | NS      | $2793417.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                   | CTS Corp                                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     19411 | NS      | $927069.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                         | CNX Resources Corp                                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     88100 | NS      | $3396255.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                         | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85059 | NS      | $1649294.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                             | CVR Energy Inc                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     20000 | NS      | $673000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc                                                   | CVRx Inc                                                   | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $107844.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                              | Cable One Inc                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      3600 | NS      | $328356.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                 | Cabot Corp                                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     34000 | NS      | $2560540.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                 | Cactus Inc                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     46300 | NS      | $2193231.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc                                                  | Cadiz Inc                                                  | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |     32901 | NS      | $161543.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                         | Cadre Holdings Inc                                         | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |     19600 | NS      | $601328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                        | Cal-Maine Foods Inc                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     27730 | NS      | $2194829.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                         | Calavo Growers Inc                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11654 | NS      | $300556.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                | Caleres Inc                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     23151 | NS      | $244011.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                  | California Resources Corp                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     48818 | NS      | $3379181.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                             | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     40342 | NS      | $1829106.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                  | Calix Inc                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     40431 | NS      | $1980714.69   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                                           | Callaway Golf Co                                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     89727 | NS      | $1245410.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc                                                | Calumet Inc                                                | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |     46700 | NS      | $1676530.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                       | Camden National Corp                                       | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     11355 | NS      | $538794.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                                 | Camping World Holdings Inc                                 | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |     41100 | NS      | $280713.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc                                    | Candel Therapeutics Inc                                    | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21700 | NS      | $106330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                        | Cannae Holdings Inc                                        | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     27300 | NS      | $310401.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                             | Cantaloupe Inc                                             | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     31700 | NS      | $342677.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                                | Capital City Bank Group Inc                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      9384 | NS      | $407828.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                        | Capital Bancorp Inc                                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      7700 | NS      | $228998.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc                                   | Sonida Senior Living Inc                                   | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |      3400 | NS      | $109650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                              | Capitol Federal Financial Inc                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85100 | NS      | $606763.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc                                  | Capricor Therapeutics Inc                                  | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |     26200 | NS      | $796480.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                                    | Tvardi Therapeutics Inc                                    | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      2700 | NS      | $8586.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapsoVision Inc                                            | CapsoVision Inc                                            | CUSIP: 140935107<br>LEI: 529900I9VO18RX33ME31 | Long             | EC               | CORP              | US        |      2200 | NS      | $16038.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc                                       | Cardiff Oncology Inc                                       | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |     44100 | NS      | $71442.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Infrastructure Group Inc                          | Cardinal Infrastructure Group Inc                          | CUSIP: 14154A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $337067.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                                 | CareDx Inc                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     35900 | NS      | $623224.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    148771 | NS      | $5452457.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                               | Cargurus Inc                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     52100 | NS      | $1774005.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsmed Inc                                               | Carlsmed Inc                                               | CUSIP: 14280C105<br>LEI: 5299003NUOF1GRY8UX10 | Long             | EC               | CORP              | US        |      1500 | NS      | $13575.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                      | Carriage Services Inc                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9935 | NS      | $453632.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                               | Cars.com Inc                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     38100 | NS      | $309372.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                      | Carter Bankshares Inc                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14719 | NS      | $343247.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                               | Carter's Inc                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     24200 | NS      | $865392.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc                                      | Sila Realty Trust Inc                                      | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |     38200 | NS      | $904576.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                                  | Casella Waste Systems Inc                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     41034 | NS      | $3255637.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                               | Cass Information Systems Inc                               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      8015 | NS      | $352820.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                     | Castle Biosciences Inc                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     19400 | NS      | $476270.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                               | Catalyst Pharmaceuticals Inc                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     78100 | NS      | $1933756.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                     | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     43603 | NS      | $2174045.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5226 | NS      | $2530899.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                               | Celcuity Inc                                               | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |     23300 | NS      | $2659462.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                   | Celldex Therapeutics Inc                                   | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     44200 | NS      | $1402024.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                | Centerspace                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |     10346 | NS      | $594377.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                    | Central Garden & Pet Co                                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5700 | NS      | $209589.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     33752 | NS      | $1094239.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                             | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     18030 | NS      | $576238.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc                                       | Centuri Holdings Inc                                       | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57200 | NS      | $1670812.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                        | Century Aluminum Co                                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     35658 | NS      | $2092768.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                        | Centrus Energy Corp                                        | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     11364 | NS      | $1972676.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                    | Century Communities Inc                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     17638 | NS      | $1012068.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                | Cerence Inc                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     28600 | NS      | $180466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc                                               | Ceribell Inc                                               | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18400 | NS      | $337272.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                            | CG oncology Inc                                            | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37700 | NS      | $2551536.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                                 | Cerus Corp                                                 | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    126983 | NS      | $231109.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                   | CEVA Inc                                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     16017 | NS      | $299197.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge Bancorp Inc                                   | Chain Bridge Bancorp Inc                                   | CUSIP: 15746L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $48860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                       | Chart Industries Inc                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     29174 | NS      | $6031724.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                      | Chatham Lodging Trust                                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     17731 | NS      | $139542.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     30974 | NS      | $1695826.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                   | Chefs' Warehouse Inc/The                                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     24635 | NS      | $1464550.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                            | Chemours Co/The                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    102100 | NS      | $2249263.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corp                                     | Chemung Financial Corp                                     | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $129168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                  | Chesapeake Utilities Corp                                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     15765 | NS      | $1992223.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                   | Chicago Atlantic Real Estate Finance Inc                   | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               |  | US        |     13100 | NS      | $148292.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                    | Chimera Investment Corp                                    | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     51666 | NS      | $648408.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                     | CONTRA CHINOOK THERAPE                                     | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |     47760 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc                           | ChoiceOne Financial Services Inc                           | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $278388.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                                      | Niagen Bioscience Inc                                      | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     37200 | NS      | $164052.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                      | Cinemark Holdings Inc                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     70200 | NS      | $2002104.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc                                         | Cipher Digital Inc                                         | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |    214600 | NS      | $2761902.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                   | Citizens & Northern Corp                                   | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10213 | NS      | $228158.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                            | Citi Trends Inc                                            | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      3400 | NS      | $147288.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc                            | Citizens Financial Services Inc                            | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |      3362 | NS      | $205586.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                                            | Citizens Inc/TX                                            | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |     33000 | NS      | $165990.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Community Bancorp Inc/WI                          | Citizens Community Bancorp Inc/WI                          | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |      4000 | NS      | $79200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                            | City Holding Co                                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9097 | NS      | $1087273.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                     | Civista Bancshares Inc                                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     11600 | NS      | $264364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                                  | Claros Mortgage Trust Inc                                  | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |     63100 | NS      | $150178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                                | Clarus Corp                                                | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     23724 | NS      | $64529.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                    | Clean Energy Fuels Corp                                    | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    121095 | NS      | $300315.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                             | Cleanspark Inc                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    166900 | NS      | $1420319.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                           | Clear Secure Inc                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58200 | NS      | $2817462.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                             | Clearfield Inc                                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      7800 | NS      | $206466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc                                       | ClearPoint Neuro Inc                                       | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17900 | NS      | $162890.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                          | Clearwater Analytics Holdings Inc                          | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185439 | NS      | $4385632.35   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                      | Clearwater Paper Corp                                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     10451 | NS      | $150285.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                         | Clipper Realty Inc                                         | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |      9600 | NS      | $28992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                             | Clover Health Investments Corp                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    278200 | NS      | $489632.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                                  | Coastal Financial Corp/WA                                  | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      8900 | NS      | $677290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc                                | CoastalSouth Bancshares Inc                                | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |      1600 | NS      | $39344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cobalt International Energy Inc                            | Cobalt International Energy Inc                            | CUSIP: 19075F304<br>LEI: 549300LQHH5G4WPME241 | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Codexis Inc                                                | Codexis Inc                                                | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59000 | NS      | $96170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                           | Coeur Mining Inc                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    676686 | NS      | $12701396.22  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                         | Cogent Communications Holdings Inc                         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31904 | NS      | $601071.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                     | Cogent Biosciences Inc                                     | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93700 | NS      | $3606513.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                         | Cohen & Steers Inc                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     18969 | NS      | $1186510.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc                                       | Coherus Oncology Inc                                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     76805 | NS      | $129800.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                   | Cohu Inc                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     31213 | NS      | $955742.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                | Enovis Corp                                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     38300 | NS      | $871325.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                               | Collegium Pharmaceutical Inc                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     21500 | NS      | $711005.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                        | Colony Bankcorp Inc                                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $227658.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                     | Columbia Financial Inc                                     | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     18900 | NS      | $330939.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                                  | Columbus McKinnon Corp/NY                                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     19408 | NS      | $281998.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc                                   | Commercial Bancgroup Inc                                   | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $26020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                       | Commercial Metals Co                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     73800 | NS      | $4533534.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                                      | Vistance Networks Inc                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    145100 | NS      | $2640820.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                             | Community Financial System Inc                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     35828 | NS      | $2101312.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                               | Community Health Systems Inc                               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88300 | NS      | $259602.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                             | Community Healthcare Trust Inc                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     16610 | NS      | $263932.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                  | Community West Bancshares                                  | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $265620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                                | Community Trust Bancorp Inc                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10730 | NS      | $651525.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                      | Commvault Systems Inc                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     29502 | NS      | $2297910.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                         | Compass Minerals International Inc                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     20600 | NS      | $481010.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                               | Compass Diversified Holdings                               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     46700 | NS      | $367062.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                                   | Compass Therapeutics Inc                                   | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85940 | NS      | $454622.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI Inc                                                   | GPGI Inc                                                   | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118100 | NS      | $2019510.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc                                               | SunPower Inc                                               | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47900 | NS      | $60833.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                                | Compass Inc                                                | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |    428536 | NS      | $3132598.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                                              | TruBridge Inc                                              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      7600 | NS      | $111264.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                    | CompX International Inc                                    | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1338 | NS      | $31255.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                     | Comstock Resources Inc                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     50200 | NS      | $1058216.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc                        | Concentra Group Holdings Parent Inc                        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77473 | NS      | $1661795.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                              | Concrete Pumping Holdings Inc                              | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $117096.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                               | Conduent Inc                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    107000 | NS      | $136960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     21422 | NS      | $757481.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                     | ConnectOne Bancorp Inc                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     32780 | NS      | $877520.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                              | Consensus Cloud Solutions Inc                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12295 | NS      | $291883.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                                  | Construction Partners Inc                                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     31600 | NS      | $3511392.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                            | Consumer Portfolio Services Inc                            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $46380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc                                 | Contango Silver & Gold Inc                                 | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |      5900 | NS      | $110625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                               | Cooper-Standard Holdings Inc                               | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     11500 | NS      | $320505.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                                      | Core Laboratories Inc                                      | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |     32600 | NS      | $547354.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                              | Core Molding Technologies Inc                              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      5800 | NS      | $129920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                              | CoreCivic Inc                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     69481 | NS      | $1313885.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                        | Core Scientific Inc                                        | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |    192000 | NS      | $2872320.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                                 | Core Natural Resources Inc                                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     33972 | NS      | $3557887.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                               | CorMedix Inc                                               | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |     47500 | NS      | $322525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                           | QuidelOrtho Corp                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     46000 | NS      | $755780.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                    | COPT Defense Properties                                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     77000 | NS      | $2356200.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                         | Corsair Gaming Inc                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     32100 | NS      | $178155.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                | CorVel Corp                                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19858 | NS      | $1085239.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                                 | Corvus Pharmaceuticals Inc                                 | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |     39400 | NS      | $576422.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                               | Coursera Inc                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     97200 | NS      | $565704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                               | Covenant Logistics Group Inc                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $195480.00    | 0.01%             |  |  |  | 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        |     15262 | NS      | $429014.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                              | Crawford & Co                                              | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     11700 | NS      | $116649.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crexendo Inc                                               | Crexendo Inc                                               | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11600 | NS      | $71572.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                                 | Cricut Inc                                                 | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     30000 | NS      | $112200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                              | Crinetics Pharmaceuticals Inc                              | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     64868 | NS      | $2356005.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                               | Cross Country Healthcare Inc                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     21617 | NS      | $203199.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                               | Artivion Inc                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     27310 | NS      | $1000092.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                               | CryoPort Inc                                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     33000 | NS      | $273240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                      | CTO Realty Growth Inc                                      | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |     15742 | NS      | $291069.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                                  | Cullinan Therapeutics Inc                                  | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36400 | NS      | $517244.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                   | Curbline Properties Corp                                   | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |     65750 | NS      | $1695692.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                        | CuriosityStream Inc                                        | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |     25000 | NS      | $74000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                      | Customers Bancorp Inc                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     21180 | NS      | $1470103.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                                | Custom Truck One Source Inc                                | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |     42100 | NS      | $276597.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                           | Cytokinetics Inc                                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     78866 | NS      | $5198058.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                      | Cytek Biosciences Inc                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     82000 | NS      | $358340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                             | DMC Global Inc                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     14988 | NS      | $78087.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                     | DXP Enterprises Inc/TX                                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8843 | NS      | $1235632.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                         | Daily Journal Corp                                         | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       830 | NS      | $400342.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                             | Daktronics Inc                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     26100 | NS      | $510255.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     76372 | NS      | $2569917.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                          | Dave & Buster's Entertainment Inc                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     18800 | NS      | $203604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                   | Dave Inc                                                   | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |      6900 | NS      | $1201221.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                             | Day One Biopharmaceuticals Inc                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52600 | NS      | $1127744.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                                 | Definitive Healthcare Corp                                 | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25200 | NS      | $30996.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definium Therapeutics Inc                                  | Definium Therapeutics Inc                                  | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |     60600 | NS      | $1145340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc                                        | Delcath Systems Inc                                        | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |     20600 | NS      | $191168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                      | Delek US Holdings Inc                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     39562 | NS      | $1783059.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                | Deluxe Corp                                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     29240 | NS      | $805269.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                    | Denali Therapeutics Inc                                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     89400 | NS      | $1716480.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                        | Designer Brands Inc                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     23800 | NS      | $135422.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                    | Design Therapeutics Inc                                    | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $141512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc                                 | DiaMedica Therapeutics Inc                                 | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20900 | NS      | $141493.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                          | Diamond Hill Investment Group Inc                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1732 | NS      | $298077.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                 | DiamondRock Hospitality Co                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    139174 | NS      | $1304060.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                                  | Dianthus Therapeutics Inc                                  | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |     23800 | NS      | $1997296.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                        | Diebold Nixdorf Inc                                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     16400 | NS      | $1237216.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                     | Digi International Inc                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     24643 | NS      | $1187792.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                              | Digimarc Corp                                              | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |     11258 | NS      | $55276.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                        | Digital Turbine Inc                                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     73300 | NS      | $211104.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                    | DigitalBridge Group Inc                                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    118950 | NS      | $1834209.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                  | DigitalOcean Holdings Inc                                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     50400 | NS      | $4323312.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                              | Dime Community Bancshares Inc                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27463 | NS      | $928798.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                     | Dine Brands Global Inc                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     10332 | NS      | $271111.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     31065 | NS      | $2120496.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                          | Disc Medicine Inc                                          | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16200 | NS      | $1035828.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co                                      | Diversified Energy Co                                      | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |     40300 | NS      | $702832.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                               | Diversified Healthcare Trust                               | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |    150700 | NS      | $1000648.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                                  | DocGo Inc                                                  | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75400 | NS      | $47434.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                   | Domo Inc                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     23700 | NS      | $72522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                          | Donegal Group Inc                                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11946 | NS      | $205232.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                          | Donnelley Financial Solutions Inc                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     17400 | NS      | $820236.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                        | Dorman Products Inc                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |     18273 | NS      | $1906970.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                         | Douglas Emmett Inc                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |    102900 | NS      | $969318.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                       | Douglas Dynamics Inc                                       | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     15649 | NS      | $658666.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                        | Douglas Elliman Inc                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     51900 | NS      | $85116.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                    | Dream Finders Homes Inc                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $250560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                                 | Driven Brands Holdings Inc                                 | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41000 | NS      | $517010.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                               | Ducommun Inc                                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      9300 | NS      | $1134600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                         | D-Wave Quantum Inc                                         | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |    242800 | NS      | $3503604.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                       | Dycom Industries Inc                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     19369 | NS      | $6562604.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                          | Dynex Capital Inc                                          | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |    132643 | NS      | $1692524.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                      | Dyne Therapeutics Inc                                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83800 | NS      | $1519294.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECB Bancorp Inc/MD                                         | ECB Bancorp Inc/MD                                         | CUSIP: 26828M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $97034.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                                 | El Pollo Loco Holdings Inc                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     19700 | NS      | $273042.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                          | Eagle Bancorp Inc                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     19346 | NS      | $481135.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                                         | EVI Industries Inc                                         | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |      3600 | NS      | $74088.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                                  | Eagle Bancorp Montana Inc                                  | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |      3800 | NS      | $78204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc                               | Eagle Financial Services Inc                               | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $104940.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                         | Easterly Government Properties Inc                         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     23400 | NS      | $501462.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                     | Eastern Bankshares Inc                                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    143904 | NS      | $2814762.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                                             | Eastern Co/The                                             | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      3900 | NS      | $78936.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                           | Eastman Kodak Co                                           | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     33300 | NS      | $301365.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                              | EchoStar Corp                                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     89800 | NS      | $10512886.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                                | Ecovyst Inc                                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77100 | NS      | $991506.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                  | Edgewell Personal Care Co                                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     30100 | NS      | $642334.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                  | Edgewise Therapeutics Inc                                  | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46000 | NS      | $1449000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                        | Editas Medicine Inc                                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     61938 | NS      | $152986.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                                 | eGain Corp                                                 | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |     11100 | NS      | $87579.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                                | eHealth Inc                                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     21600 | NS      | $27864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                    | 8x8 Inc                                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     94905 | NS      | $157542.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                             | Electromed Inc                                             | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $119391.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc                                 | Eledon Pharmaceuticals Inc                                 | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |     37900 | NS      | $116732.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                    | Ellington Financial Inc                                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     80900 | NS      | $958665.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                               | Embecta Corp                                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     39700 | NS      | $350948.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                  | Emergent BioSolutions Inc                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     36200 | NS      | $300460.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc                                        | Emerald Holding Inc                                        | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11500 | NS      | $51865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                                      | Empire Petroleum Corp                                      | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |     12500 | NS      | $37000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                              | Empire State Realty Trust Inc                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     94400 | NS      | $490880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                     | Employers Holdings Inc                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15427 | NS      | $634666.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                         | Enact Holdings Inc                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     19100 | NS      | $779471.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                 | Enanta Pharmaceuticals Inc                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     16700 | NS      | $210921.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                   | Encore Capital Group Inc                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     14763 | NS      | $1035181.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Energy Corp                                         | Encore Energy Corp                                         | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               | CORP              | CA        |    129100 | NS      | $232380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                    | Energy Fuels Inc/Canada                                    | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |    154100 | NS      | $2812325.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                        | Energy Recovery Inc                                        | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     35700 | NS      | $359499.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp                            | Energy Services of America Corp                            | CUSIP: 29271Q103<br>LEI: 984500A00BECD43F7B49 | Long             | EC               | CORP              | US        |      8200 | NS      | $107666.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                     | Energizer Holdings Inc                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     42600 | NS      | $699492.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                    | EnerSys                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     24622 | NS      | $4277333.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                    | Enerpac Tool Group Corp                                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     35514 | NS      | $1295195.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                                | Enhabit Inc                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     34700 | NS      | $488923.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                   | Enliven Therapeutics Inc                                   | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25400 | NS      | $995680.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                                  | Ennis Inc                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14462 | NS      | $309776.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                  | Enpro Inc                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     14009 | NS      | $3511355.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                    | Enova International Inc                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     15923 | NS      | $2162821.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                       | Ensign Group Inc/The                                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     37333 | NS      | $7522599.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                                | Enovix Corp                                                | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |    115000 | NS      | $595700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                         | Enterprise Financial Services Corp                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     24970 | NS      | $1351126.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                            | Entravision Communications Corp                            | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     47030 | NS      | $139679.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                                   | Entrada Therapeutics Inc                                   | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18300 | NS      | $230946.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envela Corp                                                | Envela Corp                                                | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $29988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                                 | Eos Energy Enterprises Inc                                 | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |    208100 | NS      | $1032176.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                  | ePlus Inc                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     17316 | NS      | $1303029.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                                | Vestis Corp                                                | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     66500 | NS      | $522690.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                                         | Epsilon Energy Ltd                                         | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15100 | NS      | $93016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                      | Equity Bancshares Inc                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      9300 | NS      | $413013.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                 | Erasca Inc                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117700 | NS      | $1904386.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                               | Escalade Inc                                               | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $115039.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                      | ESCO Technologies Inc                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     17238 | NS      | $4850256.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                                  | Esperion Therapeutics Inc                                  | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |    153100 | NS      | $419494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                             | Esquire Financial Holdings Inc                             | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $537500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                      | Essential Properties Realty Trust Inc                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |    132335 | NS      | $4017690.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                  | Ethan Allen Interiors Inc                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14432 | NS      | $321256.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc                                   | Eton Pharmaceuticals Inc                                   | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18200 | NS      | $449176.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                    | European Wax Center Inc                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20600 | NS      | $119068.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc                                            | Eve Holding Inc                                            | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58400 | NS      | $144832.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                           | EverCommerce Inc                                           | CUSIP: 29977X105<br>LEI: 9845005E54E3C158EA55 | Long             | EC               | CORP              | US        |     10500 | NS      | $120015.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                | EVERTEC Inc                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     43407 | NS      | $1224945.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                              | EverQuote Inc                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17500 | NS      | $269850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                                   | Evolution Petroleum Corp                                   | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |     11700 | NS      | $53586.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                            | Evolv Technologies Holdings Inc                            | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96300 | NS      | $582615.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                         | Evolent Health Inc                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     80900 | NS      | $184452.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                                 | Evolus Inc                                                 | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     35000 | NS      | $143850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                   | EVgo Inc                                                   | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |     88000 | NS      | $151360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evommune Inc                                               | Evommune Inc                                               | CUSIP: 30054Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $158631.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                      | Excelerate Energy Inc                                      | CUSIP: 30069T101<br>LEI: 254900J6DPU4HB368I65 | Long             | EC               | CORP              | US        |     16400 | NS      | $548088.00    | 0.03%             |  |  |  | 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        |     24800 | NS      | $627936.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                     | eXp World Holdings Inc                                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     58200 | NS      | $348618.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                               | Exponent Inc                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     32985 | NS      | $2152271.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                              | Expensify Inc                                              | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46900 | NS      | $40798.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                       | Extreme Networks Inc                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     89345 | NS      | $1347322.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                               | EyePoint Inc                                               | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     50300 | NS      | $648367.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                               | Flywire Corp                                               | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     79800 | NS      | $928872.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                          | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     28331 | NS      | $1471512.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                   | Figs Inc                                                   | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59900 | NS      | $884723.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                             | FS Bancorp Inc                                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $173655.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                           | FRP Holdings Inc                                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7344 | NS      | $160686.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc                                 | Falcon's Beyond Global Inc                                 | CUSIP: 306121104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9400 | NS      | $132540.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                    | Faraday Future Intelligent Electric Inc                    | CUSIP: 307359885<br>LEI: 529900523LWWEU2Z9V55 | Long             | EC               | CORP              | US        |     87800 | NS      | $24127.44     | 0.00%             |  |  |  | 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        |      8600 | NS      | $220762.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                                 | Farmers National Banc Corp                                 | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38412 | NS      | $505501.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                      | Farmland Partners Inc                                      | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     26400 | NS      | $296472.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                                 | Fastly Inc                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     94100 | NS      | $2734546.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                      | Fate Therapeutics Inc                                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     71854 | NS      | $86224.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                         | Federal Agricultural Mortgage Corp                         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      6174 | NS      | $915912.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                        | Federal Signal Corp                                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     39707 | NS      | $4293914.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc                                             | FB Bancorp Inc                                             | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $116790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc                                 | Fennec Pharmaceuticals Inc                                 | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |     17300 | NS      | $106395.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D&D Bancorp Inc                                   | Fidelity D&D Bancorp Inc                                   | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $155808.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                                 | Finance Of America Cos Inc                                 | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $58100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                                 | Financial Institutions Inc                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7567 | NS      | $239949.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                                            | Finward Bancorp                                            | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $76230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finwise Bancorp                                            | Finwise Bancorp                                            | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7100 | NS      | $112606.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                                      | Firefly Aerospace Inc                                      | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |     13800 | NS      | $392886.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                       | First Advantage Corp                                       | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     54918 | NS      | $645835.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                      | First Bancorp Inc/The                                      | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7480 | NS      | $209664.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                  | First BanCorp/Puerto Rico                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    105035 | NS      | $2243547.60   | 0.11%             |  |  |  | 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        |     27409 | NS      | $1544497.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                     | First Bank/Hamilton NJ                                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     13600 | NS      | $217600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                           | First Busey Corp                                           | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     57296 | NS      | $1447869.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                      | First Business Financial Services Inc                      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      5700 | NS      | $307401.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc                                          | First Capital Inc                                          | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $114149.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                          | First Commonwealth Financial Corp                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     69139 | NS      | $1215463.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                                    | First Community Corp/SC                                    | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      4700 | NS      | $137381.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                             | First Community Bankshares Inc                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10734 | NS      | $445675.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                    | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     67953 | NS      | $1894529.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                             | First Financial Bankshares Inc                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     88984 | NS      | $2620578.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                       | First Financial Corp                                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7669 | NS      | $484680.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                       | First Foundation Inc                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     42905 | NS      | $253139.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                     | First Internet Bancorp                                     | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      6000 | NS      | $122280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                            | First Interstate BancSystem Inc                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     58143 | NS      | $1941976.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                       | First Merchants Corp                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     41943 | NS      | $1624452.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                   | First Mid Bancshares Inc                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14813 | NS      | $610147.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corp/VA                                     | First National Corp/VA                                     | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |      5200 | NS      | $139984.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                            | 1st Source Corp                                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12134 | NS      | $839794.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                                          | First United Corp                                          | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      4100 | NS      | $150224.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                           | First Watch Restaurant Group Inc                           | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33600 | NS      | $352128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                                | First Western Financial Inc                                | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      5900 | NS      | $145022.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                                   | Firstsun Capital Bancorp                                   | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $309910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                     | FirstCash Holdings Inc                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26224 | NS      | $4930112.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                  | Five9 Inc                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     50300 | NS      | $763051.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                          | Five Star Bancorp                                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     10900 | NS      | $411148.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                                   | Flexsteel Industries Inc                                   | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      2300 | NS      | $103362.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                        | Flowco Holdings Inc                                        | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |     13500 | NS      | $278100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc                                      | Flotek Industries Inc                                      | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      9500 | NS      | $161215.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                 | Fluor Corp                                                 | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    107500 | NS      | $5014875.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                         | Fluence Energy Inc                                         | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |     43100 | NS      | $593056.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                                      | Standard BioTools Inc                                      | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |    208900 | NS      | $192041.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                    | Flushing Financial Corp                                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22897 | NS      | $351697.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                                   | Foghorn Therapeutics Inc                                   | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $95600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                         | Forestar Group Inc                                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     13605 | NS      | $332506.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                             | FormFactor Inc                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     51531 | NS      | $4997991.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                     | Forrester Research Inc                                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      8333 | NS      | $47164.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                       | Fortrea Holdings Inc                                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     62400 | NS      | $587808.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                              | Forum Energy Technologies Inc                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      7000 | NS      | $410620.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                           | Forward Air Corp                                           | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14639 | NS      | $244617.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co                                              | L B Foster Co                                              | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      6500 | NS      | $181350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                            | Four Corners Property Trust Inc                            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     70200 | NS      | $1660230.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                              | 4D Molecular Therapeutics Inc                              | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28200 | NS      | $262542.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                   | Fox Factory Holding Corp                                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     29104 | NS      | $479051.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                              | Franklin BSP Realty Trust Inc                              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     56130 | NS      | $476543.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                          | Franklin Covey Co                                          | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8480 | NS      | $133899.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                   | Franklin Electric Co Inc                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     25640 | NS      | $2363238.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corp                           | Franklin Financial Services Corp                           | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $148132.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                            | Franklin Street Properties Corp                            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     53800 | NS      | $35750.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc                                  | Frequency Electronics Inc                                  | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      4500 | NS      | $199170.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                             | Freshworks Inc                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |    135300 | NS      | $1086459.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc                                              | T1 Energy Inc                                              | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |    135000 | NS      | $592650.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Inc                                    | Friedman Industries Inc                                    | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |      5300 | NS      | $93916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                              | Frontdoor Inc                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     47900 | NS      | $2531994.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                                | Frontier Group Holdings Inc                                | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     49800 | NS      | $175794.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                                         | FrontView REIT Inc                                         | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               |  | US        |     10500 | NS      | $162435.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                                    | FTAI Infrastructure Inc                                    | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70700 | NS      | $349258.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                                 | fuboTV Inc                                                 | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18850 | NS      | $178321.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                   | Fulcrum Therapeutics Inc                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27900 | NS      | $213993.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                       | Fulgent Genetics Inc                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     14400 | NS      | $228960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                               | HB Fuller Co                                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     36109 | NS      | $2227203.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    121000 | NS      | $2461140.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                                  | Funko Inc                                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     22600 | NS      | $71190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                            | FutureFuel Corp                                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     19108 | NS      | $73565.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                            | FVCBankcorp Inc                                            | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     10550 | NS      | $160254.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                  | GATX Corp                                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     23400 | NS      | $3995316.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                          | GEO Group Inc/The                                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     90838 | NS      | $1526986.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc                               | GBank Financial Holdings Inc                               | CUSIP: 36166F100<br>LEI: 9845008U7CD30F9F5754 | Long             | EC               | CORP              | US        |      6600 | NS      | $176616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                    | G-III Apparel Group Ltd                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     23296 | NS      | $645299.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaia Inc                                                   | Gaia Inc                                                   | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |     13600 | NS      | $37672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                                           | USA TODAY Co Inc                                           | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     96524 | NS      | $680494.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                                         | Garrett Motion Inc                                         | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    116300 | NS      | $2113171.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                          | GCM Grosvenor Inc                                          | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40700 | NS      | $398860.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                                      | Gencor Industries Inc                                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $118500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                                | Genesco Inc                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      6432 | NS      | $186463.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                           | Genie Energy Ltd                                           | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     14200 | NS      | $200788.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                     | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    261400 | NS      | $2122568.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                               | Gentherm Inc                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     21064 | NS      | $585157.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                                | German American Bancorp Inc                                | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |     24477 | NS      | $1022893.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                                 | Geron Corp                                                 | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |    366294 | NS      | $545778.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc                                  | Getty Images Holdings Inc                                  | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |     72300 | NS      | $57362.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                          | Getty Realty Corp                                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     36464 | NS      | $1159555.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                   | Gevo Inc                                                   | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    156600 | NS      | $427518.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20056 | NS      | $799632.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                               | Ginkgo Bioworks Holdings Inc                               | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28400 | NS      | $174092.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                        | Glacier Bancorp Inc                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     84910 | NS      | $3792929.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                                  | Gladstone Commercial Corp                                  | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |     29405 | NS      | $336099.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                        | Gladstone Land Corp                                        | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |     23300 | NS      | $237660.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                               | Glaukos Corp                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     36945 | NS      | $3977498.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group I                             | Global Business Travel Group I                             | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75100 | NS      | $419058.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                       | Global Industrial Co                                       | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      7858 | NS      | $247684.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                             | Globalstar Inc                                             | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     33886 | NS      | $2250708.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                       | Global Net Lease Inc                                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |    133728 | NS      | $1251694.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                                 | Global Water Resources Inc                                 | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8783 | NS      | $66662.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiron Real Estate Inc                                     | Chiron Real Estate Inc                                     | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |      8640 | NS      | $285811.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                   | Gogo Inc                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     49500 | NS      | $198990.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoHealth Inc                                               | GoHealth Inc                                               | CUSIP: 38046W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $4983.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                   | Golden Entertainment Inc                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     13400 | NS      | $357646.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Holdings Inc                                      | Meridian Holdings Inc                                      | CUSIP: 381098409<br>LEI: 549300NOYXJNQRSL5G70 | Long             | EC               | CORP              | US        |      1300 | NS      | $9386.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                              | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    186316 | NS      | $1235275.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                    | Goosehead Insurance Inc                                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     16100 | NS      | $686826.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                         | Gorman-Rupp Co/The                                         | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     14382 | NS      | $893553.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                           | Gossamer Bio Inc                                           | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    138600 | NS      | $45530.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                                | Graham Corp                                                | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |      7100 | NS      | $560332.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                         | Graham Holdings Co                                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2140 | NS      | $2262536.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                                  | GRAIL Inc                                                  | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |     23800 | NS      | $1229984.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                   | Granite Construction Inc                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     27979 | NS      | $3354122.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                                | Granite Ridge Resources Inc                                | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     29200 | NS      | $171404.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                             | Gray Media Inc                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     58618 | NS      | $254402.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                                   | Rithm Property Trust Inc                                   | CUSIP: 38983D854<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |      5550 | NS      | $74314.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                             | Great Lakes Dredge & Dock Corp                             | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     43634 | NS      | $741778.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                                 | Great Southern Bancorp Inc                                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      5670 | NS      | $357947.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                   | Green Brick Partners Inc                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     21082 | NS      | $1358734.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                             | Green Dot Corp                                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37202 | NS      | $417406.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                           | Green Plains Inc                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     45493 | NS      | $748359.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                     | Greenbrier Cos Inc/The                                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     19501 | NS      | $1026727.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc                                  | Greene County Bancorp Inc                                  | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $114291.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc                                 | Greenwich Lifesciences Inc                                 | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $112894.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                  | Greif Inc                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     16400 | NS      | $1099948.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                  | Greif Inc                                                  | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2717 | NS      | $237846.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                 | Grid Dynamics Holdings Inc                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     44300 | NS      | $252510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                               | American Healthcare REIT Inc                               | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |    116500 | NS      | $5494140.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                     | Peakstone Realty Trust                                     | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               |  | US        |     25600 | NS      | $534784.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                               | Griffon Corp                                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     24131 | NS      | $1753841.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                                 | Grindr Inc                                                 | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |     22900 | NS      | $276861.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                | Grocery Outlet Holding Corp                                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $458250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      7675 | NS      | $2537585.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                                | Groupon Inc                                                | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     17500 | NS      | $208250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA GTX INC DEL COMMON STOCK                            | CONTRA GTX INC DEL                                         | CUSIP: 400CVR015<br>LEI: N/A                  | N/A              | DE               |  | US        |       828 | NS      | $1564.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guardant Health Inc                                        | Guardant Health Inc                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     81700 | NS      | $7546629.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                             | Guardian Pharmacy Services Inc                             | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $497112.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                       | Gulfport Energy Corp                                       | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     10400 | NS      | $2200328.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc                                      | Gyre Therapeutics Inc                                      | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |      5500 | NS      | $38335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                          | HBT Financial Inc                                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      7700 | NS      | $205744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                              | HCI Group Inc                                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      7307 | NS      | $1129735.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                         | HF Foods Group Inc                                         | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     30800 | NS      | $56980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                   | HNI Corp                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     42788 | NS      | $1428691.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                      | Hackett Group Inc/The                                      | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     16476 | NS      | $214352.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                           | Haemonetics Corp                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     31500 | NS      | $1775340.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                               | Hain Celestial Group Inc/The                               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     66500 | NS      | $46403.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                         | Hallador Energy Co                                         | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     21300 | NS      | $346764.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co                           | Hamilton Beach Brands Holding Co                           | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $89065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                       | Hancock Whitney Corp                                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     54133 | NS      | $3442317.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                       | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     20242 | NS      | $533579.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     83000 | NS      | $3050250.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp Inc                                        | Hanover Bancorp Inc                                        | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $45339.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                               | Harmonic Inc                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     72888 | NS      | $654534.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                           | Harmony Biosciences Holdings Inc                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30100 | NS      | $843101.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                                 | Harrow Inc                                                 | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Long             | EC               | CORP              | US        |     21600 | NS      | $761616.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                                | Enviri Corp                                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     51700 | NS      | $1014354.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                  | Haverty Furniture Cos Inc                                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      9414 | NS      | $199388.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                           | Hawaiian Electric Industries Inc                           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    108100 | NS      | $1604204.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                | Hawkins Inc                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     13236 | NS      | $2033049.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc                                    | Hawthorn Bancshares Inc                                    | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $144867.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                              | Healthcare Services Group Inc                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     47881 | NS      | $888192.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                           | HealthStream Inc                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     16345 | NS      | $338504.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                        | Health Catalyst Inc                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     45100 | NS      | $57277.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                           | HealthEquity Inc                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     56230 | NS      | $4699141.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                      | Heartland Express Inc                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     29609 | NS      | $307933.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HeartFlow Inc                                              | HeartFlow Inc                                              | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11300 | NS      | $274929.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                            | Hecla Mining Co                                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    420876 | NS      | $7840919.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                    | Helios Technologies Inc                                    | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     22328 | NS      | $1444844.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                           | Helix Energy Solutions Group Inc                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     94956 | NS      | $939114.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     65700 | NS      | $2367171.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                     | Heritage Commerce Corp                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     41938 | NS      | $523386.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings Inc                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     21737 | NS      | $2163918.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                 | Heritage Financial Corp/WA                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23055 | NS      | $599430.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                            | Heritage Insurance Holdings Inc                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     16700 | NS      | $438375.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                     | Heron Therapeutics Inc                                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    118392 | NS      | $94725.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                  | Hertz Global Holdings Inc                                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     80900 | NS      | $372949.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                                        | HighPeak Energy Inc                                        | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     11400 | NS      | $78660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                     | Hillman Solutions Corp                                     | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131800 | NS      | $1096576.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                       | Hilltop Holdings Inc                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     29475 | NS      | $1055794.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                                 | Hilton Grand Vacations Inc                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     41100 | NS      | $1607832.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                     | Hims & Hers Health Inc                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |    136600 | NS      | $2835816.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                        | Hingham Institution For Savings The                        | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      1160 | NS      | $331574.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc                                              | HireQuest Inc                                              | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $42914.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                         | Hippo Holdings Inc                                         | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12232 | NS      | $318765.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                                 | Holley Inc                                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     43600 | NS      | $133852.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                     | Home BancShares Inc/AR                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119528 | NS      | $3218889.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                           | Home Bancorp Inc                                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4874 | NS      | $295266.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                          | Mechanics Bancorp                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32629 | NS      | $481277.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                   | HomeTrust Bancshares Inc                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10841 | NS      | $462368.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                          | Honest Co Inc/The                                          | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67000 | NS      | $196980.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                           | Hope Bancorp Inc                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     81658 | NS      | $912119.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                 | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     27531 | NS      | $1175023.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                     | Horizon Bancorp Inc/IN                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     30882 | NS      | $511714.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                  | Hovnanian Enterprises Inc                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      3300 | NS      | $366003.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                              | Hub Group Inc                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39688 | NS      | $1430355.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                              | Hudson Pacific Properties Inc                              | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |     33428 | NS      | $197559.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                                    | Hudson Technologies Inc                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26500 | NS      | $155820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                               | Humacyte Inc                                               | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97200 | NS      | $58971.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                 | Huron Consulting Group Inc                                 | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     11478 | NS      | $1463330.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                                 | Hut 8 Corp                                                 | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     64500 | NS      | $3025695.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                   | IDT Corp                                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     11200 | NS      | $549920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                      | Hyliion Holdings Corp                                      | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85900 | NS      | $151184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                            | Hyster-Yale Inc                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8066 | NS      | $262225.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                      | ICF International Inc                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     12551 | NS      | $819454.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     16300 | NS      | $2105145.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                           | IES Holdings Inc                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      6060 | NS      | $2887408.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                         | Crescent Energy Co                                         | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |    168216 | NS      | $2270916.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                                       | IRhythm Holdings Inc                                       | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     21450 | NS      | $2531529.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                                 | Ibotta Inc                                                 | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |      8500 | NS      | $254745.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                     | Ideaya Biosciences Inc                                     | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     54200 | NS      | $1805944.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                            | iHeartMedia Inc                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78300 | NS      | $228636.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                                  | IMAX Corp                                                  | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |     30000 | NS      | $1140300.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                             | Immersion Corp                                             | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     14500 | NS      | $79170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                            | ImmunityBio Inc                                            | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |    198000 | NS      | $1518660.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc                                               | Immunome Inc                                               | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63500 | NS      | $1388745.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                             | Immunovant Inc                                             | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $1192320.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                 | Impinj Inc                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     18200 | NS      | $1869140.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                              | Independence Realty Trust Inc                              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    160124 | NS      | $2384246.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     33594 | NS      | $2526604.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                   | Independent Bank Corp/MI                                   | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     13509 | NS      | $449849.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                                    | indie Semiconductor Inc                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |    132900 | NS      | $427938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                               | Indivior Pharmaceuticals Inc                               | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81800 | NS      | $2493264.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                      | Industrial Logistics Properties Trust                      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     36100 | NS      | $205048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                             | Information Services Group Inc                             | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     25700 | NS      | $98688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     23753 | NS      | $1691926.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc                             | Infinity Natural Resources Inc                             | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $163773.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                         | Ingles Markets Inc                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      9931 | NS      | $892697.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibikase Therapeutics Inc                                | Inhibikase Therapeutics Inc                                | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |     48000 | NS      | $80640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc                                    | Inhibrx Biosciences Inc                                    | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $416826.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                               | Innodata Inc                                               | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |     20600 | NS      | $795572.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                  | Innovex International Inc                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     26600 | NS      | $648774.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                    | Insight Enterprises Inc                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     19303 | NS      | $1293494.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     15404 | NS      | $1124800.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                     | Insteel Industries Inc                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     12539 | NS      | $421435.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                              | Insperity Inc                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     24367 | NS      | $658883.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                 | Inogen Inc                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     18490 | NS      | $114268.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                            | Installed Building Products Inc                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     15438 | NS      | $4093385.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                               | Innoviva Inc                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     49800 | NS      | $1160340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                       | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |     18700 | NS      | $937992.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                               | Inseego Corp                                               | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      8400 | NS      | $93408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                                 | Inspired Entertainment Inc                                 | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     17100 | NS      | $121923.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmune Bio Inc                                             | Inmune Bio Inc                                             | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9600 | NS      | $10848.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                      | Innovage Holding Corp                                      | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $111478.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc                                             | Innventure Inc                                             | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16300 | NS      | $63733.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                         | Integra LifeSciences Holdings Corp                         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     45900 | NS      | $432378.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                      | Integer Holdings Corp                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     23325 | NS      | $2052600.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                  | Intellia Therapeutics Inc                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     69700 | NS      | $893554.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                 | Intapp Inc                                                 | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |     38600 | NS      | $991634.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                           | Interparfums Inc                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12393 | NS      | $1125780.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                              | Interface Inc                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     38221 | NS      | $952467.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                           | InterDigital Inc                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17268 | NS      | $5214936.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                              | International Bancshares Corp                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     36264 | NS      | $2440204.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                            | International Money Express Inc                            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12534 | NS      | $198037.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                        | Intrepid Potash Inc                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      7500 | NS      | $320775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                                 | InvenTrust Properties Corp                                 | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |     51775 | NS      | $1577066.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                                     | Intuitive Machines Inc                                     | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |     73900 | NS      | $1371584.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                               | Invesco Mortgage Capital Inc                               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     45553 | NS      | $368068.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                                      | Investar Holding Corp                                      | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      6800 | NS      | $185436.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                         | Investors Title Co                                         | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1013 | NS      | $220165.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                   | IonQ Inc                                                   | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |    227500 | NS      | $6558825.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                                | Iovance Biotherapeutics Inc                                | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |    204200 | NS      | $716742.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                              | iRadimed Corp                                              | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      5600 | NS      | $539056.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                               | Ironwood Pharmaceuticals Inc                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    106972 | NS      | $375471.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                               | Perspective Therapeutics Inc                               | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |     42100 | NS      | $175557.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ispire Technology Inc                                      | Ispire Technology Inc                                      | CUSIP: 46501C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15200 | NS      | $27968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                           | I3 Verticals Inc                                           | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     16491 | NS      | $368738.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                  | Itron Inc                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     30244 | NS      | $2710769.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                                  | Ivanhoe Electric Inc / US                                  | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |     70200 | NS      | $829764.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                       | JBG SMITH Properties                                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     40400 | NS      | $590244.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                     | J & J Snack Foods Corp                                     | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     10287 | NS      | $815450.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                                                 | J Jill Inc                                                 | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      3300 | NS      | $37818.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                        | Jack in the Box Inc                                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     12315 | NS      | $119086.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                           | Dakota Gold Corp                                           | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63200 | NS      | $319160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                      | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     44400 | NS      | $4693968.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc                             | James River Group Holdings Inc                             | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26500 | NS      | $166950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                          | JAKKS Pacific Inc                                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      3200 | NS      | $63744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                     | Janux Therapeutics Inc                                     | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28900 | NS      | $401710.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                              | Janus International Group Inc                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93100 | NS      | $479465.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                                      | Jefferson Capital Inc                                      | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $284604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                       | JELD-WEN Holding Inc                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     59759 | NS      | $74101.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                       | JetBlue Airways Corp                                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    202200 | NS      | $893724.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     33992 | NS      | $4346557.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                                  | John Marshall Bancorp Inc                                  | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $188604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                       | Johnson Outdoors Inc                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3386 | NS      | $157482.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                             | Joint Corp/The                                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10300 | NS      | $91155.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Medical Corp                                       | Journey Medical Corp                                       | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9700 | NS      | $45493.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     26687 | NS      | $1119786.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                               | OPENLANE Inc                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     70100 | NS      | $2043415.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                          | KKR Real Estate Finance Trust Inc                          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     29300 | NS      | $179316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                 | Kadant Inc                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      7899 | NS      | $2309272.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                       | Kaiser Aluminum Corp                                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10922 | NS      | $1316210.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc                                                | Kaltura Inc                                                | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |     54500 | NS      | $66490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                               | KalVista Pharmaceuticals Inc                               | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     25900 | NS      | $521367.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                                        | Karat Packaging Inc                                        | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      5100 | NS      | $142392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                    | KB Home                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     41336 | NS      | $2139138.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                   | Kearny Financial Corp/MD                                   | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38637 | NS      | $291709.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                         | Kelly Services Inc                                         | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     22177 | NS      | $196266.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                                     | Zevra Therapeutics Inc                                     | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |     39100 | NS      | $364412.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                             | Kennametal Inc                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     51100 | NS      | $1846243.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                | Kennedy-Wilson Holdings Inc                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     82853 | NS      | $896469.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                     | Keros Therapeutics Inc                                     | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15350 | NS      | $169464.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                 | Kforce Inc                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     11938 | NS      | $349067.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                    | Kimball Electronics Inc                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     16775 | NS      | $397399.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos Inc                                | KinderCare Learning Cos Inc                                | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20900 | NS      | $45980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                                          | Kingstone Cos Inc                                          | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $125302.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc                            | Kingsway Financial Services Inc                            | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $133504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                    | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    144185 | NS      | $3539741.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                           | Knife River Corp                                           | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38400 | NS      | $3135360.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                               | Knowles Corp                                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     56806 | NS      | $1458778.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                    | Kodiak Gas Services Inc                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55300 | NS      | $3225096.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                        | Kodiak Sciences Inc                                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     22215 | NS      | $846835.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                | Kohl's Corp                                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     73900 | NS      | $953310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kolibri Global Energy Inc                                  | Kolibri Global Energy Inc                                  | CUSIP: 50043K406<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20100 | NS      | $110349.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                         | Kontoor Brands Inc                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     36400 | NS      | $2558556.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                                 | Kopin Corp                                                 | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |    116200 | NS      | $261450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                       | Koppers Holdings Inc                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12160 | NS      | $470348.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                 | Korn Ferry                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     34845 | NS      | $2193492.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                          | Kosmos Energy Ltd                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    321100 | NS      | $892658.00    | 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        |    119750 | NS      | $8443572.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                              | Korro Bio Inc                                              | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $50940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                           | Krispy Kreme Inc                                           | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54400 | NS      | $184416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                       | Kronos Worldwide Inc                                       | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     15689 | NS      | $103076.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                        | Krystal Biotech Inc                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     16446 | NS      | $4248330.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                             | Kulicke & Soffa Industries Inc                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     34200 | NS      | $2247624.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc                                  | KULR Technology Group Inc                                  | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Long             | EC               | CORP              | US        |     25800 | NS      | $61146.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                         | Kura Sushi USA Inc                                         | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $300097.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                          | Kura Oncology Inc                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     55399 | NS      | $450393.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                    | Kymera Therapeutics Inc                                    | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38000 | NS      | $3165020.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                     | LB Pharmaceuticals Inc                                     | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10600 | NS      | $261396.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp                                                  | LCNB Corp                                                  | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $130956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                              | LGI Homes Inc                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     14100 | NS      | $557373.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                             | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     15443 | NS      | $1899180.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                         | LSB Industries Inc                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     35700 | NS      | $531930.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                                         | LSI Industries Inc                                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     18800 | NS      | $349680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                         | LTC Properties Inc                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     30673 | NS      | $1139808.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                               | La-Z-Boy Inc                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     27433 | NS      | $881696.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                        | Ladder Capital Corp                                        | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |     77189 | NS      | $754136.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                    | Lakeland Financial Corp                                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16917 | NS      | $970697.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                                    | Lakeland Industries Inc                                    | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      6800 | NS      | $55692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                                       | Marzetti Company/The                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     13254 | NS      | $1833425.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                    | Lifecore Biomedical Inc                                    | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     19300 | NS      | $71796.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc/Manhattan KS                          | Landmark Bancorp Inc/Manhattan KS                          | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3580 | NS      | $88784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                             | Lands' End Inc                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      6500 | NS      | $73060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                      | Lantheus Holdings Inc                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     43706 | NS      | $3315100.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                                   | Larimar Therapeutics Inc                                   | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |     31200 | NS      | $140400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                           | Latham Group Inc                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29900 | NS      | $160563.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                     | Laureate Education Inc                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     84300 | NS      | $2937012.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                           | Distribution Solutions Group Inc                           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6996 | NS      | $183575.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                        | Leggett & Platt Inc                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     91100 | NS      | $900068.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                          | Legalzoom.com Inc                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     82500 | NS      | $467775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                        | Legacy Housing Corp                                        | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4160 | NS      | $84988.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp                                               | Legence Corp                                               | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24500 | NS      | $1383270.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                      | LeMaitre Vascular Inc                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     14098 | NS      | $1539078.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                               | Lemonade Inc                                               | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     40900 | NS      | $2563612.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                           | LendingClub Corp                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     77660 | NS      | $1112091.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                            | LendingTree Inc                                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      7700 | NS      | $330176.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                                                 | LENSAR Inc                                                 | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $44104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc                                      | LENZ Therapeutics Inc                                      | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10785 | NS      | $98682.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexeo Therapeutics Inc                                     | Lexeo Therapeutics Inc                                     | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42100 | NS      | $241654.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                       | LXP Industrial Trust                                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     39357 | NS      | $1820654.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                         | Liberty Energy Inc                                         | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |    105822 | NS      | $3047673.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                               | Life Time Group Holdings Inc                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99997 | NS      | $2693919.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc                                          | Lifeway Foods Inc                                          | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $67690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                                 | LifeMD Inc                                                 | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27500 | NS      | $99275.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                | Life360 Inc                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |     13000 | NS      | $530660.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                 | Ligand Pharmaceuticals Inc                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     12857 | NS      | $2566900.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                                           | Lifevantage Corp                                           | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      4900 | NS      | $21168.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corp                                           | Lightbridge Corp                                           | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |     17500 | NS      | $186550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                                | LifeStance Health Group Inc                                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96700 | NS      | $615979.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                                       | Limbach Holdings Inc                                       | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      7300 | NS      | $569765.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                                               | Limoneira Co                                               | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |     12300 | NS      | $165066.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp                          | Lincoln Educational Services Corp                          | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     20300 | NS      | $825804.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                          | Lindblad Expeditions Holdings Inc                          | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     26100 | NS      | $451530.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                               | Lindsay Corp                                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      7007 | NS      | $834323.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc                                            | LINKBANCORP Inc                                            | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $138444.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                                     | Lionsgate Studios Corp                                     | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    138404 | NS      | $1327294.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                     | Liquidity Services Inc                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     15873 | NS      | $485237.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                              | Liquidia Corp                                              | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43300 | NS      | $1634142.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                    | Live Oak Bancshares Inc                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $793680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                      | LiveRamp Holdings Inc                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     39372 | NS      | $1044145.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livewire Group Inc                                         | Livewire Group Inc                                         | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Long             | EC               | CORP              | US        |     28500 | NS      | $47310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                              | loanDepot Inc                                              | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |     59500 | NS      | $84490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                             | Lovesac Co/The                                             | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $124068.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                                      | Lucid Diagnostics Inc                                      | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55400 | NS      | $63710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                     | Lumen Technologies Inc                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    631200 | NS      | $4386840.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumexa Imaging Holdings Inc                                | Lumexa Imaging Holdings Inc                                | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $144480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lument Finance Trust Inc                                   | Lument Finance Trust Inc                                   | CUSIP: 55025L108<br>LEI: 5493002OB7SJ4MVQY666 | Long             | EC               |  | US        |     36200 | NS      | $45612.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                   | MBIA Inc                                                   | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     30884 | NS      | $182524.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                          | MFA Financial Inc                                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     71350 | NS      | $683533.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                             | MGE Energy Inc                                             | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24915 | NS      | $1925680.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc                                        | MBX Biosciences Inc                                        | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19200 | NS      | $573120.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                        | MGP Ingredients Inc                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     10100 | NS      | $185739.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                              | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     17574 | NS      | $2151936.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                      | M-Tron Industries Inc                                      | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |      1700 | NS      | $113645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                      | M-Tron Industries Inc                                      | CUSIP: 55380K133<br>LEI: 529900ECYL9SLLCSE931 | N/A              | DE               |  | US        |      1700 | NS      | $3570.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                         | MVB Financial Corp                                         | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      7500 | NS      | $186225.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                              | MYR Group Inc                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     10294 | NS      | $2906202.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                            | Macerich Co/The                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    171603 | NS      | $3243296.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                      | Veris Residential Inc                                      | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     51000 | NS      | $962370.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                          | Steven Madden Ltd                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     47601 | NS      | $1614625.92   | 0.08%             |  |  |  | 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        |     26772 | NS      | $1577138.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                                    | Sphere Entertainment Co                                    | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     18372 | NS      | $2156872.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                               | Madrigal Pharmaceuticals Inc                               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     11334 | NS      | $5933008.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp                                               | Magnera Corp                                               | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     22500 | NS      | $213975.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                                | Magnite Inc                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     95542 | NS      | $1135038.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                    | Magnolia Oil & Gas Corp                                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117600 | NS      | $3712632.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStreet Bancshares Inc                                  | MainStreet Bancshares Inc                                  | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |      4400 | NS      | $97680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                           | Malibu Boats Inc                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $336960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc                                       | Mama's Creations Inc                                       | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25500 | NS      | $391170.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc                                | Mammoth Energy Services Inc                                | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |     16700 | NS      | $40915.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                       | Manitowoc Co Inc/The                                       | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     24175 | NS      | $281638.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                              | MannKind Corp                                              | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    208100 | NS      | $509845.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc                                  | MapLight Therapeutics Inc                                  | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $205333.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                          | MARA Holdings Inc                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    250800 | NS      | $2046528.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                          | Maravai LifeSciences Holdings Inc                          | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76300 | NS      | $215929.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                     | Marcus & Millichap Inc                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     16700 | NS      | $444053.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                            | Marcus Corp/The                                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     12534 | NS      | $215208.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                              | MarineMax Inc                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     12840 | NS      | $347450.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                       | Marine Products Corp                                       | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5236 | NS      | $38065.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                             | MarketWise Inc                                             | CUSIP: 57064P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $23961.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                                | Marqeta Inc                                                | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    246500 | NS      | $1005720.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                          | Marriott Vacations Worldwide Corp                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     18800 | NS      | $1224256.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                       | Marten Transport Ltd                                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36894 | NS      | $484418.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                              | MasterCraft Boat Holdings Inc                              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     10900 | NS      | $223559.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                            | Masterbrand Inc                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     86500 | NS      | $718815.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     13984 | NS      | $2022785.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                                          | Matrix Service Co                                          | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     19600 | NS      | $225008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                 | Matson Inc                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     20400 | NS      | $3344376.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                | Matthews International Corp                                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     20510 | NS      | $529568.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land & Pineapple Co Inc                               | Maui Land & Pineapple Co Inc                               | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $86184.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                              | MaxLinear Inc                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     56134 | NS      | $976170.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                                | MaxCyte Inc                                                | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     77600 | NS      | $54514.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                | Maximus Inc                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     36274 | NS      | $2325163.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                                | Mayville Engineering Co Inc                                | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |      9100 | NS      | $163345.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                                      | Maze Therapeutics Inc                                      | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $525360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                           | McGrath RentCorp                                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     16640 | NS      | $1835059.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                                            | McGraw Hill Inc                                            | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $230160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                                   | Medallion Financial Corp                                   | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |     11600 | NS      | $99296.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                             | MediaAlpha Inc                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23060 | NS      | $214458.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                               | Medifast Inc                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      5987 | NS      | $61007.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                | Pediatrix Medical Group Inc                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57200 | NS      | $1223508.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                       | Mercantile Bank Corp                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     10933 | NS      | $552116.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                       | Merchants Bancorp/IN                                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     17814 | NS      | $764398.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                        | Mercury Systems Inc                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     35200 | NS      | $2566432.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                       | Mercury General Corp                                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     18200 | NS      | $1604330.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                                              | Meridian Corp                                              | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $109968.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                  | Merit Medical Systems Inc                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     39041 | NS      | $2691096.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                        | Meritage Homes Corp                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     44568 | NS      | $2756085.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrimack Pharmaceuticals Inc                              | Merrimack Pharmaceuticals Inc                              | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc                                      | Mesa Laboratories Inc                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      3630 | NS      | $320964.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                     | Pathward Financial Inc                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     14900 | NS      | $1329527.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                    | Methode Electronics Inc                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     24066 | NS      | $132844.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                   | Metrocity Bankshares Inc                                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     13100 | NS      | $375577.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                             | Metropolitan Bank Holding Corp                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $524727.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc                           | Miami International Holdings Inc                           | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     14000 | NS      | $544880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                            | MicroVision Inc                                            | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |    155500 | NS      | $99706.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                     | Microvast Holdings Inc                                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    133800 | NS      | $200700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                       | Mid Penn Bancorp Inc                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $424512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                         | Middlesex Water Co                                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12431 | NS      | $647033.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                                 | Midland States Bancorp Inc                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     14604 | NS      | $325815.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                            | MillerKnoll Inc                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     43105 | NS      | $623298.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                   | Miller Industries Inc/TN                                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      7346 | NS      | $334610.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                           | MiMedx Group Inc                                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79800 | NS      | $315210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                  | Minerals Technologies Inc                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     20964 | NS      | $1486766.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                 | Mineralys Therapeutics Inc                                 | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31700 | NS      | $858753.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                    | Mirion Technologies Inc                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    158600 | NS      | $2948374.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                  | Mirum Pharmaceuticals Inc                                  | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     27700 | NS      | $2558926.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                        | Mission Produce Inc                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     27800 | NS      | $382528.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                        | Mister Car Wash Inc                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68300 | NS      | $476051.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                          | Mistras Group Inc                                          | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      7800 | NS      | $115284.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                          | Mitek Systems Inc                                          | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     30300 | NS      | $409050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile Infrastructure Corp                                 | Mobile Infrastructure Corp                                 | CUSIP: 60739N101<br>LEI: 254900BL5PV89M4T7T50 | Long             | EC               | CORP              | US        |      9900 | NS      | $22176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                    | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     34922 | NS      | $7567946.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv Industrial Inc                                       | Modiv Industrial Inc                                       | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               |  | US        |      7400 | NS      | $105968.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                | Moelis & Co                                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     49600 | NS      | $2827200.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                | Monarch Casino & Resort Inc                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      7984 | NS      | $763270.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20549 | NS      | $329605.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc                                   | Monopar Therapeutics Inc                                   | CUSIP: 61023L207<br>LEI: 549300QJFAI7L6YHKG83 | Long             | EC               | CORP              | US        |      3000 | NS      | $164370.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AirJoule Technologies Corp                                 | AirJoule Technologies Corp                                 | CUSIP: 612160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $42921.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                     | Montauk Renewables Inc                                     | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47600 | NS      | $54740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                | Monte Rosa Therapeutics Inc                                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40200 | NS      | $661290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                           | Montrose Environmental Group Inc                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     22400 | NS      | $490336.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                   | Moog Inc                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     18681 | NS      | $5466807.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                              | Motorcar Parts of America Inc                              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      7100 | NS      | $78526.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                           | Movado Group Inc                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      8480 | NS      | $207081.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                                 | Mueller Water Products Inc                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    101027 | NS      | $2777232.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corp                                              | Claritev Corp                                              | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $83334.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                            | Murphy Oil Corp                                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     89400 | NS      | $3687750.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                       | Myers Industries Inc                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     23197 | NS      | $491312.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                        | Myriad Genetics Inc                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     64000 | NS      | $288000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myomo Inc                                                  | Myomo Inc                                                  | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |     26200 | NS      | $17700.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                            | NBT Bancorp Inc                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34939 | NS      | $1487702.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                              | N-able Inc/US                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48300 | NS      | $225561.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                             | NCR Voyix Corp                                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     95300 | NS      | $603249.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                          | NL Industries Inc                                          | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6336 | NS      | $36938.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                           | NMI Holdings Inc                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     51900 | NS      | $1946769.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                                   | NVE Corp                                                   | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      3000 | NS      | $196500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                       | NACCO Industries Inc                                       | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $150713.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                                            | NCR Atleos Corp                                            | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     48700 | NS      | $2122346.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solesence Inc                                              | Solesence Inc                                              | CUSIP: 630079101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $14229.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc                                    | NANO Nuclear Energy Inc                                    | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26700 | NS      | $546816.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                            | Napco Security Technologies Inc                            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     23400 | NS      | $921726.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                                        | Nathan's Famous Inc                                        | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       800 | NS      | $80584.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25952 | NS      | $1016280.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc                                    | National Bankshares Inc                                    | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |      4100 | NS      | $149281.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                     | National Beverage Corp                                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     15534 | NS      | $522719.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc                                     | National CineMedia Inc                                     | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |     45500 | NS      | $138775.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                   | National HealthCare Corp                                   | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      8675 | NS      | $1385397.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                              | National Health Investors Inc                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     31034 | NS      | $2509409.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                             | National Presto Industries Inc                             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3572 | NS      | $489578.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                                     | National Research Corp                                     | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      8737 | NS      | $148354.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                               | National Vision Holdings Inc                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     51600 | NS      | $1336440.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                             | Natural Gas Services Group Inc                             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $260406.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                     | Natural Grocers by Vitamin Cottage Inc                     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      8789 | NS      | $227195.65    | 0.01%             |  |  |  | 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        |      9740 | NS      | $233662.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc                                                  | Navan Inc                                                  | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |     22600 | NS      | $299224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                               | Navient Corp                                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     36600 | NS      | $299388.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                                 | Navitas Semiconductor Corp                                 | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |    135000 | NS      | $1183950.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc                                             | NB Bancorp Inc                                             | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27239 | NS      | $573925.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                                 | Nelnet Inc                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      7638 | NS      | $984996.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                | Neogen Corp                                                | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    148350 | NS      | $1378171.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                            | NeoGenomics Inc                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88165 | NS      | $654184.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neonode Inc                                                | Neonode Inc                                                | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $11480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                                  | Nerdy Inc                                                  | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35500 | NS      | $28975.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                             | NerdWallet Inc                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |     25800 | NS      | $267804.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Power Inc                                              | Net Power Inc                                              | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15200 | NS      | $23712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Lease Office Properties                                | NET Lease Office Properties                                | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |     11000 | NS      | $126720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                                | NETGEAR Inc                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     18834 | NS      | $411334.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                       | NetScout Systems Inc                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     46156 | NS      | $1467299.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                             | NETSTREIT Corp                                             | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     56800 | NS      | $1069544.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc                                              | NeuroPace Inc                                              | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $231440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                                            | Neuronetics Inc                                            | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |     28500 | NS      | $41325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc                                              | Neurogene Inc                                              | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |      7100 | NS      | $143136.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                                 | Atlas Energy Solutions Inc                                 | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |     52500 | NS      | $688800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                                    | New Fortress Energy Inc                                    | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |    120100 | NS      | $70859.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Strategic Resources Inc                              | Idaho Strategic Resources Inc                              | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $314776.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                  | New Jersey Resources Corp                                  | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     67597 | NS      | $3712427.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                           | Flagstar Bank NA                                           | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    200866 | NS      | $2645405.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                                           | Adamas Trust Inc                                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     58345 | NS      | $429419.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                          | Newmark Group Inc                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99900 | NS      | $1497501.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                                      | NPK International Inc                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     55841 | NS      | $809136.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc                                                | Newsmax Inc                                                | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27500 | NS      | $143550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc                                              | NewtekOne Inc                                              | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |     16100 | NS      | $176295.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                              | Nextpower Inc                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96600 | NS      | $11645130.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNRG Inc                                                | NextNRG Inc                                                | CUSIP: 652941105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $6160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                     | NexPoint Diversified Real Estate Trust                     | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |     25926 | NS      | $121074.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                             | NexPoint Residential Trust Inc                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     15400 | NS      | $385000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                            | NextDecade Corp                                            | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |    116400 | NS      | $891624.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                            | NI Holdings Inc                                            | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      3500 | NS      | $45115.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                           | Nexpoint Real Estate Finance Inc                           | CUSIP: 65342V101<br>LEI: 254900I8YGFSQ717PG17 | Long             | EC               |  | US        |      4300 | NS      | $57921.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                                      | Nextdoor Holdings Inc                                      | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155800 | NS      | $218120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                                | NextNav Inc                                                | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |     64800 | NS      | $1038096.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                     | Nicolet Bankshares Inc                                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12347 | NS      | $1835011.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                            | 908 Devices Inc                                            | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18100 | NS      | $110772.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                                   | NioCorp Developments Ltd                                   | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | CA        |     72700 | NS      | $324242.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                                 | nLight Inc                                                 | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31300 | NS      | $1784726.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                                 | Nkarta Inc                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35300 | NS      | $74483.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                             | Northeast Bank                                             | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      5000 | NS      | $561850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc                            | Northeast Community Bancorp Inc                            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      8300 | NS      | $197540.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                     | Northern Oil & Gas Inc                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     64100 | NS      | $1873643.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                     | Northfield Bancorp Inc                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25756 | NS      | $348736.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc                                 | Northpointe Bancshares Inc                                 | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |      8900 | NS      | $153614.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                                       | Northrim BanCorp Inc                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     15400 | NS      | $352352.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                   | Northwest Bancshares Inc                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98203 | NS      | $1246196.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                               | Northwest Natural Holding Co                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     27719 | NS      | $1475205.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                    | NWPX Infrastructure Inc                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      6548 | NS      | $509827.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                              | Northwestern Energy Group Inc                              | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     40806 | NS      | $2690747.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                                     | Norwood Financial Corp                                     | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $161810.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                     | Novagold Resources Inc                                     | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |    185600 | NS      | $1666688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                                | Novavax Inc                                                | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |    100900 | NS      | $821326.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                                | Novanta Inc                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23863 | NS      | $2818458.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                   | DNOW Inc                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    125706 | NS      | $1497158.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                    | Nu Skin Enterprises Inc                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     23900 | NS      | $173992.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                               | Nuvalent Inc                                               | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32731 | NS      | $3353290.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                         | NuScale Power Corp                                         | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105700 | NS      | $1145788.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                           | Nutex Health Inc                                           | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |      2300 | NS      | $218592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                     | Nurix Therapeutics Inc                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66600 | NS      | $1032300.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                           | Nuvation Bio Inc                                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164600 | NS      | $706134.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvectis Pharma Inc                                        | Nuvectis Pharma Inc                                        | CUSIP: 67080T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $78846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                              | O-I Glass Inc                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105000 | NS      | $1103550.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     28688 | NS      | $1160716.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                            | OSI Systems Inc                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     10568 | NS      | $2805909.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                                 | OP Bancorp                                                 | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      6800 | NS      | $90440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp                                         | Oak Valley Bancorp                                         | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $158907.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                              | Oceaneering International Inc                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     66200 | NS      | $2348114.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                  | OceanFirst Financial Corp                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38767 | NS      | $699356.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                                            | Onity Group Inc                                            | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      4600 | NS      | $180642.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                     | Ocular Therapeutix Inc                                     | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |    123200 | NS      | $1043504.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Valley Banc Corp                                      | Ohio Valley Banc Corp                                      | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $118422.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                                    | Oil-Dri Corp of America                                    | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      6900 | NS      | $449121.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                               | Oil States International Inc                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     33800 | NS      | $393432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                                       | Olaplex Holdings Inc                                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $203000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                    | Old National Bancorp/IN                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    230851 | NS      | $5101807.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                     | Old Second Bancorp Inc                                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     32746 | NS      | $660159.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                                  | Olema Pharmaceuticals Inc                                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40600 | NS      | $605346.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc                                           | Omada Health Inc                                           | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |     22100 | NS      | $277797.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                             | Omega Flex Inc                                             | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |      2789 | NS      | $86570.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     29825 | NS      | $995558.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                                | Omeros Corp                                                | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |     42600 | NS      | $449856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                                 | OmniAb Inc                                                 | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68489 | NS      | $107527.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                 | OMNIAB INC                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4688 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OMNIAB INC                                                 | OMNIAB INC                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4688 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONE Gas Inc                                                | ONE Gas Inc                                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     39779 | NS      | $3426165.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                                 | Oncology Institute Inc/The                                 | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46500 | NS      | $142755.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                                 | One Liberty Properties Inc                                 | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |     12507 | NS      | $268400.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                      | 1-800-Flowers.com Inc                                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17864 | NS      | $54306.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                        | OneWater Marine Inc                                        | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $81270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                                | OneSpan Inc                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     24057 | NS      | $253320.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                   | ON24 Inc                                                   | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |     25900 | NS      | $209790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                   | Ooma Inc                                                   | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17094 | NS      | $248717.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAL Fuels Inc                                             | OPAL Fuels Inc                                             | CUSIP: 68347P103<br>LEI: 529900ATA8EX6J0VUZ84 | Long             | EC               | CORP              | US        |      4700 | NS      | $11844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                          | Open Lending Corp                                          | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74700 | NS      | $93375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                            | OPKO Health Inc                                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    267100 | NS      | $304494.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                     | Oportun Financial Corp                                     | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     26000 | NS      | $119860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                                  | OppFi Inc                                                  | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $97146.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                            | OptimizeRx Corp                                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11100 | NS      | $69708.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                     | Option Care Health Inc                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    106307 | NS      | $2861784.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                                  | Orange County Bancorp Inc                                  | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $223860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                   | OraSure Technologies Inc                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     53006 | NS      | $159018.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                                  | Orchid Island Capital Inc                                  | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |    123060 | NS      | $865111.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                 | Organogenesis Holdings Inc                                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     47400 | NS      | $112338.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                         | Origin Bancorp Inc                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     20500 | NS      | $849930.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                   | BARK Inc                                                   | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73200 | NS      | $37083.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                                   | ORIC Pharmaceuticals Inc                                   | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     40800 | NS      | $516936.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                                   | Orion Group Holdings Inc                                   | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     26400 | NS      | $287760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                     | Ormat Technologies Inc                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     40460 | NS      | $4528283.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                            | Orrstown Financial Services Inc                            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     12700 | NS      | $458216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                       | OrthoPediatrics Corp                                       | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     11405 | NS      | $180997.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                       | Orthofix Medical Inc                                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27318 | NS      | $313337.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                                     | Oruka Therapeutics Inc                                     | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |     25000 | NS      | $1226250.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                           | Oscar Health Inc                                           | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |    133400 | NS      | $1530098.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                            | Otter Tail Corp                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25481 | NS      | $2236467.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                                 | Ouster Inc                                                 | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36400 | NS      | $668668.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co                                           | Teads Holding Co                                           | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     27500 | NS      | $18111.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                         | Outfront Media Inc                                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     99243 | NS      | $2629939.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                         | Outset Medical Inc                                         | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $52608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                      | Bed Bath & Beyond Inc                                      | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     42397 | NS      | $196722.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc                                        | Accendra Health Inc                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     52154 | NS      | $118911.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                      | Oxford Industries Inc                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      9466 | NS      | $364535.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAMT CORP                                                  | PAMT CORP                                                  | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $34645.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                             | PBF Energy Inc                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     56500 | NS      | $2690530.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                          | PC Connection Inc                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6224 | NS      | $363855.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                | PCB Bancorp                                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      7400 | NS      | $166426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                          | PDF Solutions Inc                                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     20957 | NS      | $685503.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                           | PJT Partners Inc                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     15400 | NS      | $2151688.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                            | TXNM Energy Inc                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     63936 | NS      | $3737698.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                              | PRA Group Inc                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     26223 | NS      | $458902.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                       | PTC Therapeutics Inc                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     52424 | NS      | $3571647.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridgepost Capital Inc                                      | Ridgepost Capital Inc                                      | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37500 | NS      | $272250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                             | PACS Group Inc                                             | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29900 | NS      | $960388.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                      | Pacific Biosciences of California Inc                      | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    188498 | NS      | $248817.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                     | Pacira BioSciences Inc                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26875 | NS      | $607375.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                              | PagerDuty Inc                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     56500 | NS      | $350865.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                       | Palomar Holdings Inc                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     17400 | NS      | $2079300.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc                                  | Palvella Therapeutics Inc                                  | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |      4900 | NS      | $610785.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                              | Papa John's International Inc                              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     22422 | NS      | $726697.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                        | PAR Technology Corp                                        | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     27400 | NS      | $365242.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                   | Par Pacific Holdings Inc                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     33135 | NS      | $2075576.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                        | Park Aerospace Corp                                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     12288 | NS      | $336445.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc                                             | ReposiTrak Inc                                             | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |      8900 | NS      | $67640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                         | Park National Corp                                         | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |     10076 | NS      | $1646922.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                                    | Park-Ohio Holdings Corp                                    | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $173088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                          | Parke Bancorp Inc                                          | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      6700 | NS      | $190280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                     | Patrick Industries Inc                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     21156 | NS      | $2349796.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp Inc                               | Patriot National Bancorp Inc                               | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |     38500 | NS      | $49665.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                   | Patterson-UTI Energy Inc                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    234189 | NS      | $2536266.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc                                                | Paysign Inc                                                | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25700 | NS      | $151630.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                        | Payoneer Global Inc                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    189500 | NS      | $915285.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                        | Peabody Energy Corp                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     80912 | NS      | $2666050.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                           | Peapack-Gladstone Financial Corp                           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     11191 | NS      | $394035.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                    | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     74160 | NS      | $936640.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                    | Peloton Interactive Inc                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    268000 | NS      | $1149720.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                      | Penguin Solutions Inc                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     35402 | NS      | $623075.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                      | Pennant Group Inc/The                                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     23366 | NS      | $712195.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                         | PennyMac Mortgage Investment Trust                         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     59821 | NS      | $697512.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                            | PennyMac Financial Services Inc                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     19900 | NS      | $1739260.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                     | Peoples Bancorp Inc/OH                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23540 | NS      | $773759.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc                      | Peoples Bancorp of North Carolina Inc                      | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $125312.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                            | Peoples Financial Services Corp                            | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |      6277 | NS      | $334752.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                    | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     42168 | NS      | $1569071.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                  | Perella Weinberg Partners                                  | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42600 | NS      | $773616.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                    | Perimeter Solutions Inc                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93878 | NS      | $2292500.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc                       | Perma-Fix Environmental Services Inc                       | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |     12100 | NS      | $129349.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                                    | Perpetua Resources Corp                                    | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |     56700 | NS      | $1594404.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                             | Personalis Inc                                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     34700 | NS      | $221039.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                             | Petco Health & Wellness Co Inc                             | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     55600 | NS      | $154568.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                                | Phathom Pharmaceuticals Inc                                | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27200 | NS      | $302192.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                  | Phibro Animal Health Corp                                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     14100 | NS      | $779871.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                   | Phillips Edison & Co Inc                                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     82400 | NS      | $3083408.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                 | Phinia Inc                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     24500 | NS      | $1676780.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc                             | Phoenix Education Partners Inc                             | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $59774.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                             | Photronics Inc                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     38360 | NS      | $1550127.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                               | Phreesia Inc                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     39000 | NS      | $326820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                                  | Piedmont Realty Trust Inc                                  | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     83900 | NS      | $551223.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                     | Pioneer Bancorp Inc/NY                                     | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $115536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                          | Piper Sandler Cos                                          | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     46272 | NS      | $3542121.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                           | Pitney Bowes Inc                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    108600 | NS      | $1200030.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                            | Planet Labs PBC                                            | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |    179900 | NS      | $5028205.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                                            | Playstudios Inc                                            | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67100 | NS      | $31483.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                                      | Playtika Holding Corp                                      | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     38900 | NS      | $108142.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                | Plexus Corp                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     17563 | NS      | $3557210.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                             | Plug Power Inc                                             | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    879200 | NS      | $1986992.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                             | Plumas Bancorp                                             | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      4100 | NS      | $200162.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     36100 | NS      | $1967450.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc                                  | Ponce Financial Group Inc                                  | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $220572.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                            | Porch Group Inc                                            | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     57400 | NS      | $411558.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                             | Portillo's Inc                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41100 | NS      | $217419.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                               | Portland General Electric Co                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     74600 | NS      | $3936642.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                    | Postal Realty Trust Inc                                    | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |     15800 | NS      | $293248.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                      | Powell Industries Inc                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      6408 | NS      | $3467240.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                     | Power Integrations Inc                                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     37112 | NS      | $1900134.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                                          | Powerfleet Inc NJ                                          | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |     86000 | NS      | $264880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc                          | Power Solutions International Inc                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      5400 | NS      | $328752.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Operating Co                                       | Prairie Operating Co                                       | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Long             | EC               | CORP              | US        |      8700 | NS      | $17661.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                             | Praxis Precision Medicines Inc                             | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $5509449.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                               | Precigen Inc                                               | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |    122000 | NS      | $472140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                              | Preferred Bank/Los Angeles CA                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      8046 | NS      | $729691.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                                 | Preformed Line Products Co                                 | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      1686 | NS      | $456484.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                           | Prestige Consumer Healthcare Inc                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31755 | NS      | $1882118.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                             | PriceSmart Inc                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     17132 | NS      | $2578366.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                                 | PrimeEnergy Resources Corp                                 | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |       300 | NS      | $69855.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                     | Primoris Services Corp                                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     36038 | NS      | $5154875.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                      | Primis Financial Corp                                      | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     15000 | NS      | $199200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                         | Prime Medicine Inc                                         | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66200 | NS      | $230376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                                      | Princeton Bancorp Inc                                      | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |      3500 | NS      | $118195.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc                                                | Pro-Dex Inc                                                | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |      1500 | NS      | $73680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                          | ProAssurance Corp                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     31000 | NS      | $766320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                           | Priority Technology Holdings Inc                           | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |     16900 | NS      | $79768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                   | PROCEPT BioRobotics Corp                                   | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $900360.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                    | Privia Health Group Inc                                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77200 | NS      | $1588004.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Proficient Auto Logistics Inc                              | Proficient Auto Logistics Inc                              | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16100 | NS      | $109158.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                       | ProFrac Holding Corp                                       | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $86800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                          | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     26505 | NS      | $760428.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     28000 | NS      | $718200.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                | Progyny Inc                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51200 | NS      | $869376.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                      | ProPetro Holding Corp                                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65100 | NS      | $938091.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc                               | Protalix BioTherapeutics Inc                               | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Long             | EC               | CORP              | US        |     50400 | NS      | $109368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics Inc                                   | Protara Therapeutics Inc                                   | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |     25700 | NS      | $133897.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                               | Protagonist Therapeutics Inc                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38500 | NS      | $4057900.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                             | Proto Labs Inc                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     16343 | NS      | $931877.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                           | Provident Financial Services Inc                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     84663 | NS      | $1791469.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                               | PubMatic Inc                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25400 | NS      | $207772.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                               | Pulmonx Corp                                               | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     28500 | NS      | $36765.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc                                      | Pulse Biosciences Inc                                      | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |     12115 | NS      | $261562.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PULSE BIOSCIENCES INC                                      | PULSE BIOSCIENCES INC                                      | CUSIP: 74587B143<br>LEI: 529900NJUBI06118FM73 | N/A              | DE               |  | US        |      1477 | NS      | $7820.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Puma Biotechnology Inc                                     | Puma Biotechnology Inc                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31000 | NS      | $198090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                            | Pure Cycle Corp                                            | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14100 | NS      | $141846.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                                 | PureCycle Technologies Inc                                 | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88700 | NS      | $460353.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                           | QCR Holdings Inc                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     11200 | NS      | $957040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                          | Quad/Graphics Inc                                          | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     19800 | NS      | $130878.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      9213 | NS      | $1144530.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                            | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     40300 | NS      | $1906190.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                 | Qualys Inc                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     24025 | NS      | $2110596.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                              | Quanex Building Products Corp                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     31452 | NS      | $565192.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                             | Quantum-Si Inc                                             | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91700 | NS      | $70975.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                             | Quanterix Corp                                             | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26600 | NS      | $93632.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                      | Quantum Computing Inc                                      | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136600 | NS      | $935710.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                             | QuinStreet Inc                                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     36011 | NS      | $432492.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                                | RBB Bancorp                                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     11132 | NS      | $237890.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                               | RCI Hospitality Holdings Inc                               | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      5500 | NS      | $125455.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies Inc                                       | RCM Technologies Inc                                       | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $74646.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc                                          | RGC Resources Inc                                          | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $138915.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                          | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     85155 | NS      | $631850.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                    | RPC Inc                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60400 | NS      | $427632.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                          | RMR Group Inc/The                                          | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     10668 | NS      | $165033.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                    | RXO Inc                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    110083 | NS      | $1609413.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                   | Rackspace Technology Inc                                   | CUSIP: 750102105<br>LEI: 529900TFVYSFOO980K68 | Long             | EC               | CORP              | US        |     49600 | NS      | $48598.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                           | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     90754 | NS      | $3002142.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                      | Radiant Logistics Inc                                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     19076 | NS      | $134485.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                 | RadNet Inc                                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     45100 | NS      | $2520639.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                 | Rambus Inc                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     71886 | NS      | $6184352.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                       | Ramaco Resources Inc                                       | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     27200 | NS      | $420512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                                 | Ranger Energy Services Inc                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     11600 | NS      | $198824.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                       | Ranpak Holdings Corp                                       | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     33000 | NS      | $117810.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                 | Rapid7 Inc                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     44000 | NS      | $242440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                                   | Rapport Therapeutics Inc                                   | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $588252.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                            | Rayonier Advanced Materials Inc                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     44300 | NS      | $490401.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                        | RE/MAX Holdings Inc                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     12698 | NS      | $73140.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                         | Ready Capital Corp                                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |    100272 | NS      | $162440.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                                     | Real Brokerage Inc/The                                     | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |     75300 | NS      | $188250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                              | Recursion Pharmaceuticals Inc                              | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    304200 | NS      | $933894.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Cat Holdings Inc                                       | Red Cat Holdings Inc                                       | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |     68900 | NS      | $901901.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                   | Red River Bancshares Inc                                   | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      3400 | NS      | $307496.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                       | Red Rock Resorts Inc                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31900 | NS      | $1702184.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                             | Red Violet Inc                                             | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      7700 | NS      | $266420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                               | Redwire Corp                                               | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70400 | NS      | $598400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                          | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     84125 | NS      | $471941.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                              | REGENXBIO Inc                                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     32100 | NS      | $268998.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                   | Regional Management Corp                                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      5543 | NS      | $178761.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                     | Relay Therapeutics Inc                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94400 | NS      | $939280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                         | Remitly Global Inc                                         | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112100 | NS      | $1756607.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                              | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     62808 | NS      | $2269253.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KORU Medical Systems Inc                                   | KORU Medical Systems Inc                                   | CUSIP: 759910102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30800 | NS      | $133056.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                          | Upbound Group Inc                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     34810 | NS      | $628320.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                    | Republic Bancorp Inc/KY                                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5725 | NS      | $403898.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                        | Repay Holdings Corp                                        | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |     48500 | NS      | $126100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                        | Replimune Group Inc                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     48376 | NS      | $370076.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                   | Resideo Technologies Inc                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     85400 | NS      | $2878834.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                        | Reservoir Media Inc                                        | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      7400 | NS      | $72446.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                   | Resources Connection Inc                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24989 | NS      | $93208.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc                           | Resolute Holdings Management Inc                           | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2825 | NS      | $458497.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                          | Revolve Group Inc                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27600 | NS      | $624036.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                | REX American Resources Corp                                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $884058.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc                                               | Rezolute Inc                                               | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Long             | EC               | CORP              | US        |     48800 | NS      | $148840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                 | Rhythm Pharmaceuticals Inc                                 | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     35000 | NS      | $3043950.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                                  | Ribbon Communications Inc                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     65102 | NS      | $138016.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/United States                   | Richardson Electronics Ltd/United States                   | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $98550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Richmond Mutual BanCorp Inc                                | Richmond Mutual BanCorp Inc                                | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $75992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc                                      | Richtech Robotics Inc                                      | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102800 | NS      | $214852.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                  | Rigel Pharmaceuticals Inc                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     12106 | NS      | $327346.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                      | Rigetti Computing Inc                                      | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |    215400 | NS      | $3024216.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                              | Riley Exploration Permian Inc                              | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      8400 | NS      | $306180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                          | Rimini Street Inc                                          | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     24516 | NS      | $80412.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                         | Riot Platforms Inc                                         | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    230700 | NS      | $2851452.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc                                      | Riverview Bancorp Inc                                      | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14200 | NS      | $78100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                 | Rocket Pharmaceuticals Inc                                 | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     57300 | NS      | $205134.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                           | Rocky Brands Inc                                           | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      4100 | NS      | $158752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                | Rogers Corp                                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     12152 | NS      | $1304274.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                                | Root Inc/OH                                                | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $344526.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                                 | Rumble Inc                                                 | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62400 | NS      | $318240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                       | Rush Enterprises Inc                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     40792 | NS      | $2696759.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                       | Rush Enterprises Inc                                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4990 | NS      | $321106.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                | Rush Street Interactive Inc                                | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60900 | NS      | $1324575.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                                | RxSight Inc                                                | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24786 | NS      | $152681.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                       | Ryerson Holding Corp                                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     30024 | NS      | $674939.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                           | Ryman Hospitality Properties Inc                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     40806 | NS      | $3765169.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                            | S&T Bancorp Inc                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24624 | NS      | $1030021.92   | 0.05%             |  |  |  | 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        |   6387715 | NS      | $6387715.33   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SB Financial Group Inc                                     | SB Financial Group Inc                                     | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |      4700 | NS      | $98700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                                 | SEACOR Marine Holdings Inc                                 | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     13700 | NS      | $98092.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                | H2O America                                                | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |     22815 | NS      | $1338556.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                 | Sezzle Inc                                                 | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |     10900 | NS      | $689861.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                       | SL Green Realty Corp                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     48500 | NS      | $1791590.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    165400 | NS      | $5157172.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                           | SPS Commerce Inc                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     25702 | NS      | $1430830.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYX Platforms Corp                                        | SKYX Platforms Corp                                        | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49200 | NS      | $55104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                             | SSR Mining Inc                                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |    134700 | NS      | $3960180.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                       | SPX Technologies Inc                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     31950 | NS      | $6388083.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                                          | SWK Holdings Corp                                          | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $13608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                 | Sabra Health Care REIT Inc                                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    160677 | NS      | $3089818.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                 | Sabre Corp                                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    252200 | NS      | $365690.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                                        | Sable Offshore Corp                                        | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |     82600 | NS      | $1364552.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                               | Safehold Inc                                               | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     37934 | NS      | $513247.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                 | Safety Insurance Group Inc                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     10199 | NS      | $740855.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                              | St Joe Co/The                                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     25968 | NS      | $1630790.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     66500 | NS      | $921025.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                     | Sana Biotechnology Inc                                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112100 | NS      | $322848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanara Medtech Inc                                         | Sanara Medtech Inc                                         | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $32642.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                       | SandRidge Energy Inc                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     22600 | NS      | $368606.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                | John B Sanfilippo & Son Inc                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5402 | NS      | $428540.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                               | Sanmina Corp                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     35195 | NS      | $4562679.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc                                        | SANUWAVE Health Inc                                        | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $95095.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                          | Palladyne AI Corp                                          | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19900 | NS      | $120793.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc                                             | Satellogic Inc                                             | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53600 | NS      | $291584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                           | Saul Centers Inc                                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      7066 | NS      | $230210.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                                                 | Savara Inc                                                 | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |     90700 | NS      | $495222.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                                   | Savers Value Village Inc                                   | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21500 | NS      | $159960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                             | ScanSource Inc                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     13037 | NS      | $473243.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                    | SLB Ltd                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       100 | NS      | $5139.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                            | Scholastic Corp                                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12991 | NS      | $507428.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                  | Scholar Rock Holding Corp                                  | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     55900 | NS      | $2748044.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                              | Schrodinger Inc/United States                              | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     39000 | NS      | $443040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                         | Mativ Holdings Inc                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     36779 | NS      | $319977.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                          | EW Scripps Co/The                                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     42866 | NS      | $159461.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                           | Seacoast Banking Corp of Florida                           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     64531 | NS      | $1954643.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc                            | Seaport Entertainment Group Inc                            | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |      5000 | NS      | $107400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                 | United Parks & Resorts Inc                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     18662 | NS      | $609500.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corp                           | Security National Financial Corp                           | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8780 | NS      | $83234.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                                 | Select Water Solutions Inc                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     62500 | NS      | $956250.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                               | Select Medical Holdings Corp                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70967 | NS      | $1156052.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                                 | Cartesian Therapeutics Inc                                 | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |      7126 | NS      | $43824.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                              | Selective Insurance Group Inc                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     40407 | NS      | $3046283.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                            | Selectquote Inc                                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    101700 | NS      | $64020.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc                             | SELLAS Life Sciences Group Inc                             | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |    114100 | NS      | $482643.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                       | GeneDx Holdings Corp                                       | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $822016.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     61823 | NS      | $4753570.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                       | SEMrush Holdings Inc                                       | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |     29200 | NS      | $348648.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                          | Seneca Foods Corp                                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3188 | NS      | $481770.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                 | Sensient Technologies Corp                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     28495 | NS      | $2463107.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                               | Septerna Inc                                               | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $346032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc                                         | Serve Robotics Inc                                         | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41000 | NS      | $346040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |    107000 | NS      | $144985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                 | ServisFirst Bancshares Inc                                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34800 | NS      | $2534484.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                                   | Seven Hills Realty Trust                                   | CUSIP: 81784E101<br>LEI: 549300ESBDZ3SA3OEX38 | Long             | EC               |  | US        |     15000 | NS      | $123300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                            | Shake Shack Inc                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     26200 | NS      | $2317914.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                           | Shenandoah Telecommunications Co                           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     34250 | NS      | $528135.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                          | Shoe Carnival Inc                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13142 | NS      | $204883.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                              | Shoals Technologies Group Inc                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113900 | NS      | $749462.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                       | Shore Bancshares Inc                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20844 | NS      | $389365.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc                                          | SoundThinking Inc                                          | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      7700 | NS      | $50974.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoulder Innovations Inc                                   | Shoulder Innovations Inc                                   | CUSIP: 82537J108<br>LEI: 529900LTH37ALD2K7437 | Long             | EC               | CORP              | US        |       700 | NS      | $10171.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                           | Shutterstock Inc                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     18252 | NS      | $303165.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                                | SI-BONE Inc                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     26400 | NS      | $333432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siebert Financial Corp                                     | Siebert Financial Corp                                     | CUSIP: 826176109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $15552.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                             | Sierra Bancorp                                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8266 | NS      | $280382.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                         | Sight Sciences Inc                                         | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27900 | NS      | $105183.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                      | SIGA Technologies Inc                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30188 | NS      | $161505.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                   | Silicon Laboratories Inc                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     21686 | NS      | $4513940.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvaco Group Inc                                          | Silvaco Group Inc                                          | CUSIP: 82728C102<br>LEI: 89450009UUSWTJL6DP68 | Long             | EC               | CORP              | US        |      4400 | NS      | $31152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                     | Silvercrest Asset Management Group Inc                     | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $72576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                                    | ARS Pharmaceuticals Inc                                    | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40200 | NS      | $322806.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                | Simmons First National Corp                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     93970 | NS      | $1827716.50   | 0.09%             |  |  |  | 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        |     60200 | NS      | $863870.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                       | Simulations Plus Inc                                       | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |     11800 | NS      | $139476.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                                               | Sinclair Inc                                               | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25200 | NS      | $326088.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc                                    | Sionna Therapeutics Inc                                    | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10500 | NS      | $420945.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                          | SITE Centers Corp                                          | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     22075 | NS      | $119205.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                | SiTime Corp                                                | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14960 | NS      | $5166436.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                               | Six Flags Entertainment Corp                               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     64740 | NS      | $1149135.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                             | Skillsoft Corp                                             | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      3100 | NS      | $13299.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                         | Champion Homes Inc                                         | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |     37634 | NS      | $2798840.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corp                                     | Sky Harbour Group Corp                                     | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14900 | NS      | $143487.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                | SkyWest Inc                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     26692 | NS      | $2451126.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                    | SkyWater Technology Inc                                    | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20100 | NS      | $550941.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                      | Skyward Specialty Insurance Group Inc                      | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |     24100 | NS      | $1052688.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                          | Sleep Number Corp                                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     13446 | NS      | $24135.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                               | Slide Insurance Holdings Inc                               | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     46900 | NS      | $844200.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                                  | Smith & Wesson Brands Inc                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     29632 | NS      | $424626.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                         | SmartFinancial Inc                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $394708.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT Inc                            | Smartstop Self Storage REIT Inc                            | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               |  | US        |     36900 | NS      | $1117332.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                                         | Smith-Midland Corp                                         | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $61807.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc                          | Solaris Energy Infrastructure Inc                          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     30700 | NS      | $1734857.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                    | Soleno Therapeutics Inc                                    | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |     31300 | NS      | $1047924.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                                      | Solid Biosciences Inc                                      | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36600 | NS      | $263520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                            | Solid Power Inc                                            | CUSIP: 83422N105<br>LEI: 5299001ZPFRA2QBIQK79 | Long             | EC               | CORP              | US        |    103400 | NS      | $310200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                       | Sonic Automotive Inc                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      9631 | NS      | $660397.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                  | Sonos Inc                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     81036 | NS      | $1085882.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Financial Bancorp Inc                                | Sound Financial Bancorp Inc                                | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $48081.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                          | SoundHound AI Inc                                          | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252500 | NS      | $1734675.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                                 | South Plains Financial Inc                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      8877 | NS      | $371946.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                         | California BanCorp                                         | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     13117 | NS      | $232433.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                              | Southern First Bancshares Inc                              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5215 | NS      | $284217.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                              | Southern Missouri Bancorp Inc                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6798 | NS      | $434664.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                                     | Southland Holdings Inc                                     | CUSIP: 84445C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $10660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                   | Southside Bancshares Inc                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     19467 | NS      | $605229.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                 | Southwest Gas Holdings Inc                                 | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     44822 | NS      | $3895031.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                               | Spectrum Brands Holdings Inc                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     14900 | NS      | $1098130.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                           | Spire Global Inc                                           | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |     17300 | NS      | $217634.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                  | Spire Inc                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     38820 | NS      | $3514762.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                                          | Spok Holdings Inc                                          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     13900 | NS      | $151510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                               | Sprinklr Inc                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     76600 | NS      | $459600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                          | Sprout Social Inc                                          | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |     37900 | NS      | $216030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SR Bancorp Inc                                             | SR Bancorp Inc                                             | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $82712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                          | STAAR Surgical Co                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     24999 | NS      | $467481.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                               | Stagwell Inc                                               | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     71000 | NS      | $446590.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     13451 | NS      | $467287.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                 | Standex International Corp                                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      8154 | NS      | $2078128.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                                   | Starz Entertainment Corp                                   | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      8793 | NS      | $101119.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                  | Stepan Co                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     13570 | NS      | $678228.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                        | Stellar Bancorp Inc                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     30610 | NS      | $1120632.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                        | StepStone Group Inc                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47100 | NS      | $2247612.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                            | Stereotaxis Inc                                            | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |     43500 | NS      | $80040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                    | Sterling Bancorp Inc/MI                                    | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc                                | Sterling Infrastructure Inc                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     19760 | NS      | $8047655.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                          | Stewart Information Services Corp                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     18939 | NS      | $1166263.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                             | Stitch Fix Inc                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     76700 | NS      | $253877.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                    | Stock Yards Bancorp Inc                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     18032 | NS      | $1195341.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                     | Stoke Therapeutics Inc                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     30300 | NS      | $986568.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                           | StoneX Group Inc                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     48593 | NS      | $3919025.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                    | Strategic Education Inc                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     15235 | NS      | $1263895.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strive Inc                                                 | Strive Inc                                                 | CUSIP: 862945300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34630 | NS      | $346992.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                     | Strattec Security Corp                                     | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      2800 | NS      | $219352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                     | Stratus Properties Inc                                     | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      4200 | NS      | $128184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strawberry Fields REIT Inc                                 | Strawberry Fields REIT Inc                                 | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |      4500 | NS      | $53550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     27700 | NS      | $2442309.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                       | Sturm Ruger & Co Inc                                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      9114 | NS      | $365380.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                | Summit Hotel Properties Inc                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     73573 | NS      | $325192.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corp                                      | Summit Midstream Corp                                      | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $193536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                          | Sun Country Airlines Holdings Inc                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     34700 | NS      | $573244.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                         | SunCoke Energy Inc                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     57844 | NS      | $376564.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                                | SunOpta Inc                                                | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     66000 | NS      | $427680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                 | Sunrun Inc                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    150600 | NS      | $2042136.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                               | Sunstone Hotel Investors Inc                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |    122892 | NS      | $1107256.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc                                   | Sunrise Realty Trust Inc                                   | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               |  | US        |      8100 | NS      | $62127.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                                  | Superior Group of Cos Inc                                  | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      5000 | NS      | $50800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                               | Supernus Pharmaceuticals Inc                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     36390 | NS      | $1880999.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                       | Surgery Partners Inc                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     53200 | NS      | $634144.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                             | Sweetgreen Inc                                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71700 | NS      | $372123.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                               | Sylvamo Corp                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     22000 | NS      | $929280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co                                       | Ascent Industries Co                                       | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      4800 | NS      | $63888.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                              | Synaptics Inc                                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     26152 | NS      | $1831686.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                 | Syndax Pharmaceuticals Inc                                 | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     58106 | NS      | $1357356.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                       | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56052 | NS      | $2619309.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                   | TPG RE Finance Trust Inc                                   | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     46200 | NS      | $360822.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc/MD                                                 | TSS Inc/MD                                                 | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14100 | NS      | $183441.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                       | TTM Technologies Inc                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     67825 | NS      | $6607511.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                             | Tactile Systems Technology Inc                             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     15300 | NS      | $399789.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                                              | Talkspace Inc                                              | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91200 | NS      | $471960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                           | Talos Energy Inc                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     86300 | NS      | $1360088.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                   | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     45900 | NS      | $879903.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                 | Tanger Inc                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     75500 | NS      | $2565490.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                     | Tango Therapeutics Inc                                     | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71700 | NS      | $1499964.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                    | Target Hospitality Corp                                    | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22400 | NS      | $207872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                 | Tarsus Pharmaceuticals Inc                                 | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26400 | NS      | $1851960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                  | Taylor Morrison Home Corp                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     62200 | NS      | $3622528.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                  | Taysha Gene Therapies Inc                                  | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149600 | NS      | $668712.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                             | TechTarget Inc                                             | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     19198 | NS      | $74488.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                                   | Tectonic Therapeutic Inc                                   | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $241098.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                             | Tejon Ranch Co                                             | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     13818 | NS      | $260331.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                         | Teladoc Health Inc                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    121400 | NS      | $661630.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                             | Telephone and Data Systems Inc                             | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     65700 | NS      | $2765970.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                                 | Telos Corp                                                 | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |     36100 | NS      | $151259.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                       | Tenable Holdings Inc                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     80600 | NS      | $1363349.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                           | 10X Genomics Inc                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     74500 | NS      | $1581635.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                 | Tennant Co                                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     11881 | NS      | $788898.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                 | Terex Corp                                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     74158 | NS      | $4382737.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                               | Terawulf Inc                                               | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |    204500 | NS      | $2950935.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                                  | Terns Pharmaceuticals Inc                                  | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     63600 | NS      | $3352992.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                        | Terreno Realty Corp                                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     67634 | NS      | $4154080.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                     | TETRA Technologies Inc                                     | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     86600 | NS      | $737832.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                                   | Tevogen Bio Holdings Inc                                   | CUSIP: 88165K200<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |       268 | NS      | $1211.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                               | Texas Capital Bancshares Inc                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     29000 | NS      | $2751520.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                        | TG Therapeutics Inc                                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     96000 | NS      | $3189120.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                       | Beauty Health Co/The                                       | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     80900 | NS      | $72001.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                           | RealReal Inc/The                                           | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     67100 | NS      | $609268.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                 | Thermon Group Holdings Inc                                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     22360 | NS      | $1126944.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                                 | Third Coast Bancshares Inc                                 | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      8700 | NS      | $329121.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                     | Third Harmonic Bio Inc                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $465.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 3D Systems Corp                                            | 3D Systems Corp                                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     85822 | NS      | $161345.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                                | ThredUp Inc                                                | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     66700 | NS      | $218776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                         | Thryv Holdings Inc                                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24500 | NS      | $67130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                              | Tidewater Inc                                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     33211 | NS      | $2774779.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                                  | Timberland Bancorp Inc/WA                                  | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $197150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                               | Metallus Inc                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     23100 | NS      | $377454.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                                | Tiptree Inc                                                | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |     16546 | NS      | $279958.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                    | Titan International Inc                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     33900 | NS      | $234249.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                        | Titan Machinery Inc                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     15070 | NS      | $251970.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc                                    | Tobira Therapeutics Inc                                    | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | N/A              | DE               |  | US        |      7700 | NS      | $34881.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tompkins Financial Corp                                    | Tompkins Financial Corp                                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      9059 | NS      | $714211.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                         | Tonix Pharmaceuticals Holding Corp                         | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |      7600 | NS      | $104500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                | Tootsie Roll Industries Inc                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     12978 | NS      | $554420.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                        | Torrid Holdings Inc                                        | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $28480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                   | Towne Bank/Portsmouth VA                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     57137 | NS      | $1923802.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                                | Traeger Inc                                                | CUSIP: 89269P202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $13688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                               | Transcat Inc                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      6300 | NS      | $462735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                      | Transcontinental Realty Investors Inc                      | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |       900 | NS      | $31392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                      | TransMedics Group Inc                                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     22600 | NS      | $2246666.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                                  | Travelzoo                                                  | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      2800 | NS      | $16576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                   | Travere Therapeutics Inc                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55600 | NS      | $1651876.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                                | Treace Medical Concepts Inc                                | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36200 | NS      | $48508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                              | Tredegar Corp                                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     17730 | NS      | $140953.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                                     | Trevi Therapeutics Inc                                     | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59300 | NS      | $707449.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                           | TriCo Bancshares                                           | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20813 | NS      | $989450.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                                | TriMas Corp                                                | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     21725 | NS      | $780796.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                           | TriNet Group Inc                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     20222 | NS      | $736687.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                     | Trinity Industries Inc                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     52800 | NS      | $1699104.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                      | Triumph Financial Inc                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     15600 | NS      | $930696.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriSalus Life Sciences Inc                                 | TriSalus Life Sciences Inc                                 | CUSIP: 89680M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $62000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                            | TripAdvisor Inc                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     77600 | NS      | $827216.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                               | TrueBlue Inc                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21000 | NS      | $82110.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                              | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     23961 | NS      | $613641.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                       | TrustCo Bank Corp NY                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $551628.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                             | Trustmark Corp                                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     36879 | NS      | $1554081.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                          | TTEC Holdings Inc                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     14560 | NS      | $36400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                                 | Tucows Inc                                                 | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |      4500 | NS      | $77220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuHURA Biosciences Inc                                     | TuHURA Biosciences Inc                                     | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Long             | EC               | CORP              | US        |     15600 | NS      | $27924.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                   | Turning Point Brands Inc                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     11825 | NS      | $1026291.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                          | Turtle Beach Corp                                          | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |     10000 | NS      | $101400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                          | Tutor Perini Corp                                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     30006 | NS      | $2316163.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                      | Twist Bioscience Corp                                      | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     40700 | NS      | $1934064.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                                | Two Harbors Investment Corp                                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     70500 | NS      | $805110.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                       | Tyra Biosciences Inc                                       | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $589820.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                       | UFP Technologies Inc                                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      5040 | NS      | $975744.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                  | Udemy Inc                                                  | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     66100 | NS      | $305382.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                         | UMB Financial Corp                                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     47797 | NS      | $5391023.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                         | UFP Industries Inc                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     37310 | NS      | $3436997.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Gold Corp                                               | US Gold Corp                                               | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Long             | EC               | CORP              | US        |      8700 | NS      | $132153.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                         | UMH Properties Inc                                         | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     54767 | NS      | $790287.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                  | USANA Health Sciences Inc                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      7205 | NS      | $125871.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                    | US Physical Therapy Inc                                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     10349 | NS      | $775761.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                                | USCB Financial Holdings Inc                                | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $150174.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                   | Ultra Clean Holdings Inc                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     30029 | NS      | $1867203.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                           | UniFirst Corp/MA                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      9867 | NS      | $2482438.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bankshares Inc/Morrisville VT                        | Union Bankshares Inc/Morrisville VT                        | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $51072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                                | Unisys Corp                                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     48854 | NS      | $101127.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                              | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     81096 | NS      | $2553713.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                   | United Bankshares Inc/WV                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     90878 | NS      | $3764166.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                      | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14021 | NS      | $519618.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp                            | American Coastal Insurance Corp                            | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     16500 | NS      | $185625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                   | United Natural Foods Inc                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     40299 | NS      | $1815872.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Security Bancshares/Fresno CA                       | United Security Bancshares/Fresno CA                       | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |      8900 | NS      | $93539.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                                | United States Antimony Corp                                | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80300 | NS      | $701019.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                          | United States Lime & Minerals Inc                          | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      7335 | NS      | $958024.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                            | Uniti Group Inc                                            | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    109211 | NS      | $1024399.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                | Unitil Corp                                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12041 | NS      | $629021.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                          | Unity Bancorp Inc                                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4900 | NS      | $253967.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                          | Universal Corp/VA                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     16542 | NS      | $871763.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                       | Universal Health Realty Income Trust                       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      8673 | NS      | $350996.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                           | Universal Insurance Holdings Inc                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     17403 | NS      | $594486.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                           | Universal Logistics Holdings Inc                           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5197 | NS      | $109864.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                          | Universal Technical Institute Inc                          | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     31700 | NS      | $1144370.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                     | Univest Financial Corp                                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     19220 | NS      | $658477.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc                                           | Upstream Bio Inc                                           | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $209700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                       | Upstart Holdings Inc                                       | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     57700 | NS      | $1480005.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                 | Upwork Inc                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     83500 | NS      | $915160.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                        | Uranium Energy Corp                                        | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    315800 | NS      | $4263300.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                       | Urban Outfitters Inc                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     41200 | NS      | $2610020.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                      | Urban Edge Properties                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     85900 | NS      | $1716282.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc                                         | USA Rare Earth Inc                                         | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122300 | NS      | $1851010.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                                  | Utah Medical Products Inc                                  | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      1515 | NS      | $93914.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                             | Utz Brands Inc                                             | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |     51000 | NS      | $403920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                   | VSE Corp                                                   | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     17766 | NS      | $3276050.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                          | VAALCO Energy Inc                                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     67700 | NS      | $429218.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                                  | Valhi Inc                                                  | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $20020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                    | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    321976 | NS      | $3953865.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                             | Value Line Inc                                             | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $24703.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                  | Vanda Pharmaceuticals Inc                                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     37981 | NS      | $262448.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                         | Varex Imaging Corp                                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     28200 | NS      | $299202.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                        | Varonis Systems Inc                                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     78221 | NS      | $1679404.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                      | Veeco Instruments Inc                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     40035 | NS      | $1355585.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                    | V2X Inc                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $1205600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                | Vaxcyte Inc                                                | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     82200 | NS      | $4776642.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                     | Velocity Financial Inc                                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $95877.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Clean Fuels Inc                                      | Verde Clean Fuels Inc                                      | CUSIP: 923372106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $1710.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                               | Verastem Inc                                               | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |     35200 | NS      | $186560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                               | Veracyte Inc                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     53400 | NS      | $1720014.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                      | Vera Therapeutics Inc                                      | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37800 | NS      | $1520694.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                               | Vericel Corp                                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     34500 | NS      | $1109865.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                        | Verra Mobility Corp                                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    105600 | NS      | $1509024.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                                 | Vertex Inc                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     46500 | NS      | $552885.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                    | Pursuit Attractions and Hospitality Inc                    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     14313 | NS      | $524285.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                 | Viasat Inc                                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     82700 | NS      | $3787660.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                        | Viavi Solutions Inc                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    153100 | NS      | $5095168.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc                                     | Via Transportation Inc                                     | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |      4700 | NS      | $70500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                       | Viant Technology Inc                                       | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $114240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                 | Vicor Corp                                                 | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     15471 | NS      | $2490831.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                     | Victoria's Secret & Co                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     46700 | NS      | $2165012.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                               | Victory Capital Holdings Inc                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     29860 | NS      | $1955232.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                                      | Viemed Healthcare Inc                                      | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24500 | NS      | $225645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                   | Village Super Market Inc                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      5313 | NS      | $224367.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                      | Vir Biotechnology Inc                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61000 | NS      | $546560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                                            | Virco Mfg. Corp                                            | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $50796.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                  | Viridian Therapeutics Inc                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     52800 | NS      | $1032768.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corp                          | Virginia National Bankshares Corp                          | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |      3400 | NS      | $129880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                             | Virtus Investment Partners Inc                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4432 | NS      | $595439.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                 | Vishay Intertechnology Inc                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     81221 | NS      | $1461978.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                                 | Vishay Precision Group Inc                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8372 | NS      | $363512.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                               | Visteon Corp                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     18200 | NS      | $1658202.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                       | Vita Coco Co Inc/The                                       | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     31400 | NS      | $1504374.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                            | Vital Farms Inc                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     23500 | NS      | $331820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                                         | Vitesse Energy Inc                                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $301456.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                            | Vivid Seats Inc                                            | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2860 | NS      | $16902.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                                   | Voyager Technologies Inc                                   | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |     31800 | NS      | $743802.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                                   | Voyager Therapeutics Inc                                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     34100 | NS      | $131626.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp                                           | Vox Royalty Corp                                           | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31600 | NS      | $165584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                                 | Vuzix Corp                                                 | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |     50200 | NS      | $115962.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                           | W&T Offshore Inc                                           | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     69736 | NS      | $237799.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                   | WD-40 Co                                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      9238 | NS      | $1883997.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                        | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     35336 | NS      | $2313094.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                       | Wabash National Corp                                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     23340 | NS      | $201190.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                          | WM Technology Inc                                          | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     65800 | NS      | $43322.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                        | Walker & Dunlop Inc                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22563 | NS      | $1001345.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                           | Warby Parker Inc                                           | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66200 | NS      | $1394834.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                       | Warrior Met Coal Inc                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     35000 | NS      | $3260250.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                   | WaFd Inc                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50784 | NS      | $1594617.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                               | Washington Trust Bancorp Inc                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     11475 | NS      | $383953.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                   | Waterstone Financial Inc                                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     10380 | NS      | $187151.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                               | Watts Water Technologies Inc                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     17854 | NS      | $5182837.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                                 | Climb Global Solutions Inc                                 | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |     10800 | NS      | $214056.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                                       | Waystar Holding Corp                                       | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |     74100 | NS      | $1786551.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                                           | Wealthfront Corp                                           | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |     23300 | NS      | $215525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                   | Weave Communications Inc                                   | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42600 | NS      | $196812.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc                                  | Webtoon Entertainment Inc                                  | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $102928.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                           | Weis Markets Inc                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9500 | NS      | $649705.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                     | Werner Enterprises Inc                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     37020 | NS      | $1088758.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                               | WesBanco Inc                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64075 | NS      | $2209946.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                           | West BanCorp Inc                                           | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |     10696 | NS      | $254457.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                        | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     15681 | NS      | $817764.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc                            | Western New England Bancorp Inc                            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |     12400 | NS      | $160332.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co                                         | Westrock Coffee Co                                         | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27200 | NS      | $115600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc                                | Westwood Holdings Group Inc                                | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5900 | NS      | $97173.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                            | Weyco Group Inc                                            | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      4500 | NS      | $144225.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                            | Whitestone REIT                                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     30471 | NS      | $492106.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     26900 | NS      | $1024890.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                          | Willdan Group Inc                                          | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      9500 | NS      | $727320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                                  | Willis Lease Finance Corp                                  | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |      1800 | NS      | $306468.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                               | Winmark Corp                                               | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1827 | NS      | $781133.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                   | Winnebago Industries Inc                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     18573 | NS      | $575577.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                             | WisdomTree Inc                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     83608 | NS      | $1217332.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                   | Wolverine World Wide Inc                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     53471 | NS      | $872646.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                | Workiva Inc                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     33800 | NS      | $2015494.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                      | World Acceptance Corp                                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1701 | NS      | $229703.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                          | World Kinect Corp                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     36100 | NS      | $832827.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                | Worthington Enterprises Inc                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     21308 | NS      | $1110999.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                                      | Worthington Steel Inc                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     22408 | NS      | $680082.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                   | XPEL Inc                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     17164 | NS      | $759678.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                 | Xenia Hotels & Resorts Inc                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     65104 | NS      | $965492.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                 | Xencor Inc                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     49100 | NS      | $592146.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                                          | XOMA Royalty Corp                                          | CUSIP: 98419J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $194494.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                                  | Xenon Pharmaceuticals Inc                                  | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     57100 | NS      | $3320365.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                        | Xerox Holdings Corp                                        | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     86900 | NS      | $112101.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                               | Xeris Biopharma Holdings Inc                               | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105200 | NS      | $610160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                     | Xponential Fitness Inc                                     | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17900 | NS      | $107758.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                                | Xometry Inc                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     29300 | NS      | $1196612.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                  | Xperi Inc                                                  | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |     31206 | NS      | $174753.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                   | Yelp Inc                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     39100 | NS      | $967334.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                   | Yext Inc                                                   | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     69100 | NS      | $265344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Space Systems Inc                                     | York Space Systems Inc                                     | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11800 | NS      | $261606.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                                          | York Water Co/The                                          | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10237 | NS      | $311716.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc                                        | Zenas Biopharma Inc                                        | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $250240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                  | Zevia PBC                                                  | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24900 | NS      | $29133.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                  | Zeta Global Holdings Corp                                  | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |    139700 | NS      | $2224024.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                           | ZipRecruiter Inc                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     44400 | NS      | $81696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zspace Inc                                                 | Zspace Inc                                                 | CUSIP: 98980W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $227.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                                 | Zumiez Inc                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      9423 | NS      | $208813.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                            | Zurn Elkay Water Solutions Corp                            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     97400 | NS      | $4367416.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                              | Zymeworks Inc                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |     34200 | NS      | $856368.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | E-MINI RUSS 2000 JUN26                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        70 | NC      | $53914.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan America SA                                           | Titan America SA                                           | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Long             | EC               | CORP              | BE        |     16600 | NS      | $248668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                             | Constellium SE                                             | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     91300 | NS      | $2244154.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                 | Adient PLC                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     53900 | NS      | $1089319.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                               | Alkermes PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    107300 | NS      | $3794128.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                              | Ambarella Inc                                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     27492 | NS      | $1415150.70   | 0.07%             |  |  |  | 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        |     26800 | NS      | $1406464.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                               | Biohaven Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     64450 | NS      | $545247.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                 | Bitdeer Technologies Group                                 | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | KY        |     65900 | NS      | $570035.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc                                            | Bit Digital Inc                                            | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Long             | EC               | CORP              | KY        |    218400 | NS      | $286104.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                          | Borr Drilling Ltd                                          | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |    170100 | NS      | $981477.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                                  | Caledonia Mining Corp PLC                                  | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |     11500 | NS      | $259785.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                                        | Burford Capital Ltd                                        | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |    137500 | NS      | $621500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                         | Capri Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     78600 | NS      | $1384932.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                               | Cimpress PLC                                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |     11134 | NS      | $812782.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                                  | Consolidated Water Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     10700 | NS      | $354384.00    | 0.02%             |  |  |  | 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        |    107200 | NS      | $10062864.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                                       | Critical Metals Corp                                       | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |     30600 | NS      | $242964.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                    | Cushman & Wakefield Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    157080 | NS      | $1925800.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                                   | Dole PLC                                                   | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |     41400 | NS      | $591606.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                           | Essent Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     61209 | NS      | $3577053.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                   | Fabrinet                                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     23936 | NS      | $12483102.72  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                             | Ferroglobe PLC                                             | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |     82000 | NS      | $337840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                             | Fidelis Insurance Holdings Ltd                             | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     38500 | NS      | $735735.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                               | FLEX LNG Ltd                                               | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |     20400 | NS      | $606084.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                | Fresh Del Monte Produce Inc                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     22756 | NS      | $916156.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                   | GigaCloud Technology Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16500 | NS      | $748770.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                          | Genius Sports Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |    148600 | NS      | $658298.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                                     | Gambling.com Group Ltd                                     | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |     12500 | NS      | $48500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                                  | Greenlight Capital Re Ltd                                  | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |     17657 | NS      | $305289.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                               | Hamilton Insurance Group Ltd                               | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     28900 | NS      | $862087.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                          | Helen of Troy Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15898 | NS      | $229249.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                              | Herbalife Ltd                                              | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     69800 | NS      | $1027456.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Himalaya Shipping Ltd                                      | Himalaya Shipping Ltd                                      | CUSIP: 000000000<br>LEI: 984500D86FFE5EYE7988 | Long             | EC               | CORP              | BM        |     20000 | NS      | $266000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                          | IBEX Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      6459 | NS      | $173230.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                         | Ichor Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     23000 | NS      | $1072030.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                                     | Brightstar Lottery PLC                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     66900 | NS      | $852306.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                            | Kestra Medical Technologies Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11400 | NS      | $227202.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestrel Group Ltd                                          | Kestrel Group Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1150 | NS      | $12420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                               | LivaNova PLC                                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     36796 | NS      | $2338753.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                                        | Lifezone Metals Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |     18400 | NS      | $61824.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                        | Luxfer Holdings PLC                                        | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     17200 | NS      | $209496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chaince Digital Holdings Inc                               | Chaince Digital Holdings Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27600 | NS      | $109848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                      | MeiraGTx Holdings plc                                      | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |     30592 | NS      | $264926.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                            | Marex Group PLC                                            | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |     37600 | NS      | $1676208.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                            | Alpha & Omega Semiconductor Ltd                            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     17471 | NS      | $387157.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                      | Nabors Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9114 | NS      | $784350.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                      | Nabors Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BM        |      2445 | NS      | $948.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                     | National Energy Services Reunited Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     41500 | NS      | $891005.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                          | Joby Aviation Inc                                          | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               | CORP              | US        |    388900 | NS      | $3212314.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                             | Noble Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     84635 | NS      | $4153039.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                                | Nordic American Tankers Ltd                                | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |    140998 | NS      | $826248.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                               | Novocure Ltd                                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     69600 | NS      | $758640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                      | Pagseguro Digital Ltd                                      | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |    122000 | NS      | $1222440.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                            | Pangaea Logistics Solutions Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     20200 | NS      | $143016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                                     | Patria Investments Ltd                                     | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |     44000 | NS      | $554400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                                | Paysafe Ltd                                                | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |     21384 | NS      | $145625.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                          | Prothena Corp PLC                                          | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     27600 | NS      | $268272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                             | Rezolve AI PLC                                             | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Long             | EC               | CORP              | GB        |    119800 | NS      | $306688.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                               | SFL Corp Ltd                                               | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     82742 | NS      | $892786.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                               | Seadrill Ltd                                               | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     42400 | NS      | $1929200.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                              | Sapiens International Corp NV                              | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |     21600 | NS      | $939600.00    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Signet Jewelers Ltd                                        | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     26776 | NS      | $2266320.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                            | SiriusPoint Ltd                                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     69900 | NS      | $1505646.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                                | StoneCo Ltd                                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |    168800 | NS      | $2383456.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                       | Super Group SGHC Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |    107700 | NS      | $1163160.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                             | Tecnoglass Inc                                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     17300 | NS      | $770715.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                            | Teekay Corp Ltd                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     36600 | NS      | $446886.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                         | Teekay Tankers Ltd                                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |     16300 | NS      | $1195116.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                   | Theravance Biopharma Inc                                   | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     26000 | NS      | $421980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                  | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     16918 | NS      | $146171.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                  | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     86953 | NS      | $766925.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                        | Tronox Holdings PLC                                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     81700 | NS      | $798209.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                              | Golar LNG Ltd                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     64601 | NS      | $3495560.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                                | Valaris Ltd                                                | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |     41700 | NS      | $4088268.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                                       | VTEX                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41900 | NS      | $167600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waldencast plc                                             | Waldencast plc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     19600 | NS      | $18614.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corp                                                | Webull Corp                                                | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | KY        |    184000 | NS      | $883200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitefiber Inc                                             | Whitefiber Inc                                             | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Long             | EC               | CORP              | KY        |      6600 | NS      | $78606.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                        | ADC Therapeutics SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     53800 | NS      | $201750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                                    | Aebi Schmidt Holding AG                                    | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |     24844 | NS      | $241235.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                     | CRISPR Therapeutics AG                                     | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     58900 | NS      | $2801873.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                             | Transocean Ltd                                             | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    616100 | NS      | $4084743.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                                  | Ardagh Metal Packaging SA                                  | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     94900 | NS      | $384345.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                                   | Orion SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     39895 | NS      | $259317.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                              | MediWound Ltd                                              | CUSIP: 000000000<br>LEI: 549300LJKCS74GRYKF90 | Long             | EC               | CORP              | IL        |      5200 | NS      | $83772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                         | Nano-X Imaging Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     42200 | NS      | $95794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                                    | Pagaya Technologies Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     33300 | NS      | $387945.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                   | Nexxen International Ltd                                   | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |     18600 | NS      | $121272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                                          | UroGen Pharma Ltd                                          | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |     25200 | NS      | $453096.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                       | Ermenegildo Zegna NV                                       | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     43100 | NS      | $449102.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                    | Expro Group Holdings NV                                    | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     53966 | NS      | $939548.06    | 0.05%             |  |  |  | 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        |     18358 | NS      | $937726.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                                   | OneSpaWorld Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     66800 | NS      | $1533060.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forafric Global PLC                                        | Forafric Global PLC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GI        |      4600 | NS      | $44390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                      | Ardmore Shipping Corp                                      | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     24300 | NS      | $370575.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                              | Costamare Inc                                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     30300 | NS      | $512070.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                             | Costamare Bulkers Holdings Ltd                             | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      6280 | NS      | $97151.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                           | DHT Holdings Inc                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     89400 | NS      | $1633338.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                             | Dorian LPG Ltd                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     25336 | NS      | $866491.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                               | Genco Shipping & Trading Ltd                               | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     21900 | NS      | $493845.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                  | International Seaways Inc                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     26836 | NS      | $1955807.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                                     | Navigator Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |     18200 | NS      | $351806.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                           | Safe Bulkers Inc                                           | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     32700 | NS      | $206991.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                        | Scorpio Tankers Inc                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |     30022 | NS      | $2241442.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                                     | WaVe Life Sciences Ltd                                     | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     92700 | NS      | $672075.00    | 0.03%             |  |  |  | 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